IEF 期权链 iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · 截至 15:35 UTC
每行对应一个行权价。左半部分为call，右半部分为put。买价/卖价为买卖双方当前报价；成交量为本交易日已成交合约数；未平仓量为持仓合约数。高亮行最接近当前股价。
本到期日定价的波动幅度约为 ±2.7% (89.91–94.83) · ATM IV 5.8% · P/C 未平仓量 0.62
| 看涨期权 | 行权价 | 认沽期权 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 买价 | 提问 | 成交量 | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | 买价 | 提问 | 成交量 | OI | IV | Δ | Γ | Θ | |
| 8.60 | 8.75 | 8.1% | 0.98 | 0.0111 | 0.000 | 84 | 0.0500 | 0.0700 | 9 | 9.6% | -0.03 | 0.0149 | -0.002 | |||
| 7.65 | 7.80 | 9.2% | 0.97 | 0.0149 | 0.000 | 85 | 0.0500 | 0.0800 | 2 | 8.7% | -0.04 | 0.0196 | -0.002 | |||
| 6.65 | 6.80 | 8.0% | 0.96 | 0.0207 | 0.000 | 86 | 0.0700 | 0.1000 | 1 | 8.1% | -0.05 | 0.0263 | -0.002 | |||
| 5.65 | 5.80 | 1 | 6.7% | 0.95 | 0.0292 | -0.000 | 87 | 0.1000 | 0.1300 | 2,502 | 7.6% | -0.07 | 0.0362 | -0.002 | ||
| 4.70 | 4.85 | 6.6% | 0.93 | 0.0423 | -0.001 | 88 | 0.1500 | 0.1800 | 15 | 7.0% | -0.10 | 0.0508 | -0.003 | |||
| 3.80 | 3.95 | 3 | 6.6% | 0.89 | 0.0616 | -0.002 | 89 | 0.2400 | 0.2700 | 6,184 | 6.7% | -0.15 | 0.0708 | -0.004 | ||
| 2.96 | 3.05 | 5 | 6.3% | 0.82 | 0.0869 | -0.003 | 90 | 0.3800 | 0.4200 | 20.1K | 6.3% | -0.22 | 0.0955 | -0.004 | ||
| 2.17 | 2.23 | 3 | 6.1% | 0.73 | 0.1155 | -0.004 | 91 | 0.6000 | 0.6400 | 12 | 6,555 | 6.0% | -0.32 | 0.1211 | -0.005 | |
| 1.47 | 1.53 | 79 | 5.8% | 0.61 | 0.1394 | -0.005 | 92 | 0.9400 | 0.9900 | 137 | 5.7% | -0.45 | 0.1394 | -0.005 | ||
| 0.9300 | 0.9800 | 218 | 470 | 5.6% | 0.47 | 0.1464 | -0.005 | 93 | 1.44 | 1.50 | 1,186 | 5.7% | -0.59 | 0.1399 | -0.005 | |
| 0.5600 | 0.6000 | 35.3K | 5.7% | 0.33 | 0.1321 | -0.005 | 94 | 2.10 | 2.17 | 114 | 5.7% | -0.71 | 0.1216 | -0.004 | ||
| 0.3200 | 0.3600 | 15.2K | 5.8% | 0.22 | 0.1050 | -0.004 | 95 | 2.86 | 2.97 | 1,021 | 5.8% | -0.81 | 0.0939 | -0.003 | ||
| 0.1900 | 0.2200 | 315 | 6.0% | 0.14 | 0.0765 | -0.003 | 96 | 3.70 | 3.85 | 210 | 5.9% | -0.88 | 0.0672 | -0.002 | ||
| 0.1200 | 0.1500 | 69 | 6.4% | 0.10 | 0.0540 | -0.003 | 97 | 4.65 | 4.80 | 5 | 6.6% | -0.92 | 0.0476 | -0.001 | ||
| 0.0900 | 0.1100 | 56 | 7.0% | 0.07 | 0.0390 | -0.002 | 98 | 5.60 | 5.75 | 7.0% | -0.94 | 0.0351 | -0.000 | |||
| 0.0600 | 0.0900 | 35 | 7.4% | 0.05 | 0.0289 | -0.002 | 99 | 6.60 | 6.70 | 7.6% | -0.96 | 0.0287 | 0.000 | |||
| 0.0500 | 0.0800 | 10.0K | 8.1% | 0.04 | 0.0219 | -0.002 | 100 | 7.55 | 7.70 | 8.0% | -0.98 | 0.0477 | 0.000 | |||
| 0.0400 | 0.0600 | 8.6% | 0.03 | 0.0173 | -0.001 | 101 | 8.55 | 8.70 | 9.0% | -0.99 | 0.0186 | -0.005 | ||||
| 0.0300 | 0.0600 | 9.2% | 0.03 | 0.0138 | -0.001 | 102 | 7.50 | 11.70 | -1.00 | 0.0000 | -0.011 | |||||
| 0.0300 | 0.0500 | 2 | 9.8% | 0.02 | 0.0112 | -0.001 | 103 | 10.55 | 10.70 | 11.0% | -1.00 | 0.0000 | -0.015 | |||
| 0.0200 | 0.0400 | 10.1% | 0.02 | 0.0092 | -0.001 | 104 | 11.55 | 11.70 | 12.0% | -1.00 | 0.0000 | -0.018 | ||||
| 0.0200 | 0.0400 | 10.8% | 0.02 | 0.0077 | -0.001 | 105 | 12.55 | 12.70 | 13.0% | -1.00 | 0.0000 | -0.021 | ||||
| 0.0100 | 0.0400 | 11.2% | 0.01 | 0.0065 | -0.001 | 106 | 13.55 | 13.70 | 14.0% | -1.00 | 0.0000 | -0.024 | ||||
| 0.0100 | 0.0300 | 11.6% | 0.01 | 0.0054 | -0.001 | 107 | 14.55 | 14.70 | 14.9% | -1.00 | 0.0000 | -0.025 | ||||
| 0.0100 | 0.0300 | 12.2% | 0.01 | 0.0046 | -0.001 | 108 | 15.55 | 15.70 | 15.9% | -1.00 | 0.0000 | -0.026 | ||||
显示的行权价：标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)（call）或 max(0, 行权价 − 价格)（put）；时间价值 = 期权价格 − 内在价值。 希腊字母及隐含波动率来自交易所数据源的计算结果。