IEF chaîne d'options iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · au 00:39 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 ±1.8% (88.48–91.72) · ATM IV 7.4% · P/C open interest 0.64
| 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 | |
| 8.80 | 13.75 | 25.3% | 1.00 | 0.0017 | 0.000 | 79 | 0 | 0.0100 | 24 | 16.8% | -0.01 | 0.0037 | -0.001 | |||
| 7.90 | 12.75 | 10 | 25.7% | 1.00 | 0.0022 | 0.000 | 80 | 0 | 0.0200 | 37 | 16.6% | -0.01 | 0.0046 | -0.001 | ||
| 6.80 | 11.75 | 21.1% | 1.00 | 0.0029 | 0.000 | 81 | 0 | 0.0200 | 101 | 15.0% | -0.01 | 0.0058 | -0.001 | |||
| 5.75 | 10.40 | 1.00 | 0.0040 | 0.000 | 82 | 0.0100 | 0.0200 | 6 | 14.2% | -0.01 | 0.0076 | -0.002 | ||||
| 4.90 | 9.75 | 19.0% | 0.99 | 0.0057 | 0.000 | 83 | 0.0100 | 0.0200 | 2 | 12.6% | -0.01 | 0.0104 | -0.002 | |||
| 3.75 | 8.50 | 0.99 | 0.0089 | -0.000 | 84 | 0.0100 | 0.0300 | 10 | 11.4% | -0.02 | 0.0148 | -0.002 | ||||
| 2.80 | 7.70 | 1 | 11.4% | 0.99 | 0.0150 | -0.001 | 85 | 0.0200 | 0.0300 | 4,841 | 10.1% | -0.03 | 0.0228 | -0.003 | ||
| 4.10 | 4.50 | 13 | 11.6% | 0.98 | 0.0288 | -0.002 | 86 | 0.0300 | 0.0500 | 1,555 | 9.1% | -0.04 | 0.0380 | -0.004 | ||
| 3.45 | 3.85 | 0.96 | 0.0413 | -0.003 | 86.5 | 0.0500 | 0.0700 | 8.9% | -0.06 | 0.0504 | -0.004 | |||||
| 3.15 | 3.35 | 7.5% | 0.95 | 0.0597 | -0.004 | 87 | 0.0700 | 0.0900 | 1,530 | 8.4% | -0.08 | 0.0675 | -0.005 | |||
| 2.53 | 3.05 | 8.0% | 0.91 | 0.0847 | -0.006 | 87.5 | 0.1100 | 0.1300 | 8.2% | -0.12 | 0.0898 | -0.007 | ||||
| 2.29 | 2.39 | 6 | 56 | 7.9% | 0.87 | 0.1147 | -0.008 | 88 | 0.1700 | 0.2000 | 81 | 2,265 | 8.1% | -0.16 | 0.1167 | -0.008 |
| 1.87 | 1.96 | 7.8% | 0.81 | 0.1466 | -0.010 | 88.5 | 0.2500 | 0.2800 | 4 | 7.9% | -0.22 | 0.1464 | -0.010 | |||
| 1.49 | 1.55 | 274 | 7.7% | 0.73 | 0.1765 | -0.011 | 89 | 0.3600 | 0.4000 | 120 | 26.4K | 7.7% | -0.30 | 0.1764 | -0.012 | |
| 1.14 | 1.19 | 7.5% | 0.64 | 0.1997 | -0.013 | 89.5 | 0.5300 | 0.5600 | 7.6% | -0.39 | 0.2023 | -0.013 | ||||
| 0.8400 | 0.8900 | 19 | 23.6K | 7.4% | 0.54 | 0.2102 | -0.013 | 90 | 0.7300 | 0.7800 | 95 | 17.7K | 7.4% | -0.50 | 0.2169 | -0.013 |
| 0.6000 | 0.6400 | 5 | 7.4% | 0.44 | 0.2046 | -0.012 | 90.5 | 1.00 | 1.06 | 7.3% | -0.60 | 0.2136 | -0.013 | |||
| 0.4200 | 0.4600 | 114 | 14.7K | 7.4% | 0.34 | 0.1860 | -0.012 | 91 | 1.34 | 1.41 | 16 | 589 | 7.5% | -0.70 | 0.1934 | -0.012 |
| 0.3000 | 0.3200 | 1 | 7.6% | 0.26 | 0.1601 | -0.010 | 91.5 | 1.72 | 1.80 | 7.6% | -0.79 | 0.1628 | -0.010 | |||
| 0.2000 | 0.2300 | 112 | 31.0K | 7.8% | 0.19 | 0.1318 | -0.009 | 92 | 2.13 | 2.24 | 8,463 | 7.8% | -0.85 | 0.1289 | -0.008 | |
