iShares Convertible Bond ... (ICVT)
CBOE: ICVT
· Real-Time Price · USD
102.50
0.71 (0.70%)
At close: Oct 06, 2025, 2:58 PM
ICVT Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ICVT across all expirations is 4.94 shares per 1% move, with 74.71 from calls and 69.77 from puts. The put-call GEX ratio of 0.93 reflects balanced positioning between puts and calls.
ICVT GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 0 | -8.23 | -8.23 | n/a |
| Nov 21, 25 | 50.16 | -41.08 | 9.08 | 0.82 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 18.36 | -20.46 | -2.1 | 1.11 |
| May 15, 26 | 6.19 | 0 | 6.19 | 0.00 |