iShares 3-7 Year Treasury... (IEI)
NASDAQ: IEI
· Real-Time Price · USD
119.35
-0.17 (-0.14%)
At close: Oct 03, 2025, 3:59 PM
119.34
-0.01%
After-hours: Oct 03, 2025, 04:58 PM EDT
iShares 3-7 Year Treasury Bond ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for IEI options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 100.00 | 0.9862 | 0.0035 | -0.023 | 0.0083 |
| 102.00 | 0.9849 | 0.0042 | -0.0229 | 0.0090 |
| 103.00 | 0.9841 | 0.0046 | -0.0229 | 0.0093 |
| 104.00 | 0.9833 | 0.0051 | -0.0228 | 0.0098 |
| 105.00 | 0.9823 | 0.0057 | -0.0228 | 0.0102 |
| 106.00 | 0.9813 | 0.0064 | -0.0227 | 0.0107 |
| 107.00 | 0.9801 | 0.0072 | -0.0226 | 0.0113 |
| 108.00 | 0.9787 | 0.0082 | -0.0225 | 0.0120 |
| 109.00 | 0.9772 | 0.0094 | -0.0224 | 0.0127 |
| 110.00 | 0.9754 | 0.0109 | -0.0222 | 0.0136 |
| 111.00 | 0.9732 | 0.0128 | -0.022 | 0.0146 |
| 112.00 | 0.9706 | 0.0154 | -0.0218 | 0.0157 |
| 113.00 | 0.9674 | 0.0188 | -0.0216 | 0.0171 |
| 114.00 | 0.9633 | 0.0237 | -0.0212 | 0.0188 |
| 115.00 | 0.9445 | 0.0356 | -0.024 | 0.0263 |
| 116.00 | 0.9504 | 0.0427 | -0.0204 | 0.0241 |
| 117.00 | 0.9206 | 0.0712 | -0.0223 | 0.0347 |
| 118.00 | 0.8960 | 0.1198 | -0.0208 | 0.0424 |
| 119.00 | 0.7363 | 0.2334 | -0.0255 | 0.0767 |
| 120.00 | -0.1557 | 1.2220 | -0.0259 | 0.1823 |
| 121.00 | -0.5346 | 0.3655 | -0.0321 | 0.1370 |
| 122.00 | -0.626 | 0.2036 | -0.043 | 0.1192 |
| 123.00 | -0.6846 | 0.1407 | -0.0488 | 0.1067 |
| 124.00 | -0.7417 | 0.1075 | -0.0471 | 0.0941 |
| 125.00 | -0.7828 | 0.0805 | -0.0471 | 0.0818 |
| 126.00 | -0.8021 | 0.0662 | -0.05 | 0.0764 |
| 127.00 | -0.8015 | 0.0561 | -0.0602 | 0.0759 |
| 128.00 | -0.8298 | 0.0482 | -0.0549 | 0.0685 |
| 129.00 | -0.8326 | 0.0424 | -0.0612 | 0.0673 |
| 130.00 | -0.835 | 0.0379 | -0.0675 | 0.0663 |
| 135.00 | -0.8728 | 0.0238 | -0.072 | 0.0548 |