IEF volatilitas iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · per 00:39 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 16.5% | — | ±0.1% |
| Oct 21, 2026 | 2 | 6.9% | — | ±0.4% |
| Oct 23, 2026 | 4 | 7.1% | +0.0pt | ±0.6% |
| Oct 26, 2026 | 7 | 6.2% | +0.0pt | ±0.7% |
| Oct 28, 2026 | 9 | 6.9% | +0.2pt | ±0.9% |
| Oct 30, 2026 | 11 | 7.3% | +0.1pt | ±1.0% |
| Nov 02, 2026 | 14 | 6.2% | +0.0pt | ±1.2% |
| Nov 06, 2026 | 18 | 7.4% | +0.2pt | ±1.4% |
| Nov 13, 2026 | 25 | 7.4% | +0.1pt | ±1.6% |
| Nov 20, 2026 | 32 | 7.4% | +0.2pt | ±1.8% |
| Nov 27, 2026 | 39 | 7.2% | +0.2pt | ±1.9% |
| Dec 18, 2026 | 60 | 7.3% | +0.2pt | ±2.5% |
| Jan 15, 2027 | 88 | 7.2% | +0.4pt | ±2.9% |
| Mar 19, 2027 | 151 | 7.4% | +0.5pt | ±3.8% |
| Apr 16, 2027 | 179 | 7.4% | +0.5pt | ±4.2% |
| Jun 17, 2027 | 241 | 7.5% | +0.6pt | ±4.9% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.