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iShares Convertible Bond ETF ICVT 114.97 1.52 1.34%

ICVT Delta Exposure (DEX)

ICVT (iShares Convertible Bond ETF): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.195
Put Call Ratio (OI)
2.41
Put Call Ratio (Vol)
3
IV Rank
4.35
IV Percentile
15.9
Max Pain
115

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-65.1
65.1
View values by strike
ICVT · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
96.00 0 -119
100.00 0 -195
104.00 176 -22.7
105.00 166 0
107.00 0 -52.2
109.00 0 -29.4
110.00 292 -31.3
111.00 0 -66.8
113.00 373 -79.2
115.00 266 -1.56 K
116.00 48.7 -103
118.00 81.6 0
119.00 84.6 0
120.00 35.7 0
125.00 30.4 -84.3
130.00 25.3 0