ICVT · iShares Convertible Bond ETF ETF

Alerts for ICVT

$114.78 +0.75 (+0.66%) At close · Sep 4

Options Chain

Underlying $114.78 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · mixed daily-bar sessions · Jul 28, 2026–Jul 29, 2026; 36 unknown

Put / call OI

0.00

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$118.00

$3.22 above spot

ATM implied vol

25%

market's expected move

Open interest by strike

Calls Puts

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Nov 20 76d Feb 19 167d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$5.50	$10.00	—		—	$0.00	$4.80	—	—	—	—
Call · $107 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:04.844 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $107 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.570 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.50	$9.00	—		—	$0.00	$4.80	—	—	—	—
Call · $108 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:58.302 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $108 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.534 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	14.3%	0.976	$4.00	$7.90	—		—	$0.00	$4.80	—	—	—	—
Call · $109 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.644 UTC Last — Breakeven — Implied vol 14.3% Delta 0.976 ≈98% ITM Gamma 0.018 Theta -0.017 Vega 0.012 Open interest — OI effective date — Model this call Put · $109 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.464 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18%	0.905	$3.00	$7.20	—		—	$0.00	$4.80	—	—	—	—
Call · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.644 UTC Last — Breakeven — Implied vol 18% Delta 0.905 ≈90% ITM Gamma 0.044 Theta -0.035 Vega 0.037 Open interest — OI effective date — Model this call Put · $110 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.433 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15.2%	0.891	$2.00	$6.20	—		—	$0.00	$4.80	—	—	—	—
Call · $111 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.980 UTC Last — Breakeven — Implied vol 15.2% Delta 0.891 ≈89% ITM Gamma 0.057 Theta -0.034 Vega 0.041 Open interest — OI effective date — Model this call Put · $111 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.362 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	14.3%	0.835	$1.00	$5.40	—		$3.90	$0.00	$4.80	—	—	2	—
Call · $112 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.170 UTC Last — Breakeven — Implied vol 14.3% Delta 0.835 ≈83% ITM Gamma 0.081 Theta -0.039 Vega 0.054 Open interest — OI effective date — Model this call Put · $112 Daily-bar session Jul 28, 2026 Quote as of 2026-09-04 19:59:33.343 UTC Last $3.90 Breakeven $108.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.4%	0.702	$0.50	$4.80	—		—	$0.00	$4.80	—	—	—	—
Call · $113 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.343 UTC Last — Breakeven — Implied vol 17.4% Delta 0.702 ≈70% ITM Gamma 0.092 Theta -0.058 Vega 0.075 Open interest — OI effective date — Model this call Put · $113 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.263 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$0.00	$4.80	—	—	—	—
Call · $114 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.250 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $114 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.238 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $114.78
—	—	—	—	$0.00	$4.80	—		—	$0.00	$4.80	—	—	—	—
Call · $115 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.212 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $115 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.225 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$0.50	$5.00	-0.569	25%	—	—
Call · $116 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.252 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $116 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:18.187 UTC Last — Breakeven — Implied vol 25% Delta -0.569 ≈57% ITM Gamma 0.073 Theta -0.075 Vega 0.085 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$1.00	$5.50	-0.648	23.5%	—	—
Call · $117 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.324 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $117 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.525 UTC Last — Breakeven — Implied vol 23.5% Delta -0.648 ≈65% ITM Gamma 0.073 Theta -0.065 Vega 0.08 Open interest — OI effective date — Model this put
2	2	—	—	$0.00	$4.80	$1.15		—	$1.50	$6.00	-0.743	20.8%	—	—
Call · $118 Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:33.352 UTC Last $1.15 Breakeven $119.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $118 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.628 UTC Last — Breakeven — Implied vol 20.8% Delta -0.743 ≈74% ITM Gamma 0.072 Theta -0.047 Vega 0.07 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$2.50	$7.00	-0.77	24.2%	—	—
Call · $119 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.388 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $119 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.338 UTC Last — Breakeven — Implied vol 24.2% Delta -0.77 ≈77% ITM Gamma 0.058 Theta -0.052 Vega 0.066 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$3.50	$8.00	-0.791	27.4%	—	—
Call · $120 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.452 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $120 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.000 UTC Last — Breakeven — Implied vol 27.4% Delta -0.791 ≈79% ITM Gamma 0.048 Theta -0.056 Vega 0.062 Open interest — OI effective date — Model this put
1	—	—	—	$0.00	$4.80	—		—	$4.50	$8.50	-0.847	26%	—	—
Call · $121 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.473 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $121 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:23.265 UTC Last — Breakeven — Implied vol 26% Delta -0.847 ≈85% ITM Gamma 0.042 Theta -0.041 Vega 0.051 Open interest — OI effective date — Model this put
1	—	—	—	$0.00	$4.80	—		—	$5.50	$9.50	-0.859	28.7%	—	—
Call · $122 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.555 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $122 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:18.732 UTC Last — Breakeven — Implied vol 28.7% Delta -0.859 ≈86% ITM Gamma 0.036 Theta -0.043 Vega 0.049 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$6.50	$10.50	-0.868	31.4%	—	—
Call · $123 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.634 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $123 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.182 UTC Last — Breakeven — Implied vol 31.4% Delta -0.868 ≈87% ITM Gamma 0.032 Theta -0.045 Vega 0.046 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$7.50	$11.50	-0.876	34%	—	—
Call · $124 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.671 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $124 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.601 UTC Last — Breakeven — Implied vol 34% Delta -0.876 ≈88% ITM Gamma 0.028 Theta -0.047 Vega 0.044 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$8.50	$12.50	-0.882	36.5%	—	—
Call · $125 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.757 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $125 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.972 UTC Last — Breakeven — Implied vol 36.5% Delta -0.882 ≈88% ITM Gamma 0.025 Theta -0.049 Vega 0.043 Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Jul 28, 2026–Jul 29, 2026; 36 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.