IEF cadeia de opções iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · em 18:35 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±0.9% (91.55–93.19) · IV ATM 5.3% · P/C open interest 0.53
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Bid | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 12.45 | 12.60 | 23.0% | 1.00 | 0.0012 | 0.000 | 80 | 0 | 0.0100 | 26.6% | -0.00 | 0.0012 | -0.001 | ||||
| 8.45 | 8.60 | 1.00 | 0.0032 | 0.000 | 84 | 0 | 0.0100 | 7 | 18.4% | -0.00 | 0.0032 | -0.001 | ||||
| 7.45 | 7.60 | 1.00 | 0.0043 | 0.000 | 85 | 0 | 0.0100 | 8 | 16.4% | -0.00 | 0.0043 | -0.001 | ||||
| 6.50 | 6.60 | 16.2% | 0.99 | 0.0060 | 0.000 | 86 | 0 | 0.0100 | 14 | 14.3% | -0.01 | 0.0060 | -0.001 | |||
| 5.50 | 5.60 | 13.7% | 0.99 | 0.0088 | 0.000 | 87 | 0 | 0.0100 | 12 | 12.3% | -0.01 | 0.0089 | -0.002 | |||
| 5.00 | 5.10 | 12.4% | 0.99 | 0.0109 | 0.000 | 87.5 | 0 | 0.0100 | 11.3% | -0.01 | 0.0111 | -0.002 | ||||
| 4.50 | 4.60 | 11.2% | 0.99 | 0.0138 | 0.000 | 88 | 0 | 0.0100 | 44 | 10.3% | -0.01 | 0.0141 | -0.002 | |||
| 4.00 | 4.10 | 9.9% | 0.99 | 0.0180 | 0.000 | 88.5 | 0 | 0.0200 | 10.1% | -0.01 | 0.0184 | -0.002 | ||||
| 3.50 | 3.60 | 8.7% | 0.98 | 0.0242 | -0.000 | 89 | 0.0100 | 0.0200 | 32 | 9.6% | -0.02 | 0.0249 | -0.002 | |||
| 3.00 | 3.10 | 7.5% | 0.98 | 0.0341 | -0.001 | 89.5 | 0.0100 | 0.0200 | 8.4% | -0.02 | 0.0354 | -0.003 | ||||
| 2.53 | 2.59 | 7.3% | 0.97 | 0.0506 | -0.002 | 90 | 0.0100 | 0.0200 | 443 | 7.2% | -0.03 | 0.0524 | -0.003 | |||
| 2.03 | 2.10 | 6.3% | 0.95 | 0.0804 | -0.003 | 90.5 | 0.0200 | 0.0300 | 1 | 6.6% | -0.05 | 0.0839 | -0.004 | |||
| 1.55 | 1.61 | 2 | 1 | 5.7% | 0.92 | 0.1360 | -0.005 | 91 | 0.0400 | 0.0500 | 10.1K | 6.0% | -0.09 | 0.1431 | -0.006 | |
| 1.10 | 1.15 | 5.4% | 0.84 | 0.2286 | -0.008 | 91.5 | 0.0900 | 0.1000 | 3,408 | 5.7% | -0.17 | 0.2429 | -0.009 | |||
| 0.7300 | 0.7500 | 5 | 15.2K | 5.4% | 0.71 | 0.3360 | -0.011 | 92 | 0.2000 | 0.2100 | 20 | 40.3K | 5.5% | -0.31 | 0.3627 | -0.013 |
| 0.4100 | 0.4300 | 11.2K | 45.6K | 5.2% | 0.52 | 0.3972 | -0.013 | 92.5 | 0.3900 | 0.4200 | 4 | 13.1K | 5.4% | -0.52 | 0.4385 | -0.014 |
| 0.2000 | 0.2200 | 3,211 | 30.1K | 5.2% | 0.33 | 0.3642 | -0.012 | 93 | 0.6900 | 0.7200 | 1 | 22.5K | 5.2% | -0.73 | 0.4255 | -0.013 |
| 0.0900 | 0.1000 | 3,137 | 5.3% | 0.18 | 0.2569 | -0.008 | 93.5 | 1.11 | 1.17 | 5.7% | -0.94 | 0.3422 | -0.018 | |||
| 0.0400 | 0.0500 | 40.9K | 5.7% | 0.09 | 0.1523 | -0.005 | 94 | 1.60 | 1.66 | 12 | 10.7K | 6.7% | -1.00 | 0.0226 | -0.035 | |
| 0.0200 | 0.0300 | 31 | 6.2% | 0.05 | 0.0893 | -0.004 | 94.5 | 2.10 | 2.16 | 8.2% | -1.00 | 0.0000 | -0.040 | |||
