EWY250117P00045000 Option on iShares MSCI South
EWY Etf | USD 54.40 1.56 2.95% |
EWY250117P00045000 is a PUT option contract on IShares MSCI's common stock with a strick price of 45.0 expiring on 2025-01-17. The contract was not traded in recent days and, as of today, has 10 days remaining before the expiration. The option is currently trading at a bid price of $0.4, and an ask price of $3.1. The implied volatility as of the 7th of January is 10.0.
IShares |
A put option written on IShares MSCI becomes more valuable as the price of IShares MSCI drops. Conversely, IShares MSCI's put option loses its value as IShares Etf rises.
Rule 16 of 2025-01-17 Option Contract
The options market is anticipating that iShares MSCI South will have an average daily up or down price movement of about 0.0163% per day over the life of the option. With IShares MSCI trading at USD 54.4, that is roughly USD 0.008884. If you think that the market is fully understating IShares MSCI's daily price movement you should consider buying iShares MSCI South options at that current volatility level of 0.26%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Out Of The Money Put Option on IShares MSCI
An 'Out of The Money' option on IShares has a strike price that IShares Etf has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for IShares MSCI's 'Out of The Money' options include buying the options if you expect a big move in IShares MSCI's stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Put Contract Name | EWY250117P00045000 |
Expires On | 2025-01-17 |
Days Before Expriration | 10 |
Vega | 0.15687 |
Gamma | 0.013594 |
Theoretical Value | 1.75 |
Open Interest | 2 |
Strike Price | 45.0 |
Current Price Spread | 0.4 | 3.1 |
Rule 16 Daily Up or Down | USD 0.008884 |
IShares short PUT Option Greeks
IShares MSCI's Option Greeks for the contract ending on 2025-01-17 at a strike price of 45.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to IShares MSCI's option greeks, its implied volatility helps estimate the risk of IShares MSCI stock implied by the prices of the options on IShares MSCI's stock.
Delta | -0.161117 | |
Gamma | 0.013594 | |
Theta | -0.004715 | |
Vega | 0.15687 | |
Rho | -0.141305 |
IShares long PUT Option Payoff at expiration
Put options written on IShares MSCI grant holders of the option the right to sell a specified amount of IShares MSCI at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of IShares Etf cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on IShares MSCI is like buying insurance aginst IShares MSCI's downside shift.
Profit |
IShares MSCI Price At Expiration |
IShares short PUT Option Payoff at expiration
By selling IShares MSCI's put option, the investors signal their bearish sentiment. A short position in a put option written on IShares MSCI will generally make money when the underlying price is above the strike price. Therefore IShares MSCI's put payoff at expiration depends on where the IShares Etf price is relative to the put option strike price. The breakeven price of 43.25 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to IShares MSCI's price. Finally, at the strike price of 45.0, the payoff chart is constant and positive.
Profit |
IShares MSCI Price At Expiration |
iShares MSCI South Available Put Options
IShares MSCI's option chain is a display of a range of information that helps investors for ways to trade options on IShares. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for IShares. It also shows strike prices and maturity days for a IShares MSCI against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Put | EWY250117P00025000 | 0 | 25.0 | 0.0 - 5.0 | 5.0 | |
Put | EWY250117P00030000 | 4 | 30.0 | 0.0 - 5.0 | 5.0 | Out |
Put | EWY250117P00035000 | 0 | 35.0 | 0.0 - 5.0 | 5.0 | |
Put | EWY250117P00040000 | 9 | 40.0 | 0.05 - 3.0 | 0.05 | Out |
Put | EWY250117P00042000 | 0 | 42.0 | 0.05 - 2.6 | 0.05 | |
Put | EWY250117P00043000 | 7 | 43.0 | 0.1 - 2.9 | 0.1 | Out |
Put | EWY250117P00044000 | 0 | 44.0 | 0.25 - 3.1 | 0.25 | |
Put | EWY250117P00045000 | 2 | 45.0 | 0.4 - 3.1 | 0.4 | Out |
Put | EWY250117P00046000 | 0 | 46.0 | 0.5 - 3.3 | 0.5 | |
Put | EWY250117P00047000 | 0 | 47.0 | 0.6 - 3.8 | 0.6 | |
Put | EWY250117P00050000 | 26 | 50.0 | 0.9 - 4.6 | 0.9 | Out |
Put | EWY250117P00051000 | 10 | 51.0 | 1.1 - 5.0 | 1.1 | Out |
Put | EWY250117P00055000 | 1 | 55.0 | 2.2 - 6.1 | 2.2 | Out |
Put | EWY250117P00056000 | 30 | 56.0 | 2.65 - 6.3 | 2.65 | Out |
Put | EWY250117P00060000 | 7 | 60.0 | 4.4 - 8.5 | 4.4 | Out |
Put | EWY250117P00070000 | 1 | 70.0 | 10.3 - 15.0 | 10.3 | Out |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in iShares MSCI South. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
The market value of iShares MSCI South is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares MSCI's value that differs from its market value or its book value, called intrinsic value, which is IShares MSCI's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares MSCI's market value can be influenced by many factors that don't directly affect IShares MSCI's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares MSCI's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.