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HYG

iShares iBoxx High Yield Corporate Bond ETFClose $79.35EOD only

Max Pain

$79.50

Next expiry May 22, 2026

Expected Move

±$0.23

0.3% from close

Price Gap

+0.15

Distance to max pain

IV Rank

Low premium

P/C OI

3.74

Slightly put-heavy

Consensus

8.0/10

Bearish tilt

Published snapshot: May 19, 2026 close

End-of-day snapshot

This page reflects HYG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

May 19, 2026 close

HYG Options Chain

Data as of market close May 19, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 3)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
74.00	6.21	3.80	6.15	0.00	1	1	71.3%	0.930	0.0319	-0.150	0.008	0.004
74.50	6.15	3.30	7.45	0.00	1	0	152.1%	0.750	0.0353	-0.720	0.019	0.003
75.00	5.75	3.00	6.95	0.00	0	0	145.3%	0.739	0.0378	-0.704	0.019	0.003
76.00	4.83	2.11	5.95	0.00	0	0	131.5%	0.712	0.0439	-0.669	0.020	0.003
78.00	2.08	1.60	2.10	0.00	2	2	30.6%	0.856	0.1255	-0.110	0.013	0.004
78.50	1.34	0.00	3.20	-0.36	1	2	85.9%	0.620	0.0749	-0.489	0.023	0.003
79.00	0.87	0.53	1.35	0.41	312	392	29.7%	0.697	0.1991	-0.160	0.021	0.003
79.50	0.39	0.17	0.66	0.29	1,052	8,676	15.9%	0.659	0.3909	-0.092	0.022	0.003
80.00	0.06	0.00	0.08	0.03	7,306	13,689	4.8%	0.335	1.2877	-0.029	0.022	0.001
80.50	0.02	0.00	0.06	0.00	1	238	9.2%	0.128	0.3854	-0.030	0.012	0.001
81.00	0.03	0.00	0.04	0.01	1	98	12.1%	0.061	0.1675	-0.022	0.007	0.000
81.50	0.01	0.00	0.23	0.00	1	1	27.2%	0.162	0.1523	-0.100	0.015	0.001
82.50	0.02	0.00	0.23	0.00	92	92	36.4%	0.118	0.0919	-0.108	0.012	0.001

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
70.00	0.74	0.00	0.00	0.00	0	0	25.0%	0.000	0.0000	0.000	0.000	0.000
74.50	0.17	0.00	0.00	0.00	2	0	25.0%	-0.000	0.0002	-0.000	0.000	0.000
75.00	0.36	0.00	0.23	0.00	1	0	57.9%	-0.068	0.0383	-0.112	0.008	-0.000
76.00	0.40	0.00	0.23	0.00	1	0	49.0%	-0.082	0.0524	-0.109	0.009	-0.000
76.50	0.17	0.00	0.25	0.00	3	5	45.6%	-0.097	0.0638	-0.115	0.010	-0.000
77.00	0.02	0.00	0.20	0.00	10	53	37.9%	-0.093	0.0743	-0.092	0.010	-0.000
77.50	0.20	0.00	0.27	0.00	0	3	37.1%	-0.133	0.0977	-0.116	0.013	-0.001
78.00	0.04	0.00	0.01	0.00	1	2,014	13.3%	-0.008	0.0268	-0.004	0.001	-0.000
78.50	0.05	0.00	0.01	0.00	303	460	10.5%	-0.013	0.0528	-0.005	0.002	-0.000
79.00	0.08	0.00	0.11	0.00	1	2,182	14.0%	-0.141	0.2711	-0.045	0.013	-0.001
79.50	0.04	0.00	0.08	-0.18	285	13,071	7.4%	-0.193	0.6238	-0.028	0.016	-0.001
80.00	0.22	0.12	0.42	-0.50	71	2,768	12.0%	-0.566	0.5563	-0.064	0.023	-0.002
80.50	0.74	0.54	2.38	-0.46	1	8	70.5%	-0.549	0.0950	-0.407	0.023	-0.003
81.00	1.46	0.89	1.42	0.00	10	12	24.4%	-0.777	0.2067	-0.100	0.018	-0.003

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.