| 0.1300 | 0.1600 | 7.9% | 0.14 | 0.1051 | -0.007 | 92.5 | 2.58 | 2.69 | 7.9% | -0.90 | 0.0965 | -0.006 | ||||
| 0.0900 | 0.1100 | 7,778 | 8.1% | 0.10 | 0.0812 | -0.006 | 93 | 3.00 | 4.70 | 55 | 19.0% | -0.94 | 0.0690 | -0.004 | ||
| 0.0600 | 0.0800 | 8.4% | 0.07 | 0.0615 | -0.005 | 93.5 | 3.50 | 3.70 | 9.0% | -0.96 | 0.0479 | -0.003 | ||||
| 0.0400 | 0.0600 | 20.9K | 8.6% | 0.05 | 0.0464 | -0.004 | 94 | 4.00 | 4.20 | 41 | 10.0% | -0.97 | 0.0330 | -0.002 | ||
| 0.0300 | 0.0400 | 8.9% | 0.04 | 0.0353 | -0.003 | 94.5 | 2.20 | 7.05 | 11.8% | -0.98 | 0.0230 | -0.001 | ||||
| 0.0200 | 0.0300 | 204 | 9.2% | 0.03 | 0.0272 | -0.003 | 95 | 2.70 | 7.55 | 1 | 12.7% | -0.99 | 0.0164 | -0.001 | ||
| 0.0100 | 0.0300 | 9.6% | 0.02 | 0.0213 | -0.002 | 95.5 | 3.10 | 7.80 | -0.99 | 0.0120 | -0.001 | |||||
| 0.0100 | 0.0200 | 578 | 9.9% | 0.02 | 0.0170 | -0.002 | 96 | 3.60 | 8.50 | -0.99 | 0.0091 | -0.000 | ||||
| 0.0100 | 0.0200 | 15 | 11.3% | 0.01 | 0.0115 | -0.002 | 97 | 4.60 | 9.50 | 10.3% | -1.00 | 0.0056 | 0.000 | |||
| 0 | 0.0200 | 36 | 12.0% | 0.01 | 0.0083 | -0.001 | 98 | 5.60 | 10.50 | 12.3% | -1.00 | 0.0038 | 0.000 | |||
| 0 | 0.0100 | 33 | 12.2% | 0.01 | 0.0063 | -0.001 | 99 | 6.80 | 11.60 | 22.5% | -1.00 | 0.0028 | 0.000 | |||
| 0 | 0.0100 | 36 | 13.4% | 0.01 | 0.0050 | -0.001 | 100 | 7.70 | 12.60 | 22.6% | -1.00 | 0.0022 | 0.000 | |||
| 0 | 0.0100 | 39 | 14.5% | 0.01 | 0.0040 | -0.001 | 101 | 8.60 | 13.50 | 17.5% | -1.00 | 0.0017 | 0.000 | |||
| 0 | 0.0100 | 6 | 15.6% | 0.01 | 0.0034 | -0.001 | 102 | 9.60 | 14.50 | 19.1% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.0100 | 16.7% | 0.00 | 0.0028 | -0.001 | 103 | 10.60 | 15.50 | 20.7% | -1.00 | 0.0012 | 0.000 | ||||
| 0 | 0.0100 | 17.8% | 0.00 | 0.0024 | -0.001 | 104 | 11.90 | 16.60 | 32.7% | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0100 | 18.9% | 0.00 | 0.0021 | -0.001 | 105 | 12.65 | 17.60 | 29.6% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.0100 | 23.9% | 0.00 | 0.0011 | -0.001 | 110 | 17.70 | 22.55 | 37.1% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.0100 | 28.7% | 0.00 | 0.0007 | -0.001 | 115 | 22.55 | 27.30 | -1.00 | 0.0002 | 0.000 | |||||
| 0 | 0.0100 | 33.2% | 0.00 | 0.0004 | -0.000 | 120 | 27.80 | 32.55 | 53.5% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.0100 | 37.4% | 0.00 | 0.0003 | -0.000 | 125 | 32.55 | 37.50 | 47.7% | -1.00 | 0.0001 | 0.000 | ||||
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 — Nov 20, 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