IEF 期权链 iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · 截至 06:35 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 ±1.0% (91.20–93.01) · ATM IV 5.4% · P/C 未平仓量 0.51
| 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 | |
| 12.25 | 12.65 | 37.3% | 1.00 | 0.0014 | 0.000 | 80 | 0 | 0.0100 | 25.7% | -0.00 | 0.0015 | -0.001 | ||||
| 8.05 | 10.40 | 48.8% | 1.00 | 0.0039 | -0.000 | 84 | 0 | 0.0100 | 7 | 17.7% | -0.00 | 0.0040 | -0.001 | |||
| 7.05 | 7.65 | 0.99 | 0.0052 | -0.001 | 85 | 0 | 0.0100 | 8 | 15.7% | -0.01 | 0.0053 | -0.001 | ||||
| 6.30 | 6.45 | 0.99 | 0.0073 | -0.001 | 86 | 0 | 0.0100 | 14 | 13.7% | -0.01 | 0.0074 | -0.002 | ||||
| 5.30 | 5.45 | 0.99 | 0.0106 | -0.001 | 87 | 0 | 0.0100 | 12 | 11.7% | -0.01 | 0.0108 | -0.002 | ||||
| 4.80 | 4.95 | 0.99 | 0.0132 | -0.001 | 87.5 | 0 | 0.0100 | 10.7% | -0.01 | 0.0134 | -0.002 | |||||
| 4.30 | 4.45 | 0.99 | 0.0167 | -0.001 | 88 | 0 | 0.0200 | 44 | 10.6% | -0.01 | 0.0170 | -0.002 | ||||
| 3.80 | 4.00 | 10.3% | 0.98 | 0.0217 | -0.002 | 88.5 | 0.0100 | 0.0200 | 10.1% | -0.02 | 0.0222 | -0.002 | ||||
| 3.30 | 3.50 | 9.1% | 0.98 | 0.0292 | -0.002 | 89 | 0.0100 | 0.0200 | 32 | 9.0% | -0.02 | 0.0300 | -0.003 | |||
| 2.84 | 2.96 | 7.8% | 0.97 | 0.0412 | -0.003 | 89.5 | 0.0100 | 0.0200 | 7.8% | -0.03 | 0.0424 | -0.003 | ||||
| 2.35 | 2.45 | 6.6% | 0.96 | 0.0616 | -0.003 | 90 | 0.0100 | 0.0300 | 443 | 7.0% | -0.04 | 0.0640 | -0.004 | |||
| 1.87 | 1.96 | 6.2% | 0.94 | 0.0985 | -0.004 | 90.5 | 0.0300 | 0.0400 | 1 | 6.5% | -0.07 | 0.1031 | -0.005 | |||
| 1.40 | 1.49 | 1 | 5.8% | 0.89 | 0.1643 | -0.006 | 91 | 0.0500 | 0.0700 | 10.1K | 5.8% | -0.12 | 0.1735 | -0.007 | ||
| 0.9900 | 1.04 | 1 | 1 | 5.6% | 0.80 | 0.2605 | -0.009 | 91.5 | 0.1200 | 0.1400 | 91 | 3,317 | 5.6% | -0.22 | 0.2785 | -0.010 |
| 0.6300 | 0.6500 | 31 | 15.2K | 5.4% | 0.65 | 0.3529 | -0.012 | 92 | 0.2600 | 0.2700 | 5 | 40.3K | 5.4% | -0.38 | 0.3840 | -0.013 |
| 0.3500 | 0.3700 | 54 | 45.6K | 5.3% | 0.46 | 0.3862 | -0.013 | 92.5 | 0.4800 | 0.5100 | 4 | 13.1K | 5.3% | -0.58 | 0.4311 | -0.014 |
| 0.1700 | 0.1800 | 3,157 | 37.9K | 5.3% | 0.28 | 0.3303 | -0.011 | 93 | 0.8200 | 0.8500 | 10 | 23.5K | 5.1% | -0.80 | 0.4372 | -0.014 |
| 0.0700 | 0.0800 | 86 | 3,191 | 5.3% | 0.15 | 0.2208 | -0.007 | 93.5 | 1.25 | 1.33 | -0.98 | 0.1855 | -0.011 | |||
| 0.0300 | 0.0400 | 119 | 41.7K | 5.6% | 0.08 | 0.1286 | -0.005 | 94 | 1.75 | 1.84 | 10.7K | -1.00 | 0.0000 | -0.010 | ||
| 0.0200 | 0.0300 | 31 | 6.5% | 0.04 | 0.0770 | -0.003 | 94.5 | 2.24 | 2.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0.0100 | 0.0200 | 12 | 28.1K | 7.0% | 0.03 | 0.0511 | -0.003 | 95 | 2.74 | 2.85 | 106 | -1.00 | 0.0000 | -0.010 | ||
| 0.0100 | 0.0200 | 1 | 8.1% | 0.02 | 0.0363 | -0.002 | 95.5 | 3.20 | 3.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0.0100 | 0.0200 | 9 | 11.2K | 9.1% | 0.02 | 0.0270 | -0.002 | 96 | 3.70 | 3.85 | 20 | -1.00 | 0.0000 | -0.010 | ||
| 0 | 0.0200 | 15 | 9.6% | 0.02 | 0.0208 | -0.002 | 96.5 | 4.20 | 4.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 9,521 | 9.7% | 0.01 | 0.0164 | -0.002 | 97 | 4.70 | 4.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 45 | 10.5% | 0.01 | 0.0132 | -0.002 | 97.5 | 5.20 | 5.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 5,357 | 11.4% | 0.01 | 0.0108 | -0.002 | 98 | 5.70 | 5.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 3 | 12.3% | 0.01 | 0.0090 | -0.002 | 98.5 | 6.20 | 6.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 129 | 13.1% | 0.01 | 0.0076 | -0.001 | 99 | 6.55 | 6.90 | 5 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0100 | 1,160 | 14.8% | 0.01 | 0.0056 | -0.001 | 100 | 7.55 | 7.90 | 5 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0100 | 2 | 16.5% | 0.00 | 0.0042 | -0.001 | 101 | 8.55 | 8.90 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 26 | 18.1% | 0.00 | 0.0033 | -0.001 | 102 | 9.55 | 9.90 | 2 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0100 | 19.7% | 0.00 | 0.0026 | -0.001 | 103 | 10.55 | 10.90 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 165 | 21.2% | 0.00 | 0.0021 | -0.001 | 104 | 11.55 | 11.90 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 1 | 22.7% | 0.00 | 0.0018 | -0.001 | 105 | 12.55 | 12.90 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 400 | 24.2% | 0.00 | 0.0014 | -0.001 | 106 | 13.55 | 13.90 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 25.7% | 0.00 | 0.0012 | -0.001 | 107 | 14.55 | 14.90 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 10 | 27.2% | 0.00 | 0.0010 | -0.001 | 108 | 15.55 | 15.90 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 30.0% | 0.00 | 0.0007 | -0.001 | 110 | 17.55 | 17.90 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 36.8% | 0.00 | 0.0004 | -0.000 | 115 | 22.55 | 22.90 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 43.2% | 0.00 | 0.0002 | -0.000 | 120 | 27.55 | 27.90 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 49.2% | 0.00 | 0.0001 | -0.000 | 125 | 32.55 | 33.10 | 71.4% | -1.00 | 0.0000 | -0.010 | ||||
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。