iShares Expanded Tech-Software Sector ETF (IGV) Options Chain
The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.
iShares Expanded Tech-Software Sector ETF (IGV) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $14.49B, listed on CBOE, carrying a beta of 1.18 to the broader market. This iShares ETF, specializing in the expanded tech-software sector, is designed to mirror the financial performance of an underlying index. public since 2001-07-10.
Snapshot as of Aug 14, 2026.
- Spot Price
- $104.23
- Total OI
- 1.7M
- Total Volume
- 70.7K
- Front Expiration
- 28 days
- Second Expiration
- 35 days
- ATM IV
- 30.9%
- Avg Bid/Ask Spread
- 25.99%
As of Aug 14, 2026, iShares Expanded Tech-Software Sector ETF (IGV) has 1.7M open contracts and 70.7K contracts traded. The nearest expiration is 28 days out, followed by 35 days. ATM implied volatility is 30.9%. Average bid/ask spread across the chain is 25.99%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How IGV options chain Data Feeds Strategy Selection
Strategy selection on iShares Expanded Tech-Software Sector ETF options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 30.9% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the IGV chain depth
The listed-expirations table above shows every expiration available for iShares Expanded Tech-Software Sector ETF options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. IGV front expiration sits at 28 days - the typical hedging horizon for monthly options. The backwardated slope of -0.007 means near-dated IV is pricing acute event risk.
IGV chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the IGV chain is 25.99% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the IGV chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. IGV's current 8.85% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
IGV listed expirations
Per-expiration ATM implied volatility for IGV options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Aug 21, 2026 | 7 | 27.8% |
| Aug 28, 2026 | 14 | 29.8% |
| Sep 4, 2026 | 21 | 31.1% |
| Sep 11, 2026 | 28 | 31.1% |
| Sep 18, 2026 | 35 | 30.4% |
| Sep 25, 2026 | 42 | 31.0% |
| Oct 2, 2026 | 49 | 31.6% |
| Oct 16, 2026 | 63 | 31.5% |
| Nov 20, 2026 | 98 | 32.7% |
| Dec 18, 2026 | 126 | 32.8% |
| Jan 15, 2027 | 154 | 32.3% |
| Feb 19, 2027 | 189 | 32.6% |
| Mar 19, 2027 | 217 | 33.1% |
| Jun 17, 2027 | 307 | 33.6% |
| Jul 16, 2027 | 336 | 33.3% |
| Sep 17, 2027 | 399 | 33.0% |
| Jan 21, 2028 | 525 | 33.0% |
| Dec 15, 2028 | 854 | 33.2% |
IGV most-active contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| PUT | $80.00 | Jan 15, 2027 | 19 | 131.9K | 36.7% | $1.15 | $1.34 |
Top 1 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.
Frequently asked IGV options chain questions
- What does the IGV options chain show right now?
- As of Aug 14, 2026, iShares Expanded Tech-Software Sector ETF (IGV) has 1.7M contracts outstanding and 70.7K traded today, with ATM IV of 30.9%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for IGV options?
- The nearest expiration is 28 days out, followed by 35 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are IGV options bid/ask spreads?
- Average bid/ask spread across the chain is 25.99%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.