IVV260116C00550000 Option on iShares Core SP
IVV Etf | USD 667.69 3.71 0.56% |
IVV260116C00550000 is a PUT option contract on IShares Core's common stock with a strick price of 550.0 expiring on 2026-01-16. The contract was not traded in recent days and, as of today, has 90 days remaining before the expiration. The option is currently trading at a bid price of $121.3, and an ask price of $124.5. The implied volatility as of the 18th of October 2025 is 90.0.
When exercised, put options on IShares Core 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 Core's downside price movement.
Rule 16 of 2026-01-16 Option Contract
The options market is anticipating that iShares Core SP will have an average daily up or down price movement of about 0.0204% per day over the life of the option. With IShares Core trading at USD 667.69, that is roughly USD 0.14. If you think that the market is fully understating IShares Core's daily price movement you should consider buying iShares Core SP options at that current volatility level of 0.33%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
In The Money Call Option on IShares Core
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 Core 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 | IVV260116C00550000 |
Expires On | 2026-01-16 |
Days Before Expriration | 90 |
Delta | 0.89544 |
Vega | 0.589607 |
Gamma | 0.001626 |
Theoretical Value | 122.9 |
Open Interest | 7 |
Strike Price | 550.0 |
Last Traded At | 101.75 |
Current Price Spread | 121.3 | 124.5 |
Rule 16 Daily Up or Down | USD 0.14 |
IShares short PUT Option Greeks
IShares Core's Option Greeks for the contract ending on 2026-01-16 at a strike price of 550.0 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 Core's option greeks, its implied volatility helps estimate the risk of IShares Core stock implied by the prices of the options on IShares Core's stock.
Delta | 0.89544 | |
Gamma | 0.001626 | |
Theta | -0.134728 | |
Vega | 0.589607 | |
Rho | 0.999999 |
IShares long PUT Option Payoff at expiration
Put options written on IShares Core grant holders of the option the right to sell a specified amount of IShares Core 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 Core is like buying insurance aginst IShares Core's downside shift.
Profit |
IShares Core Price At Expiration |
IShares short PUT Option Payoff at expiration
By selling IShares Core's put option, the investors signal their bearish sentiment. A short position in a put option written on IShares Core will generally make money when the underlying price is above the strike price. Therefore IShares Core's put payoff at expiration depends on where the IShares Etf price is relative to the put option strike price. The breakeven price of 672.9 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 Core's price. Finally, at the strike price of 550.0, the payoff chart is constant and positive.
Profit |
IShares Core Price At Expiration |
iShares Core SP Available Call Options
IShares Core'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 Core 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 | IVV260116C00850000 | 0 | 850.0 | 0.0 - 1.5 | 1.5 | |
Call | IVV260116C00845000 | 0 | 845.0 | 0.0 - 1.5 | 1.5 | |
Call | IVV260116C00840000 | 0 | 840.0 | 0.0 - 1.5 | 1.5 | |
Call | IVV260116C00835000 | 1 | 835.0 | 0.0 - 1.5 | 1.05 | Out |
Call | IVV260116C00830000 | 0 | 830.0 | 0.0 - 1.5 | 1.5 | |
Call | IVV260116C00825000 | 0 | 825.0 | 0.0 - 1.5 | 1.5 | |
Call | IVV260116C00820000 | 0 | 820.0 | 0.0 - 1.5 | 1.5 | |
Call | IVV260116C00815000 | 0 | 815.0 | 0.0 - 1.5 | 1.5 | |
Call | IVV260116C00810000 | 0 | 810.0 | 0.0 - 1.5 | 1.5 | |
Call | IVV260116C00805000 | 0 | 805.0 | 0.0 - 2.0 | 2.0 | |
Call | IVV260116C00745000 | 5 | 745.0 | 0.25 - 2.15 | 1.25 | Out |
Call | IVV260116C00730000 | 3 | 730.0 | 1.05 - 3.2 | 2.26 | Out |
Call | IVV260116C00725000 | 1 | 725.0 | 1.6 - 4.1 | 0.65 | Out |
Call | IVV260116C00720000 | 53 | 720.0 | 2.7 - 4.6 | 3.77 | Out |
Call | IVV260116C00715000 | 19 | 715.0 | 3.0 - 6.1 | 4.9 | Out |
Call | IVV260116C00710000 | 18 | 710.0 | 4.5 - 6.6 | 6.02 | Out |
Call | IVV260116C00705000 | 39 | 705.0 | 5.2 - 7.8 | 8.2 | Out |
Call | IVV260116C00700000 | 100 | 700.0 | 7.1 - 9.8 | 8.04 | Out |
Call | IVV260116C00695000 | 51 | 695.0 | 9.2 - 11.6 | 10.0 | Out |
Call | IVV260116C00690000 | 168 | 690.0 | 10.7 - 13.5 | 12.2 | Out |
Call | IVV260116C00685000 | 42 | 685.0 | 13.2 - 15.9 | 19.23 | Out |
Call | IVV260116C00680000 | 142 | 680.0 | 15.9 - 18.5 | 17.5 | Out |
Call | IVV260116C00675000 | 89 | 675.0 | 18.9 - 21.7 | 19.95 | Out |
Call | IVV260116C00670000 | 295 | 670.0 | 22.1 - 24.5 | 24.45 | Out |
Call | IVV260116C00665000 | 65 | 665.0 | 25.3 - 28.0 | 26.35 | Out |
Call | IVV260116C00660000 | 93 | 660.0 | 28.8 - 31.0 | 27.8 | In |
Call | IVV260116C00655000 | 49 | 655.0 | 32.4 - 34.6 | 36.73 | In |
Call | IVV260116C00650000 | 58 | 650.0 | 35.9 - 38.6 | 39.3 | In |
Call | IVV260116C00645000 | 55 | 645.0 | 39.7 - 42.0 | 41.9 | In |
Call | IVV260116C00640000 | 25 | 640.0 | 43.4 - 46.0 | 44.95 | In |
Call | IVV260116C00635000 | 26 | 635.0 | 47.3 - 50.0 | 49.43 | In |
Call | IVV260116C00630000 | 58 | 630.0 | 51.2 - 54.0 | 49.1 | In |
Call | IVV260116C00625000 | 47 | 625.0 | 55.3 - 57.5 | 64.8 | In |
Call | IVV260116C00620000 | 9 | 620.0 | 59.3 - 62.0 | 57.02 | In |
Call | IVV260116C00615000 | 40 | 615.0 | 63.4 - 66.3 | 68.9 | In |
Call | IVV260116C00610000 | 17 | 610.0 | 67.6 - 70.5 | 65.2 | In |
Call | IVV260116C00605000 | 4 | 605.0 | 71.8 - 74.9 | 63.05 | In |
Call | IVV260116C00600000 | 24 | 600.0 | 76.1 - 79.0 | 87.1 | In |
Call | IVV260116C00595000 | 10 | 595.0 | 80.5 - 83.0 | 87.56 | In |
Call | IVV260116C00590000 | 5 | 590.0 | 84.9 - 88.0 | 84.9 | In |
Call | IVV260116C00585000 | 5 | 585.0 | 89.4 - 92.5 | 93.85 | In |
Call | IVV260116C00580000 | 4 | 580.0 | 93.4 - 97.0 | 93.8 | In |
Call | IVV260116C00575000 | 19 | 575.0 | 98.3 - 101.4 | 100.1 | In |
Call | IVV260116C00570000 | 1 | 570.0 | 102.8 - 105.9 | 102.8 | In |
Call | IVV260116C00565000 | 3 | 565.0 | 107.4 - 110.5 | 107.4 | In |
Call | IVV260116C00560000 | 3 | 560.0 | 112.0 - 114.7 | 115.41 | In |
Call | IVV260116C00555000 | 5 | 555.0 | 116.6 - 119.6 | 117.45 | In |
Call | IVV260116C00550000 | 7 | 550.0 | 121.3 - 124.5 | 101.75 | In |
Call | IVV260116C00545000 | 2 | 545.0 | 125.9 - 129.0 | 75.0 | In |
Call | IVV260116C00540000 | 7 | 540.0 | 130.6 - 133.5 | 133.05 | In |
Call | IVV260116C00530000 | 4 | 530.0 | 140.0 - 143.0 | 107.39 | In |
Call | IVV260116C00520000 | 6 | 520.0 | 149.5 - 152.7 | 138.91 | In |
Call | IVV260116C00515000 | 5 | 515.0 | 154.3 - 157.5 | 154.3 | In |
Call | IVV260116C00510000 | 2 | 510.0 | 159.0 - 162.3 | 159.0 | In |
Call | IVV260116C00500000 | 10 | 500.0 | 168.6 - 171.7 | 175.58 | In |
Call | IVV260116C00485000 | 7 | 485.0 | 183.0 - 186.1 | 196.6 | In |
Call | IVV260116C00480000 | 2 | 480.0 | 188.0 - 191.0 | 188.0 | In |
Call | IVV260116C00470000 | 15 | 470.0 | 197.5 - 200.7 | 197.5 | In |
Call | IVV260116C00465000 | 1 | 465.0 | 202.5 - 205.4 | 141.5 | In |
Call | IVV260116C00450000 | 1 | 450.0 | 217.0 - 220.3 | 215.9 | In |
Call | IVV260116C00355000 | 1 | 355.0 | 309.9 - 314.2 | 321.5 | In |
Call | IVV260116C00330000 | 1 | 330.0 | 334.7 - 338.9 | 332.23 | In |
Call | IVV260116C00310000 | 1 | 310.0 | 354.5 - 358.3 | 351.91 | In |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Core SP. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
The market value of iShares Core SP 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 Core's value that differs from its market value or its book value, called intrinsic value, which is IShares Core'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 Core's market value can be influenced by many factors that don't directly affect IShares Core'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 Core's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Core is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Core'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.