IEF Optionskette iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · Stand 06:38 UTC
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±3.8% (86.64–93.56) · ATM IV 7.4% · P/C Open Interest 0.39
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | Vol | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 37.70 | 42.60 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0200 | 32.8% | -0.00 | 0.0001 | 0.000 | |||||
| 32.70 | 37.60 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0200 | 27.9% | -0.00 | 0.0002 | -0.000 | |||||
| 27.70 | 32.50 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.0200 | 23.3% | -0.00 | 0.0005 | -0.000 | |||||
| 22.70 | 27.60 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.0200 | 6 | 19.1% | -0.00 | 0.0010 | -0.000 | ||||
| 17.90 | 22.75 | 3 | 23.1% | 1.00 | 0.0006 | 0.000 | 70 | 0.0100 | 0.0300 | 16.3% | -0.01 | 0.0022 | -0.001 | |||
| 12.80 | 17.75 | 15.1% | 0.99 | 0.0044 | 0.000 | 75 | 0.0300 | 0.0600 | 13.7% | -0.01 | 0.0049 | -0.001 | ||||
| 10.10 | 10.60 | 10.8% | 0.97 | 0.0113 | 0.000 | 80 | 0.0600 | 0.0900 | 10 | 10.3% | -0.03 | 0.0128 | -0.002 | |||
| 7.45 | 9.65 | 2 | 0.96 | 0.0145 | -0.000 | 81 | 0.0800 | 0.1100 | 74 | 9.9% | -0.04 | 0.0162 | -0.002 | |||
| 8.20 | 8.70 | 1 | 10.2% | 0.95 | 0.0187 | -0.001 | 82 | 0.1000 | 0.1400 | 1,274 | 9.4% | -0.05 | 0.0207 | -0.002 | ||
| 7.10 | 7.75 | 2 | 8.6% | 0.94 | 0.0246 | -0.001 | 83 | 0.1400 | 0.1800 | 84 | 9.0% | -0.07 | 0.0268 | -0.002 | ||
| 6.25 | 6.90 | 9.3% | 0.92 | 0.0323 | -0.002 | 84 | 0.2000 | 0.2400 | 4 | 361 | 8.6% | -0.10 | 0.0348 | -0.003 | ||
| 4.25 | 5.80 | 31 | 0.88 | 0.0421 | -0.002 | 85 | 0.2900 | 0.3400 | 642 | 8.4% | -0.13 | 0.0448 | -0.003 | |||
| 4.65 | 4.85 | 3 | 8.2% | 0.84 | 0.0534 | -0.003 | 86 | 0.4200 | 0.4700 | 5 | 41 | 8.2% | -0.18 | 0.0564 | -0.004 | |
| 3.85 | 4.05 | 30 | 8.1% | 0.78 | 0.0655 | -0.004 | 87 | 0.6000 | 0.6600 | 10 | 5,077 | 8.0% | -0.23 | 0.0690 | -0.005 | |
| 3.10 | 3.25 | 67 | 7.8% | 0.72 | 0.0777 | -0.004 | 88 | 0.8300 | 0.9000 | 10 | 8,455 | 7.7% | -0.31 | 0.0819 | -0.005 | |
| 2.42 | 2.53 | 1 | 1,222 | 7.5% | 0.64 | 0.0883 | -0.005 | 89 | 1.15 | 1.22 | 2 | 66 | 7.6% | -0.39 | 0.0934 | -0.005 |
| 1.82 | 1.92 | 5 | 1,418 | 7.3% | 0.55 | 0.0950 | -0.005 | 90 | 1.55 | 1.63 | 10.1K | 195 | 7.4% | -0.49 | 0.1010 | -0.006 |
| 1.34 | 1.43 | 1 | 1,820 | 7.3% | 0.46 | 0.0956 | -0.005 | 91 | 2.08 | 2.18 | 169 | 7.3% | -0.59 | 0.1018 | -0.006 | |
