iShares iBoxx Investment Grade Corporate Bond ETF (LQD) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares iBoxx Investment ...

AMEX: LQD · Real-Time Price · USD
111.55
-0.14 (-0.13%)
At close: Oct 03, 2025, 3:59 PM
111.58
0.03%
After-hours: Oct 03, 2025, 07:31 PM EDT

iShares iBoxx Investment Grade Corporate Bond ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
80.00 0.9845 0.0022 -0.0584 0.0060
85.00 0.9818 0.0029 -0.0573 0.0069
90.00 0.9781 0.0042 -0.0557 0.0081
95.00 0.9786 0.0056 -0.0435 0.0079
96.00 0.9775 0.0062 -0.0431 0.0083
97.00 0.9751 0.0070 -0.0444 0.0090
98.00 0.9736 0.0078 -0.044 0.0095
98.50 0.9728 0.0083 -0.0438 0.0097
99.00 0.9720 0.0088 -0.0435 0.0100
99.50 0.9711 0.0094 -0.0433 0.0102
100.00 0.9701 0.0100 -0.043 0.0105
101.00 0.9680 0.0115 -0.0424 0.0111
102.00 0.9655 0.0132 -0.0417 0.0118
103.00 0.9626 0.0155 -0.0411 0.0126
104.00 0.9590 0.0185 -0.0403 0.0136
104.50 0.9570 0.0203 -0.0398 0.0142
105.00 0.9835 0.0123 -0.0208 0.0064
105.50 0.9825 0.0138 -0.0206 0.0067
106.00 0.9813 0.0157 -0.0205 0.0071
106.50 0.9800 0.0180 -0.0203 0.0075
107.00 0.9784 0.0209 -0.0202 0.0080
107.50 0.9376 0.0420 -0.0363 0.0190
108.00 0.9322 0.0493 -0.0355 0.0203
108.50 0.9664 0.0398 -0.021 0.0116
109.00 0.9621 0.0501 -0.0207 0.0128
109.50 0.9067 0.0914 -0.0322 0.0258
110.00 0.8881 0.1221 -0.0315 0.0295
110.50 0.8385 0.1744 -0.0343 0.0379
111.00 0.7640 0.2518 -0.0359 0.0477
111.50 0.5280 0.8722 -0.0449 0.0835
112.00 -0.1372 1.0604 -0.0417 0.1217
112.50 -0.5064 0.6324 -0.0432 0.0936
113.00 -0.5551 0.3816 -0.0625 0.0893
114.00 -0.6806 0.2184 -0.0686 0.0731
115.00 -0.7939 0.1096 -0.0609 0.0488
116.00 -0.7401 0.1086 -0.1049 0.0626
117.00 -0.8431 0.0821 -0.0634 0.0450
118.00 -0.7756 0.0711 -0.1295 0.0562
119.00 -0.8717 0.0550 -0.0701 0.0386
120.00 -0.8587 0.0491 -0.0925 0.0409
121.00 -0.8916 0.0400 -0.0739 0.0337
122.00 -0.8617 0.0388 -0.1137 0.0399
123.00 -0.8567 0.0355 -0.1315 0.0407
124.00 -0.8798 0.0321 -0.1132 0.0365
125.00 -0.8649 0.0306 -0.1426 0.0395
126.00 -0.8705 0.0280 -0.1455 0.0382
127.00 -0.8755 0.0259 -0.1485 0.0370
128.00 -0.7708 0.0316 -0.3252 0.0593
130.00 -0.8466 0.0228 -0.2309 0.0422
135.00 -0.8994 0.0158 -0.1731 0.0312
140.00 -0.9152 0.0123 -0.1699 0.0273
145.00 -0.8999 0.0113 -0.2399 0.0307
150.00 -0.9258 0.0088 -0.1909 0.0245