IEF chaîne d'options iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · au 21:51 UTC
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±0.9% (91.47–93.11) · ATM IV 5.3% · P/C open interest 0.53
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 12.30 | 12.75 | 39.6% | 1.00 | 0.0014 | 0.000 | 80 | 0 | 0.0100 | 26.6% | -0.00 | 0.0014 | -0.001 | ||||
| 8.30 | 10.10 | 48.7% | 1.00 | 0.0036 | 0.000 | 84 | 0 | 0.0100 | 7 | 18.4% | -0.00 | 0.0037 | -0.001 | |||
| 7.15 | 9.60 | 48.3% | 0.99 | 0.0049 | 0.000 | 85 | 0 | 0.0100 | 8 | 16.3% | -0.01 | 0.0049 | -0.001 | |||
| 6.15 | 6.55 | 0.99 | 0.0067 | 0.000 | 86 | 0 | 0.0200 | 14 | 15.5% | -0.01 | 0.0068 | -0.002 | ||||
| 5.35 | 5.55 | 12.7% | 0.99 | 0.0098 | 0.000 | 87 | 0 | 0.0200 | 12 | 13.3% | -0.01 | 0.0099 | -0.002 | |||
| 4.85 | 5.05 | 11.5% | 0.99 | 0.0121 | 0.000 | 87.5 | 0 | 0.0200 | 12.2% | -0.01 | 0.0123 | -0.002 | ||||
| 4.35 | 4.55 | 10.2% | 0.99 | 0.0152 | 0.000 | 88 | 0 | 0.0200 | 44 | 11.1% | -0.01 | 0.0155 | -0.002 | |||
| 3.85 | 4.05 | 8.9% | 0.99 | 0.0198 | -0.000 | 88.5 | 0 | 0.0200 | 10.0% | -0.01 | 0.0202 | -0.002 | ||||
| 3.35 | 3.55 | 7.6% | 0.98 | 0.0266 | -0.001 | 89 | 0.0100 | 0.0200 | 32 | 9.4% | -0.02 | 0.0273 | -0.002 | |||
| 2.91 | 3.05 | 9.4% | 0.98 | 0.0374 | -0.001 | 89.5 | 0.0100 | 0.0300 | 8.6% | -0.03 | 0.0385 | -0.003 | ||||
| 2.41 | 2.53 | 7.5% | 0.97 | 0.0557 | -0.002 | 90 | 0.0100 | 0.0300 | 443 | 7.4% | -0.04 | 0.0576 | -0.003 | |||
| 1.92 | 2.02 | 6.1% | 0.95 | 0.0891 | -0.003 | 90.5 | 0.0200 | 0.0400 | 1 | 6.6% | -0.06 | 0.0927 | -0.004 | |||
| 1.45 | 1.55 | 2 | 1 | 6.0% | 0.90 | 0.1513 | -0.005 | 91 | 0.0400 | 0.0600 | 10.1K | 5.9% | -0.10 | 0.1595 | -0.006 | |
| 1.02 | 1.09 | 5.6% | 0.82 | 0.2491 | -0.009 | 91.5 | 0.1000 | 0.1300 | 20 | 3,408 | 5.7% | -0.19 | 0.2655 | -0.010 | ||
| 0.6600 | 0.7000 | 5 | 15.2K | 5.6% | 0.67 | 0.3492 | -0.012 | 92 | 0.2300 | 0.2600 | 3,327 | 40.3K | 5.6% | -0.35 | 0.3786 | -0.013 |
| 0.3600 | 0.4000 | 11.2K | 45.6K | 5.4% | 0.48 | 0.3921 | -0.013 | 92.5 | 0.4100 | 0.4800 | 8 | 13.1K | 5.3% | -0.56 | 0.4348 | -0.015 |
| 0.1700 | 0.2000 | 3,314 | 30.1K | 5.3% | 0.30 | 0.3426 | -0.012 | 93 | 0.7500 | 0.8100 | 7 | 22.5K | 5.2% | -0.77 | 0.4227 | -0.013 |
| 0.0700 | 0.1000 | 3,137 | 5.5% | 0.16 | 0.2347 | -0.008 | 93.5 | 1.16 | 1.27 | -0.96 | 0.3029 | -0.020 | ||||
| 0.0300 | 0.0600 | 6 | 40.9K | 6.0% | 0.09 | 0.1420 | -0.006 | 94 | 1.67 | 1.77 | 397 | 10.7K | -1.00 | 0.0068 | -0.036 | |
| 0.0200 | 0.0400 | 31 | 6.8% | 0.05 | 0.0878 | -0.004 | 94.5 | 2.16 | 2.28 | -1.00 | 0.0000 | -0.041 | ||||
| 0.0100 | 0.0300 | 1,000 | 28.1K | 7.4% | 0.04 | 0.0581 | -0.004 | 95 | 2.66 | 2.78 | 159 | 106 | -1.00 | 0.0000 | -0.042 | |
| 0.0100 | 0.0300 | 9 | 1 | 8.6% | 0.03 | 0.0410 | -0.003 | 95.5 | 3.15 | 3.30 | 10.5% | -1.00 | 0.0000 | -0.043 | ||
| 0.0100 | 0.0200 | 11.2K | 9.3% | 0.02 | 0.0303 | -0.003 | 96 | 3.65 | 3.80 | 30 | 20 | 10.5% | -1.00 | 0.0000 | -0.043 | |
| 0.0100 | 0.0200 | 9 | 15 | 10.4% | 0.02 | 0.0231 | -0.003 | 96.5 | 4.15 | 4.30 | 6.0% | -1.00 | 0.0000 | -0.043 | ||
| 0 | 0.0200 | 9,521 | 10.8% | 0.01 | 0.0182 | -0.002 | 97 | 4.65 | 4.80 | 13.0% | -1.00 | 0.0000 | -0.043 | |||
| 0 | 0.0200 | 45 | 11.8% | 0.01 | 0.0146 | -0.002 | 97.5 | 5.10 | 5.30 | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 0.0200 | 5,357 | 12.7% | 0.01 | 0.0119 | -0.002 | 98 | 5.65 | 5.80 | 10.3% | -1.00 | 0.0000 | -0.044 | |||
| 0 | 0.0200 | 3 | 13.7% | 0.01 | 0.0099 | -0.002 | 98.5 | 6.10 | 6.30 | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.0200 | 129 | 14.6% | 0.01 | 0.0083 | -0.002 | 99 | 6.65 | 6.80 | 5 | 18.6% | -1.00 | 0.0000 | -0.044 | ||
| 0 | 0.0100 | 1,160 | 15.2% | 0.01 | 0.0060 | -0.002 | 100 | 7.40 | 7.80 | 5 | -1.00 | 0.0000 | -0.044 | |||
| 0 | 0.0100 | 2 | 16.9% | 0.01 | 0.0046 | -0.001 | 101 | 8.45 | 8.85 | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.0100 | 26 | 18.6% | 0.00 | 0.0035 | -0.001 | 102 | 9.45 | 10.00 | 2 | 19.0% | -1.00 | 0.0000 | -0.044 | ||
| 0 | 0.0100 | 20.2% | 0.00 | 0.0028 | -0.001 | 103 | 10.45 | 10.85 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 0.0100 | 165 | 21.8% | 0.00 | 0.0022 | -0.001 | 104 | 11.40 | 12.00 | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.0100 | 1 | 23.4% | 0.00 | 0.0018 | -0.001 | 105 | 12.45 | 13.00 | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.0100 | 400 | 24.9% | 0.00 | 0.0015 | -0.001 | 106 | 13.65 | 14.00 | 42.7% | -1.00 | 0.0000 | -0.044 | |||
| 0 | 0.0100 | 26.5% | 0.00 | 0.0013 | -0.001 | 107 | 14.40 | 15.00 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 0.0100 | 10 | 28.0% | 0.00 | 0.0011 | -0.001 | 108 | 15.45 | 16.00 | 32.3% | -1.00 | 0.0000 | -0.044 | |||
| 0 | 0.0100 | 30.9% | 0.00 | 0.0008 | -0.001 | 110 | 17.65 | 18.00 | 51.5% | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.0100 | 37.9% | 0.00 | 0.0004 | -0.000 | 115 | 22.45 | 23.00 | -1.00 | 0.0000 | -0.044 | |||||
| 0 | 0.0100 | 44.5% | 0.00 | 0.0002 | -0.000 | 120 | 27.65 | 28.05 | 72.9% | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.0100 | 50.7% | 0.00 | 0.0001 | -0.000 | 125 | 32.60 | 32.85 | 15.7% | -1.00 | 0.0000 | -0.044 | ||||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 18, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.
callsputs