| 0.9800 | 1.05 | 8 | 22.2K | 7.4% | 0.37 | 0.0900 | -0.005 | 92 | 2.73 | 2.85 | 1,338 | 7.4% | -0.68 | 0.0953 | -0.005 | |
| 0.7000 | 0.7500 | 6 | 451 | 7.4% | 0.29 | 0.0803 | -0.005 | 93 | 3.45 | 3.65 | 5 | 7.6% | -0.77 | 0.0834 | -0.004 | |
| 0.4900 | 0.5400 | 4 | 679 | 7.5% | 0.22 | 0.0686 | -0.004 | 94 | 4.30 | 4.45 | 7.7% | -0.83 | 0.0685 | -0.004 | ||
| 0.3400 | 0.3800 | 16.3K | 7.6% | 0.16 | 0.0564 | -0.004 | 95 | 5.00 | 5.40 | 74 | 7.4% | -0.89 | 0.0531 | -0.003 | ||
| 0.2400 | 0.2700 | 4 | 1,117 | 7.8% | 0.12 | 0.0453 | -0.003 | 96 | 5.90 | 6.35 | 40 | 7.5% | -0.92 | 0.0394 | -0.002 | |
| 0.1700 | 0.2100 | 4 | 303 | 8.1% | 0.09 | 0.0358 | -0.003 | 97 | 6.85 | 7.30 | 7.5% | -0.95 | 0.0286 | -0.001 | ||
| 0.1300 | 0.1600 | 1 | 45 | 8.4% | 0.07 | 0.0284 | -0.002 | 98 | 7.85 | 8.25 | 5 | 7.8% | -0.96 | 0.0208 | -0.000 | |
| 0.1000 | 0.1300 | 5 | 8.8% | 0.06 | 0.0226 | -0.002 | 99 | 8.80 | 9.25 | 7.6% | -0.98 | 0.0152 | 0.000 | |||
| 0.0800 | 0.1100 | 2 | 29 | 9.2% | 0.05 | 0.0183 | -0.002 | 100 | 7.80 | 12.60 | 1 | 12.4% | -0.98 | 0.0114 | 0.000 | |
| 0.0600 | 0.0900 | 9.5% | 0.04 | 0.0150 | -0.001 | 101 | 8.60 | 13.50 | 10.7% | -0.99 | 0.0089 | 0.000 | ||||
| 0.0500 | 0.0800 | 1 | 9.9% | 0.03 | 0.0124 | -0.001 | 102 | 9.60 | 14.50 | 11.6% | -0.99 | 0.0067 | 0.000 | |||
| 0.0400 | 0.0700 | 10.3% | 0.03 | 0.0104 | -0.001 | 103 | 10.60 | 15.10 | -0.99 | 0.0047 | 0.000 | |||||
| 0.0300 | 0.0600 | 10.6% | 0.02 | 0.0088 | -0.001 | 104 | 11.60 | 16.50 | 13.4% | -1.00 | 0.0033 | 0.000 | ||||
| 0.0300 | 0.0600 | 72 | 11.2% | 0.02 | 0.0076 | -0.001 | 105 | 12.60 | 17.60 | 15.4% | -1.00 | 0.0021 | 0.000 | |||
| 0.0200 | 0.0500 | 11.4% | 0.02 | 0.0065 | -0.001 | 106 | 13.60 | 18.30 | -1.00 | 0.0014 | 0.000 | |||||
| 0.0100 | 0.0400 | 1 | 6 | 13.0% | 0.01 | 0.0039 | -0.001 | 110 | 17.55 | 22.30 | -1.00 | 0.0002 | 0.000 | |||
| 0.0100 | 0.0300 | 15 | 15.1% | 0.01 | 0.0023 | -0.001 | 115 | 22.55 | 27.20 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0300 | 16.9% | 0.00 | 0.0014 | -0.000 | 120 | 27.55 | 32.50 | 25.2% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 18.2% | 0.00 | 0.0009 | -0.000 | 125 | 32.60 | 37.55 | 30.3% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 20.2% | 0.00 | 0.0006 | -0.000 | 130 | 37.55 | 42.50 | 32.1% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 4 | 22.1% | 0.00 | 0.0004 | -0.000 | 135 | 42.55 | 47.20 | -1.00 | 0.0000 | 0.000 | ||||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Mar 19, 2027
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.
CallsPuts