IEF Stock Posts

$IEF negative imbalance of -758 K option volume delta...indicating traderes are more bearish on the stock

The cost to protect downside risk fell to 0.6%, the lowest level since Sep 26, 2026 when it was at 0.6%. The 52-Week average is 0.5% and the 52-Week range is 0.4% - 1.0%.

The cost to protect downside risk fell to 0.6%, the lowest level since Sep 29, 2026 when it was at 0.6%. The 52-Week average is 0.5% and the 52-Week range is 0.4% - 1.0%.

The IV30 fell to 6.7, the lowest level since Sep 29, 2026 when it traded at 6.7. Stock Option traders are pricing in an average daily move of ±0.4%. The 52-Week historical volatility is 4.7 with an average daily move of ±0.3%. View Implied Vol

The open interest (OI) on the 30-Oct-26 91.50 strike increased by 39,882 call contracts and was unchanged for puts. The total OI for the expiration was increased by 2x the average option volume. View Open Interest