IEF 期权链 iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · 截至 15:38 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 ±1.8% (88.80–92.01) · ATM IV 7.4% · P/C 未平仓量 0.64
| 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 | |
| 11.45 | 11.60 | 20.3% | 1.00 | 0.0015 | 0.000 | 79 | 0 | 0.0100 | 24 | 17.4% | -0.01 | 0.0034 | -0.001 | |||
| 10.45 | 10.60 | 10 | 18.1% | 1.00 | 0.0020 | 0.000 | 80 | 0 | 0.0100 | 37 | 15.9% | -0.01 | 0.0043 | -0.001 | ||
| 9.45 | 9.60 | 15.7% | 1.00 | 0.0026 | 0.000 | 81 | 0 | 0.0200 | 101 | 15.6% | -0.01 | 0.0054 | -0.001 | |||
| 8.45 | 8.60 | 12.8% | 1.00 | 0.0035 | 0.000 | 82 | 0.0100 | 0.0200 | 6 | 14.8% | -0.01 | 0.0070 | -0.002 | |||
| 7.45 | 7.60 | 1.00 | 0.0049 | 0.000 | 83 | 0.0100 | 0.0200 | 2 | 13.2% | -0.01 | 0.0093 | -0.002 | ||||
| 6.45 | 6.60 | 0.99 | 0.0074 | -0.000 | 84 | 0.0100 | 0.0200 | 10 | 11.6% | -0.02 | 0.0130 | -0.002 | ||||
| 5.50 | 5.60 | 1 | 12.1% | 0.99 | 0.0121 | -0.001 | 85 | 0.0100 | 0.0300 | 4,841 | 10.4% | -0.02 | 0.0194 | -0.002 | ||
| 4.50 | 4.60 | 13 | 10.2% | 0.98 | 0.0223 | -0.002 | 86 | 0.0200 | 0.0400 | 1,555 | 9.2% | -0.04 | 0.0316 | -0.003 | ||
| 4.00 | 4.10 | 9.2% | 0.97 | 0.0318 | -0.002 | 86.5 | 0.0300 | 0.0500 | 8.8% | -0.05 | 0.0413 | -0.004 | ||||
| 3.45 | 3.60 | 0.96 | 0.0459 | -0.003 | 87 | 0.0500 | 0.0700 | 1,530 | 8.6% | -0.06 | 0.0552 | -0.004 | ||||
| 3.00 | 3.10 | 7.2% | 0.94 | 0.0667 | -0.005 | 87.5 | 0.0800 | 0.1000 | 8.3% | -0.09 | 0.0743 | -0.006 | ||||
| 2.57 | 2.63 | 5 | 56 | 7.9% | 0.91 | 0.0948 | -0.006 | 88 | 0.1200 | 0.1400 | 79 | 2,311 | 8.0% | -0.13 | 0.0992 | -0.007 |
| 2.13 | 2.19 | 7.9% | 0.86 | 0.1280 | -0.009 | 88.5 | 0.1900 | 0.2100 | 4 | 7.9% | -0.18 | 0.1289 | -0.009 | |||
| 1.71 | 1.76 | 274 | 7.6% | 0.79 | 0.1621 | -0.010 | 89 | 0.2800 | 0.3000 | 237 | 26.5K | 7.6% | -0.25 | 0.1609 | -0.011 | |
| 1.34 | 1.38 | 7.5% | 0.70 | 0.1910 | -0.012 | 89.5 | 0.4100 | 0.4300 | 7.5% | -0.33 | 0.1913 | -0.012 | ||||
| 1.01 | 1.05 | 8 | 23.6K | 7.5% | 0.60 | 0.2096 | -0.013 | 90 | 0.5900 | 0.6200 | 8 | 17.8K | 7.4% | -0.43 | 0.2141 | -0.013 |
| 0.7400 | 0.7700 | 5 | 7.4% | 0.50 | 0.2127 | -0.013 | 90.5 | 0.8300 | 0.8700 | 7.4% | -0.54 | 0.2214 | -0.013 | |||
| 0.5300 | 0.5600 | 8 | 14.8K | 7.5% | 0.40 | 0.2003 | -0.012 | 91 | 1.13 | 1.18 | 578 | 7.4% | -0.65 | 0.2099 | -0.013 | |
| 0.3800 | 0.4000 | 1 | 1 | 7.6% | 0.31 | 0.1769 | -0.011 | 91.5 | 1.49 | 1.55 | 7.6% | -0.74 | 0.1834 | -0.012 | ||
| 0.2600 | 0.2800 | 1 | 31.0K | 7.8% | 0.23 | 0.1491 | -0.010 | 92 | 1.90 | 1.95 | 8,463 | 7.7% | -0.82 | 0.1499 | -0.010 | |
