IVLU250919C00030000 Option on iShares Edge MSCI
IVLU Etf | USD 35.53 0.03 0.08% |
IVLU250919C00030000 is a PUT option contract on IShares Edge's common stock with a strick price of 30.0 expiring on 2025-09-19. The contract was not traded in recent days and, as of today, has 0 days remaining before the expiration. The option is currently trading at a bid price of $2.8, and an ask price of $7.3. The implied volatility as of the 19th of September is 0.0.
When exercised, put options on IShares Edge produce a short position in IShares Etf. Because of this protective nature, they are typically used either for hedging purposes or to capitalize on IShares Edge's downside price movement.
Rule 16 of 2025-09-19 Option Contract
The options market is anticipating that iShares Edge MSCI will have an average daily up or down price movement of about 0.0658% per day over the life of the option. With IShares Edge trading at USD 35.53, that is roughly USD 0.0234. If you think that the market is fully understating IShares Edge's daily price movement you should consider buying iShares Edge MSCI options at that current volatility level of 1.05%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
In The Money Call Option on IShares Edge
An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their IShares Edge positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on IShares Etf have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
Call Contract Name | IVLU250919C00030000 |
Expires On | 2025-09-19 |
Delta | 0.737323 |
Vega | 0.036263 |
Gamma | 0.027864 |
Theoretical Value | 7.3 |
Open Interest | 24 |
Strike Price | 30.0 |
Current Price Spread | 2.8 | 7.3 |
Rule 16 Daily Up or Down | USD 0.0234 |
IShares short PUT Option Greeks
IShares Edge's Option Greeks for the contract ending on 2025-09-19 at a strike price of 30.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to IShares Edge's option greeks, its implied volatility helps estimate the risk of IShares Edge stock implied by the prices of the options on IShares Edge's stock.
Delta | 0.737323 | |
Gamma | 0.027864 | |
Theta | -0.053817 | |
Vega | 0.036263 | |
Rho | 0.018708 |
IShares long PUT Option Payoff at expiration
Put options written on IShares Edge grant holders of the option the right to sell a specified amount of IShares Edge at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of IShares Etf cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on IShares Edge is like buying insurance aginst IShares Edge's downside shift.
Profit |
IShares Edge Price At Expiration |
IShares short PUT Option Payoff at expiration
By selling IShares Edge's put option, the investors signal their bearish sentiment. A short position in a put option written on IShares Edge will generally make money when the underlying price is above the strike price. Therefore IShares Edge's put payoff at expiration depends on where the IShares Etf price is relative to the put option strike price. The breakeven price of 37.3 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to IShares Edge's price. Finally, at the strike price of 30.0, the payoff chart is constant and positive.
Profit |
IShares Edge Price At Expiration |
iShares Edge MSCI Available Call Options
IShares Edge's option chain is a display of a range of information that helps investors for ways to trade options on IShares. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for IShares. It also shows strike prices and maturity days for a IShares Edge against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Call | IVLU251219C00038000 | 0 | 38.0 | 0.0 - 2.5 | 2.5 | |
Call | IVLU251219C00037000 | 0 | 37.0 | 0.0 - 2.7 | 2.7 | |
Call | IVLU251219C00036000 | 0 | 36.0 | 0.0 - 3.1 | 3.1 | |
Call | IVLU251219C00035000 | 0 | 35.0 | 0.0 - 3.6 | 3.6 | In |
Call | IVLU251219C00034000 | 0 | 34.0 | 0.0 - 4.5 | 4.5 | In |
Call | IVLU251219C00033000 | 0 | 33.0 | 0.15 - 5.3 | 0.15 | In |
Call | IVLU251219C00032000 | 0 | 32.0 | 1.0 - 6.2 | 1.0 | In |
Call | IVLU251219C00031000 | 0 | 31.0 | 1.85 - 7.1 | 1.85 | In |
Call | IVLU251219C00030000 | 0 | 30.0 | 2.75 - 8.0 | 2.75 | In |
Call | IVLU251219C00029000 | 0 | 29.0 | 3.6 - 9.0 | 3.6 | In |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Edge MSCI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
The market value of iShares Edge MSCI is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Edge's value that differs from its market value or its book value, called intrinsic value, which is IShares Edge's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Edge's market value can be influenced by many factors that don't directly affect IShares Edge's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Edge's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Edge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Edge's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.