iShares 7-10 Year Treasury Bond ETF (IEF) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares 7-10 Year Treasur...

NASDAQ: IEF · Real-Time Price · USD
96.40
-0.19 (-0.20%)
At close: Oct 03, 2025, 3:59 PM
96.74
0.36%
After-hours: Oct 03, 2025, 07:34 PM EDT

iShares 7-10 Year Treasury Bond ETF Greeks

Delta, Gamma, Theta, and Vega Greek Charts for IEF options.

Delta Table

Strike Price Delta Gamma Theta Vega
80.00 0.9975 0.0011 -0.0121 0.0010
82.00 0.9972 0.0014 -0.0122 0.0011
83.00 0.9970 0.0016 -0.0123 0.0012
84.00 0.9968 0.0019 -0.0124 0.0013
85.00 0.9966 0.0022 -0.0124 0.0014
86.00 0.9963 0.0025 -0.0125 0.0015
87.00 0.9930 0.0046 -0.0151 0.0026
88.00 0.9923 0.0055 -0.0151 0.0029
89.00 0.9914 0.0067 -0.0151 0.0031
90.00 0.9353 0.0330 -0.0505 0.0183
90.50 0.9898 0.0095 -0.0149 0.0036
91.00 0.9891 0.0108 -0.0149 0.0039
91.50 0.9883 0.0125 -0.0149 0.0041
92.00 0.9826 0.0180 -0.0168 0.0057
92.50 0.9322 0.0585 -0.0359 0.0198
93.00 0.9199 0.0718 -0.0374 0.0225
93.50 0.9120 0.0871 -0.0364 0.0243
94.00 0.9739 0.0401 -0.0162 0.0081
94.50 0.8772 0.1441 -0.0366 0.0313
95.00 0.9076 0.1698 -0.0248 0.0258
95.50 0.9063 0.2300 -0.0208 0.0258
96.00 0.8456 0.2749 -0.0232 0.0319
96.50 0.6471 0.3708 -0.0332 0.0498
97.00 -0.2012 1.5228 -0.044 0.1021
97.50 -0.5256 0.5723 -0.0502 0.0750
98.00 -0.6295 0.3084 -0.0579 0.0621
98.50 -0.6738 0.1978 -0.0695 0.0555
99.00 -0.9751 0.0545 0.0057 0.0078
99.50 -0.9787 0.0401 0.0056 0.0069
100.00 -0.7679 0.1081 -0.0752 0.0452
101.00 -0.8396 0.0814 -0.0574 0.0358
102.00 -0.9871 0.0149 0.0053 0.0045
103.00 -0.8427 0.0532 -0.0861 0.0347
104.00 -0.8548 0.0450 -0.0904 0.0327
105.00 -0.8647 0.0388 -0.0942 0.0311
106.00 -0.8729 0.0340 -0.0976 0.0297
107.00 -0.8833 0.0285 -0.0981 0.0273
108.00 -0.889 0.0256 -0.1011 0.0263
109.00 -0.894 0.0232 -0.1038 0.0254
110.00 -0.8986 0.0212 -0.1063 0.0247
115.00 -0.9147 0.0147 -0.1171 0.0216
120.00 -0.9252 0.0112 -0.1258 0.0195
125.00 -0.9324 0.0090 -0.1331 0.0180