ZROZ250620C00070000 Option on PIMCO 25 Year
ZROZ Etf | USD 69.09 0.45 0.65% |
ZROZ250620C00070000 is a PUT option contract on PIMCO 25's common stock with a strick price of 70.0 expiring on 2025-06-20. The contract was not traded in recent days and, as of today, has 85 days remaining before the expiration. The option is currently trading at a bid price of $2.35, and an ask price of $2.8. The implied volatility as of the 27th of March is 85.0.
PIMCO |
A put option written on PIMCO 25 becomes more valuable as the price of PIMCO 25 drops. Conversely, PIMCO 25's put option loses its value as PIMCO Etf rises.
Rule 16 of 2025-06-20 Option Contract
The options market is anticipating that PIMCO 25 Year will have an average daily up or down price movement of about 0.0129% per day over the life of the option. With PIMCO 25 trading at USD 69.09, that is roughly USD 0.008904. If you think that the market is fully understating PIMCO 25's daily price movement you should consider buying PIMCO 25 Year options at that current volatility level of 0.21%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Out Of The Money Call Option on PIMCO 25
An 'Out of The Money' option on PIMCO has a strike price that PIMCO 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 PIMCO 25's 'Out of The Money' options include buying the options if you expect a big move in PIMCO 25'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.
Call Contract Name | ZROZ250620C00070000 |
Expires On | 2025-06-20 |
Days Before Expriration | 85 |
Delta | 0.485235 |
Vega | 0.133337 |
Gamma | 0.057023 |
Theoretical Value | 2.5 |
Open Interest | 80 |
Current Trading Volume | 2.0 |
Strike Price | 70.0 |
Last Traded At | 2.5 |
Current Price Spread | 2.35 | 2.8 |
Rule 16 Daily Up or Down | USD 0.008904 |
PIMCO short PUT Option Greeks
PIMCO 25's Option Greeks for the contract ending on 2025-06-20 at a strike price of 70.0 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 PIMCO 25's option greeks, its implied volatility helps estimate the risk of PIMCO 25 stock implied by the prices of the options on PIMCO 25's stock.
Delta | 0.485235 | |
Gamma | 0.057023 | |
Theta | -0.015296 | |
Vega | 0.133337 | |
Rho | 0.063528 |
PIMCO long PUT Option Payoff at expiration
Put options written on PIMCO 25 grant holders of the option the right to sell a specified amount of PIMCO 25 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 PIMCO Etf cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on PIMCO 25 is like buying insurance aginst PIMCO 25's downside shift.
Profit |
PIMCO 25 Price At Expiration |
PIMCO short PUT Option Payoff at expiration
By selling PIMCO 25's put option, the investors signal their bearish sentiment. A short position in a put option written on PIMCO 25 will generally make money when the underlying price is above the strike price. Therefore PIMCO 25's put payoff at expiration depends on where the PIMCO Etf price is relative to the put option strike price. The breakeven price of 72.5 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 PIMCO 25's price. Finally, at the strike price of 70.0, the payoff chart is constant and positive.
Profit |
PIMCO 25 Price At Expiration |
PIMCO 25 Year Available Call Options
PIMCO 25's option chain is a display of a range of information that helps investors for ways to trade options on PIMCO. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for PIMCO. It also shows strike prices and maturity days for a PIMCO 25 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 | |||
Call | ZROZ250620C00090000 | 115 | 90.0 | 0.0 - 0.15 | 0.1 | Out |
Call | ZROZ250620C00089000 | 2 | 89.0 | 0.0 - 0.2 | 0.1 | Out |
Call | ZROZ250620C00088000 | 2 | 88.0 | 0.0 - 0.2 | 0.45 | