IEF 期权链 iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · 截至 18:39 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% (88.57–91.77) · 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 | |
| 11.25 | 11.35 | 21.5% | 1.00 | 0.0015 | 0.000 | 79 | 0 | 0.0100 | 24 | 17.1% | -0.01 | 0.0035 | -0.001 | |||
| 10.25 | 10.35 | 10 | 10 | 19.4% | 1.00 | 0.0020 | 0.000 | 80 | 0 | 0.0100 | 37 | 15.6% | -0.01 | 0.0044 | -0.001 | |
| 9.25 | 9.35 | 17.4% | 1.00 | 0.0026 | 0.000 | 81 | 0 | 0.0200 | 101 | 15.3% | -0.01 | 0.0056 | -0.001 | |||
| 8.25 | 8.35 | 15.4% | 1.00 | 0.0037 | 0.000 | 82 | 0.0100 | 0.0200 | 6 | 14.5% | -0.01 | 0.0074 | -0.002 | |||
| 7.25 | 7.35 | 13.4% | 1.00 | 0.0054 | 0.000 | 83 | 0.0100 | 0.0200 | 2 | 12.8% | -0.01 | 0.0101 | -0.002 | |||
| 6.25 | 6.35 | 11.3% | 0.99 | 0.0084 | -0.000 | 84 | 0.0100 | 0.0300 | 10 | 11.7% | -0.02 | 0.0145 | -0.002 | |||
| 5.25 | 5.35 | 1 | 9.3% | 0.99 | 0.0144 | -0.001 | 85 | 0.0200 | 0.0300 | 4,841 | 10.4% | -0.03 | 0.0222 | -0.003 | ||
| 4.25 | 4.35 | 13 | 6.9% | 0.98 | 0.0272 | -0.002 | 86 | 0.0300 | 0.0500 | 1,555 | 9.4% | -0.04 | 0.0364 | -0.004 | ||
| 3.75 | 3.85 | 0.97 | 0.0387 | -0.003 | 86.5 | 0.0500 | 0.0600 | 9.0% | -0.06 | 0.0481 | -0.004 | |||||
| 3.25 | 3.40 | 8.1% | 0.95 | 0.0558 | -0.004 | 87 | 0.0700 | 0.0800 | 1,530 | 8.6% | -0.08 | 0.0638 | -0.005 | |||
| 2.82 | 2.88 | 8.0% | 0.92 | 0.0798 | -0.006 | 87.5 | 0.1000 | 0.1200 | 8.3% | -0.11 | 0.0856 | -0.006 | ||||
| 2.36 | 2.43 | 5 | 56 | 8.0% | 0.88 | 0.1104 | -0.008 | 88 | 0.1500 | 0.1700 | 79 | 2,311 | 8.0% | -0.15 | 0.1126 | -0.008 |
| 1.94 | 1.99 | 7.9% | 0.83 | 0.1441 | -0.010 | 88.5 | 0.2300 | 0.2500 | 4 | 7.8% | -0.21 | 0.1434 | -0.010 | |||
| 1.54 | 1.58 | 10 | 274 | 7.7% | 0.75 | 0.1763 | -0.011 | 89 | 0.3400 | 0.3500 | 285 | 26.5K | 7.6% | -0.28 | 0.1751 | -0.011 |
| 1.19 | 1.22 | 1 | 7.6% | 0.66 | 0.2015 | -0.013 | 89.5 | 0.4900 | 0.5100 | 7.4% | -0.38 | 0.2029 | -0.013 | |||
| 0.8800 | 0.9100 | 37 | 23.6K | 7.5% | 0.56 | 0.2136 | -0.013 | 90 | 0.6900 | 0.7200 | 8 | 17.8K | 7.3% | -0.48 | 0.2196 | -0.013 |
| 0.6400 | 0.6600 | 5 | 7.5% | 0.45 | 0.2090 | -0.013 | 90.5 | 0.9600 | 0.9900 | 7.3% | -0.59 | 0.2182 | -0.013 | |||
| 0.4500 | 0.4700 | 8 | 14.8K | 7.5% | 0.35 | 0.1905 | -0.012 | 91 | 1.29 | 1.34 | 1 | 578 | 7.5% | -0.69 | 0.1988 | -0.012 |
| 0.3200 | 0.3300 | 1 | 1 | 7.7% | 0.27 | 0.1643 | -0.011 | 91.5 | 1.67 | 1.72 | 7.5% | -0.78 | 0.1682 | -0.011 | ||
| 0.2200 | 0.2300 | 1 | 31.0K | 7.8% | 0.20 | 0.1358 | -0.009 | 92 | 2.09 | 2.14 | 8,463 | 7.7% | -0.85 | 0.1339 | -0.009 | |
| 0.1500 | 0.1600 | 8.0% | 0.15 | 0.1084 | -0.008 | 92.5 | 2.54 | 2.60 | 8.0% | -0.90 | 0.1009 | -0.007 | ||||
| 0.1000 | 0.1100 | 7,778 | 8.2% | 0.10 | 0.0840 | -0.006 | 93 | 3.00 | 3.10 | 55 | 8.6% | -0.93 | 0.0724 | -0.005 | ||
| 0.0700 | 0.0800 | 8.5% | 0.08 | 0.0639 | -0.005 | 93.5 | 3.45 | 3.55 | 7.4% | -0.96 | 0.0505 | -0.003 | ||||
| 0.0400 | 0.0600 | 7 | 20.9K | 8.6% | 0.06 | 0.0485 | -0.004 | 94 | 3.95 | 4.05 | 41 | 8.3% | -0.97 | 0.0348 | -0.002 | |
| 0.0300 | 0.0400 | 8.9% | 0.04 | 0.0369 | -0.003 | 94.5 | 4.45 | 4.55 | 9.2% | -0.98 | 0.0243 | -0.002 | ||||
| 0.0200 | 0.0300 | 204 | 9.2% | 0.03 | 0.0284 | -0.003 | 95 | 4.95 | 5.05 | 1 | 10.1% | -0.99 | 0.0173 | -0.001 | ||
| 0.0100 | 0.0300 | 9.6% | 0.02 | 0.0223 | -0.002 | 95.5 | 5.45 | 5.55 | 10.9% | -0.99 | 0.0127 | -0.001 | ||||
| 0.0100 | 0.0200 | 578 | 9.9% | 0.02 | 0.0178 | -0.002 | 96 | 5.95 | 6.05 | 11.8% | -0.99 | 0.0095 | -0.000 | |||
| 0.0100 | 0.0200 | 15 | 11.3% | 0.01 | 0.0120 | -0.002 | 97 | 6.95 | 7.05 | 13.5% | -1.00 | 0.0059 | 0.000 | |||
| 0 | 0.0200 | 36 | 12.0% | 0.01 | 0.0086 | -0.001 | 98 | 7.95 | 8.05 | 15.1% | -1.00 | 0.0039 | 0.000 | |||
| 0 | 0.0100 | 33 | 12.3% | 0.01 | 0.0065 | -0.001 | 99 | 8.95 | 9.05 | 16.7% | -1.00 | 0.0028 | 0.000 | |||
| 0 | 0.0100 | 36 | 13.5% | 0.01 | 0.0051 | -0.001 | 100 | 9.95 | 10.05 | 18.3% | -1.00 | 0.0022 | 0.000 | |||
| 0 | 0.0100 | 39 | 14.6% | 0.01 | 0.0041 | -0.001 | 101 | 10.95 | 11.05 | 19.9% | -1.00 | 0.0017 | 0.000 | |||
| 0 | 0.0100 | 6 | 15.8% | 0.01 | 0.0034 | -0.001 | 102 | 11.95 | 12.05 | 21.5% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.0100 | 16.9% | 0.00 | 0.0028 | -0.001 | 103 | 12.95 | 13.05 | 23.0% | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 0.0100 | 17.9% | 0.00 | 0.0024 | -0.001 | 104 | 13.90 | 14.05 | 20.6% | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0100 | 19.0% | 0.00 | 0.0021 | -0.001 | 105 | 14.90 | 15.05 | 22.3% | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.0100 | 24.2% | 0.00 | 0.0011 | -0.001 | 110 | 19.90 | 20.05 | 30.1% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.0100 | 29.0% | 0.00 | 0.0006 | -0.001 | 115 | 24.90 | 25.00 | -1.00 | 0.0002 | 0.000 | |||||
| 0 | 0.0100 | 33.5% | 0.00 | 0.0004 | -0.000 | 120 | 29.90 | 30.00 | 38.5% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.0100 | 37.8% | 0.00 | 0.0003 | -0.000 | 125 | 34.90 | 35.00 | 46.0% | -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。