| 0.0100 | 0.0200 | 28.1K | 6.8% | 0.03 | 0.0569 | -0.003 | 95 | 2.59 | 2.66 | 106 | 9.6% | -1.00 | 0.0000 | -0.041 | ||
| 0.0100 | 0.0200 | 1 | 8.0% | 0.02 | 0.0391 | -0.003 | 95.5 | 3.05 | 3.20 | 4.2% | -1.00 | 0.0000 | -0.041 | |||
| 0.0100 | 0.0200 | 11.2K | 9.0% | 0.02 | 0.0287 | -0.002 | 96 | 3.55 | 3.70 | 20 | 4.8% | -1.00 | 0.0000 | -0.042 | ||
| 0 | 0.0200 | 15 | 9.5% | 0.02 | 0.0216 | -0.002 | 96.5 | 4.05 | 4.20 | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 9,521 | 9.6% | 0.01 | 0.0168 | -0.002 | 97 | 4.55 | 4.70 | 6.6% | -1.00 | 0.0000 | -0.042 | |||
| 0 | 0.0100 | 45 | 10.5% | 0.01 | 0.0133 | -0.002 | 97.5 | 5.05 | 5.20 | 7.9% | -1.00 | 0.0000 | -0.042 | |||
| 0 | 0.0100 | 5,357 | 11.4% | 0.01 | 0.0108 | -0.002 | 98 | 5.55 | 5.70 | 9.6% | -1.00 | 0.0000 | -0.042 | |||
| 0 | 0.0100 | 3 | 12.3% | 0.01 | 0.0089 | -0.001 | 98.5 | 6.05 | 6.20 | 11.7% | -1.00 | 0.0000 | -0.042 | |||
| 0 | 0.0100 | 129 | 13.2% | 0.01 | 0.0074 | -0.001 | 99 | 6.55 | 6.70 | 5 | -1.00 | 0.0000 | -0.042 | |||
| 0 | 0.0100 | 1,160 | 14.9% | 0.01 | 0.0053 | -0.001 | 100 | 7.60 | 7.70 | 5 | 23.8% | -1.00 | 0.0000 | -0.042 | ||
| 0 | 0.0100 | 2 | 16.6% | 0.00 | 0.0039 | -0.001 | 101 | 8.55 | 10.65 | 50.8% | -1.00 | 0.0000 | -0.042 | |||
| 0 | 0.0100 | 26 | 18.3% | 0.00 | 0.0030 | -0.001 | 102 | 9.55 | 9.70 | 2 | -1.00 | 0.0000 | -0.042 | |||
| 0 | 0.0100 | 19.9% | 0.00 | 0.0024 | -0.001 | 103 | 10.55 | 10.70 | 19.9% | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 165 | 21.5% | 0.00 | 0.0019 | -0.001 | 104 | 11.55 | 11.70 | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 1 | 23.0% | 0.00 | 0.0015 | -0.001 | 105 | 12.55 | 12.70 | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 400 | 24.6% | 0.00 | 0.0012 | -0.001 | 106 | 13.55 | 13.70 | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 26.1% | 0.00 | 0.0010 | -0.001 | 107 | 14.55 | 14.70 | 15.9% | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 10 | 27.6% | 0.00 | 0.0009 | -0.001 | 108 | 15.55 | 15.70 | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 30.5% | 0.00 | 0.0006 | -0.000 | 110 | 17.55 | 17.70 | -1.00 | 0.0000 | -0.042 | |||||
| 0 | 0.0100 | 37.5% | 0.00 | 0.0003 | -0.000 | 115 | 22.55 | 22.70 | 13.3% | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 44.0% | 0.00 | 0.0001 | -0.000 | 120 | 27.55 | 27.70 | 50.1% | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 0.0100 | 50.1% | 0.00 | 0.0001 | -0.000 | 125 | 32.55 | 32.70 | -1.00 | 0.0000 | -0.042 | |||||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs