IEI · iShares 3-7 Year Treasury Bond ETF ETF

Alerts for IEI

$115.66 -0.05 (-0.04%) At close · Sep 4

Options Chain

Underlying $115.66 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 58 contracts · mixed daily-bar sessions · Jul 16, 2026–Sep 4, 2026; 45 unknown

Put / call OI

0.27

Call-heavy positioning

Open interest

274

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$116.00

$0.34 above spot

ATM implied vol

4.1%

market's expected move

Open interest by strike · near the money

Calls Puts

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

126

127

128

129

130

131

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Jan 15 131d Apr 16 222d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	29.1%	0.988	$11.60	$14.00	—		$0.05	$0.00	$0.10	—	—	1	2
Call · $103 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.984 UTC Last — Breakeven — Implied vol 29.1% Delta 0.988 ≈99% ITM Gamma 0.005 Theta -0.018 Vega 0.007 Open interest — OI effective date — Model this call Put · $103 Daily-bar session Jul 30, 2026 Quote as of 2026-09-04 19:59:59.268 UTC Last $0.05 Breakeven $102.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	26.8%	0.987	$10.60	$13.00	—		$0.05	$0.00	$0.10	—	—	1	2
Call · $104 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.937 UTC Last — Breakeven — Implied vol 26.8% Delta 0.987 ≈99% ITM Gamma 0.006 Theta -0.018 Vega 0.007 Open interest — OI effective date — Model this call Put · $104 Daily-bar session Jul 30, 2026 Quote as of 2026-09-04 19:59:59.267 UTC Last $0.05 Breakeven $103.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	39.9%	0.918	$9.80	$12.40	—		—	$0.00	$0.10	—	—	—	—
Call · $105 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.880 UTC Last — Breakeven — Implied vol 39.9% Delta 0.918 ≈92% ITM Gamma 0.018 Theta -0.063 Vega 0.032 Open interest — OI effective date — Model this call Put · $105 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.260 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	46.8%	0.861	$9.60	$11.40	—		—	$0.00	$0.10	—	—	—	—
Call · $106 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.802 UTC Last — Breakeven — Implied vol 46.8% Delta 0.861 ≈86% ITM Gamma 0.023 Theta -0.1 Vega 0.047 Open interest — OI effective date — Model this call Put · $106 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.260 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	43.4%	0.852	$8.60	$10.40	—		$0.05	$0.00	$0.10	—	—	1	1
Call · $107 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.800 UTC Last — Breakeven — Implied vol 43.4% Delta 0.852 ≈85% ITM Gamma 0.026 Theta -0.097 Vega 0.049 Open interest — OI effective date — Model this call Put · $107 Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:59:59.260 UTC Last $0.05 Breakeven $106.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	45.4%	0.812	$7.60	$10.00	—		—	$0.00	$0.10	—	—	—	—
Call · $108 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.272 UTC Last — Breakeven — Implied vol 45.4% Delta 0.812 ≈81% ITM Gamma 0.028 Theta -0.116 Vega 0.057 Open interest — OI effective date — Model this call Put · $108 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.260 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	41.7%	0.799	$6.60	$9.00	—		—	$0.00	$0.10	—	—	—	—
Call · $109 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.272 UTC Last — Breakeven — Implied vol 41.7% Delta 0.799 ≈80% ITM Gamma 0.032 Theta -0.111 Vega 0.059 Open interest — OI effective date — Model this call Put · $109 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.260 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	34.5%	0.803	$5.60	$7.60	—		—	$0.00	$0.10	—	—	—	—
Call · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.259 UTC Last — Breakeven — Implied vol 34.5% Delta 0.803 ≈80% ITM Gamma 0.038 Theta -0.092 Vega 0.058 Open interest — OI effective date — Model this call Put · $110 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.260 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	33.9%	0.764	$4.60	$7.00	—		—	$0.00	$0.10	—	—	—	—
Call · $111 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.272 UTC Last — Breakeven — Implied vol 33.9% Delta 0.764 ≈76% ITM Gamma 0.043 Theta -0.1 Vega 0.065 Open interest — OI effective date — Model this call Put · $111 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.260 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	11.9%	0.94	$2.40	$5.30	—		—	$0.00	$0.10	—	—	—	—
Call · $112 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.258 UTC Last — Breakeven — Implied vol 11.9% Delta 0.94 ≈94% ITM Gamma 0.048 Theta -0.023 Vega 0.025 Open interest — OI effective date — Model this call Put · $112 Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.564 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	21.8%	0.738	$2.65	$4.40	—		$0.04	$0.00	$0.10	—	—	1	1
Call · $113 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.259 UTC Last — Breakeven — Implied vol 21.8% Delta 0.738 ≈74% ITM Gamma 0.071 Theta -0.07 Vega 0.068 Open interest — OI effective date — Model this call Put · $113 Daily-bar session Jul 16, 2026 Quote as of 2026-09-04 19:55:07.530 UTC Last $0.04 Breakeven $112.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	16.6%	0.703	$1.70	$3.20	—		$0.15	$0.00	$0.10	—	—	5	6
Call · $114 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:07.505 UTC Last — Breakeven — Implied vol 16.6% Delta 0.703 ≈70% ITM Gamma 0.1 Theta -0.058 Vega 0.073 Open interest — OI effective date — Model this call Put · $114 Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:55:55.221 UTC Last $0.15 Breakeven $113.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 OI effective date Sep 3, 2026 Model this put
—	5	4.6%	0.795	$0.75	$1.05	$0.94		$0.25	$0.05	$1.15	-0.365	11.3%	11	21
Call · $115 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:03.300 UTC Last $0.94 Breakeven $115.94 Implied vol 4.6% Delta 0.795 ≈79% ITM Gamma 0.294 Theta -0.021 Vega 0.06 Open interest — OI effective date — Model this call Put · $115 Daily-bar session Jul 24, 2026 Quote as of 2026-09-04 19:59:54.823 UTC Last $0.25 Breakeven $114.75 Implied vol 11.3% Delta -0.365 ≈37% ITM Gamma 0.159 Theta -0.033 Vega 0.079 Open interest 21 OI effective date Sep 3, 2026 Model this put
Underlying $115.66
36	5	4.1%	0.405	$0.15	$0.35	$0.47		—	$0.00	$0.55	—	—	—	24
Call · $116 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:55:03.258 UTC Last $0.47 Breakeven $116.47 Implied vol 4.1% Delta 0.405 ≈41% ITM Gamma 0.448 Theta -0.019 Vega 0.081 Open interest 36 OI effective date Sep 3, 2026 Model this call Put · $116 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:30.205 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 OI effective date Sep 3, 2026 Model this put
177	5	—	—	$0.00	$0.05	$0.10		$0.90	$0.05	$3.50	-0.671	12.6%	1	—
Call · $117 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 17:01:03.723 UTC Last $0.10 Breakeven $117.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 177 OI effective date Sep 3, 2026 Model this call Put · $117 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:59.259 UTC Last $0.90 Breakeven $116.10 Implied vol 12.6% Delta -0.671 ≈67% ITM Gamma 0.137 Theta -0.032 Vega 0.076 Open interest — OI effective date — Model this put
2	2	—	—	$0.00	$0.10	$0.05		$1.80	$2.20	$4.00	-0.683	21.1%	1	1
Call · $118 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:59:59.260 UTC Last $0.05 Breakeven $118.05 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 Jul 29, 2026 Quote as of 2026-09-04 19:59:59.259 UTC Last $1.80 Breakeven $116.20 Implied vol 21.1% Delta -0.683 ≈68% ITM Gamma 0.081 Theta -0.058 Vega 0.075 Open interest 1 OI effective date Sep 3, 2026 Model this put
1	1	—	—	$0.00	$0.10	$0.05		—	$3.20	$5.00	-0.719	25%	—	—
Call · $119 Daily-bar session Aug 6, 2026 Quote as of 2026-09-04 19:59:59.260 UTC Last $0.05 Breakeven $119.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $119 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:46.040 UTC Last — Breakeven — Implied vol 25% Delta -0.719 ≈72% ITM Gamma 0.064 Theta -0.065 Vega 0.071 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$4.20	$6.30	-0.729	30.9%	—	—
Call · $120 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.260 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 19:59:59.259 UTC Last — Breakeven — Implied vol 30.9% Delta -0.729 ≈73% ITM Gamma 0.051 Theta -0.08 Vega 0.069 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$3.40	$7.30	-0.913	17.6%	—	—
Call · $121 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.721 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $121 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.259 UTC Last — Breakeven — Implied vol 17.6% Delta -0.913 ≈91% ITM Gamma 0.043 Theta -0.013 Vega 0.033 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$6.20	$8.40	-0.762	38.6%	—	—
Call · $122 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.006 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $122 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:07.511 UTC Last — Breakeven — Implied vol 38.6% Delta -0.762 ≈76% ITM Gamma 0.038 Theta -0.095 Vega 0.065 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$5.30	$9.40	-0.928	22.5%	—	—
Call · $123 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.006 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 19:55:02.351 UTC Last — Breakeven — Implied vol 22.5% Delta -0.928 ≈93% ITM Gamma 0.029 Theta -0.015 Vega 0.029 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$8.20	$10.40	-0.787	45.1%	—	—
Call · $124 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.643 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 19:59:49.162 UTC Last — Breakeven — Implied vol 45.1% Delta -0.787 ≈79% ITM Gamma 0.031 Theta -0.104 Vega 0.061 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$9.20	$11.20	-0.807	46.5%	—	—
Call · $125 Daily-bar session Unknown Quote as of 2026-09-04 19:55:32.223 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 19:59:49.044 UTC Last — Breakeven — Implied vol 46.5% Delta -0.807 ≈81% ITM Gamma 0.028 Theta -0.101 Vega 0.058 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$10.20	$12.50	-0.802	52%	—	—
Call · $126 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.446 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $126 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.276 UTC Last — Breakeven — Implied vol 52% Delta -0.802 ≈80% ITM Gamma 0.026 Theta -0.116 Vega 0.058 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$11.20	$13.50	-0.81	55%	—	—
Call · $127 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.370 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $127 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.272 UTC Last — Breakeven — Implied vol 55% Delta -0.81 ≈81% ITM Gamma 0.024 Theta -0.12 Vega 0.057 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$12.20	$14.50	-0.817	57.8%	—	—
Call · $128 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.371 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $128 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.271 UTC Last — Breakeven — Implied vol 57.8% Delta -0.817 ≈82% ITM Gamma 0.022 Theta -0.123 Vega 0.056 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$13.20	$15.50	-0.823	60.6%	—	—
Call · $129 Daily-bar session Unknown Quote as of 2026-09-04 19:57:03.704 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $129 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.272 UTC Last — Breakeven — Implied vol 60.6% Delta -0.823 ≈82% ITM Gamma 0.02 Theta -0.127 Vega 0.054 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$14.20	$16.50	-0.829	63.4%	—	—
Call · $130 Daily-bar session Unknown Quote as of 2026-09-04 19:57:03.705 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $130 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.272 UTC Last — Breakeven — Implied vol 63.4% Delta -0.829 ≈83% ITM Gamma 0.019 Theta -0.13 Vega 0.053 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$13.20	$17.50	-0.953	39.8%	—	—
Call · $131 Daily-bar session Unknown Quote as of 2026-09-04 19:57:03.705 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $131 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.259 UTC Last — Breakeven — Implied vol 39.8% Delta -0.953 ≈95% ITM Gamma 0.012 Theta -0.021 Vega 0.021 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 16, 2026–Sep 4, 2026; 45 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. The 25 strikes around the money are shown by default — switch to "All 29" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.