| 0.1800 | 0.2000 | 8.0% | 0.17 | 0.1210 | -0.008 | 92.5 | 2.33 | 2.39 | 7.9% | -0.87 | 0.1158 | -0.008 | ||||
| 0.1200 | 0.1400 | 7,778 | 8.2% | 0.12 | 0.0951 | -0.007 | 93 | 2.79 | 2.86 | 55 | 8.2% | -0.92 | 0.0851 | -0.006 | ||
| 0.0800 | 0.1000 | 8.4% | 0.09 | 0.0730 | -0.005 | 93.5 | 3.25 | 3.35 | 8.5% | -0.95 | 0.0602 | -0.004 | ||||
| 0.0500 | 0.0700 | 7 | 20.9K | 8.5% | 0.06 | 0.0554 | -0.004 | 94 | 3.75 | 3.85 | 41 | 9.5% | -0.96 | 0.0418 | -0.003 | |
| 0.0400 | 0.0500 | 8.9% | 0.05 | 0.0420 | -0.004 | 94.5 | 4.20 | 4.35 | 9.2% | -0.98 | 0.0290 | -0.002 | ||||
| 0.0200 | 0.0400 | 204 | 9.0% | 0.04 | 0.0322 | -0.003 | 95 | 4.70 | 4.85 | 1 | 10.1% | -0.98 | 0.0204 | -0.001 | ||
| 0.0200 | 0.0300 | 9.5% | 0.03 | 0.0252 | -0.003 | 95.5 | 5.20 | 5.35 | 11.0% | -0.99 | 0.0147 | -0.001 | ||||
| 0.0100 | 0.0300 | 578 | 9.9% | 0.02 | 0.0199 | -0.002 | 96 | 5.70 | 5.85 | 11.9% | -0.99 | 0.0109 | -0.000 | |||
| 0.0100 | 0.0200 | 15 | 10.9% | 0.02 | 0.0132 | -0.002 | 97 | 6.70 | 6.80 | 8.2% | -0.99 | 0.0065 | 0.000 | |||
| 0.0100 | 0.0200 | 36 | 12.3% | 0.01 | 0.0093 | -0.001 | 98 | 7.70 | 7.80 | 11.6% | -1.00 | 0.0043 | 0.000 | |||
| 0 | 0.0200 | 33 | 12.9% | 0.01 | 0.0070 | -0.001 | 99 | 8.70 | 8.80 | 13.5% | -1.00 | 0.0031 | 0.000 | |||
| 0 | 0.0100 | 36 | 13.2% | 0.01 | 0.0054 | -0.001 | 100 | 9.70 | 9.80 | 15.3% | -1.00 | 0.0024 | 0.000 | |||
| 0 | 0.0100 | 39 | 14.3% | 0.01 | 0.0044 | -0.001 | 101 | 10.70 | 10.80 | 17.0% | -1.00 | 0.0018 | 0.000 | |||
| 0 | 0.0100 | 6 | 15.4% | 0.01 | 0.0036 | -0.001 | 102 | 11.70 | 11.80 | 18.6% | -1.00 | 0.0015 | 0.000 | |||
| 0 | 0.0100 | 16.6% | 0.00 | 0.0030 | -0.001 | 103 | 12.70 | 12.80 | 20.2% | -1.00 | 0.0012 | 0.000 | ||||
| 0 | 0.0100 | 17.6% | 0.00 | 0.0026 | -0.001 | 104 | 13.70 | 13.80 | 21.8% | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 0.0100 | 18.7% | 0.00 | 0.0022 | -0.001 | 105 | 14.70 | 14.80 | 23.4% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.0100 | 23.9% | 0.00 | 0.0012 | -0.001 | 110 | 19.70 | 19.80 | 30.8% | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 0.0100 | 28.7% | 0.00 | 0.0007 | -0.001 | 115 | 24.65 | 24.80 | 32.4% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.0100 | 33.2% | 0.00 | 0.0005 | -0.000 | 120 | 29.65 | 29.80 | 40.2% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.0100 | 37.5% | 0.00 | 0.0003 | -0.000 | 125 | 34.65 | 34.80 | 47.1% | -1.00 | 0.0001 | 0.000 | ||||
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。