iShares Convertible Bond ... (ICVT)
CBOE: ICVT
· Real-Time Price · USD
101.78
0.13 (0.13%)
At close: Oct 03, 2025, 3:59 PM
iShares Convertible Bond ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for ICVT options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 88.00 | 0.5112 | 0.0338 | -0.4228 | 0.1209 |
| 89.00 | 0.4883 | 0.0365 | -0.4111 | 0.1239 |
| 90.00 | 0.4623 | 0.0395 | -0.3997 | 0.1271 |
| 91.00 | 0.4321 | 0.0427 | -0.3896 | 0.1305 |
| 92.00 | 0.3981 | 0.0463 | -0.3791 | 0.1342 |
| 93.00 | 0.3749 | 0.0526 | -0.3468 | 0.1363 |
| 94.00 | 0.3355 | 0.0586 | -0.3284 | 0.1399 |
| 95.00 | 0.2872 | 0.0651 | -0.311 | 0.1436 |
| 96.00 | 0.2327 | 0.0739 | -0.2881 | 0.1471 |
| 97.00 | 0.1634 | 0.0829 | -0.2674 | 0.1506 |
| 98.00 | 0.0813 | 0.1014 | -0.2288 | 0.1530 |
| 100.00 | -0.2047 | 0.1462 | -0.1583 | 0.1479 |
| 105.00 | -0.6766 | 0.0296 | -0.1477 | 0.0692 |
| 110.00 | -0.7299 | 0.0210 | -0.1767 | 0.0637 |
| 115.00 | -0.7623 | 0.0164 | -0.1983 | 0.0596 |
| 120.00 | -0.7846 | 0.0135 | -0.2157 | 0.0564 |
| 125.00 | -0.8011 | 0.0115 | -0.23 | 0.0538 |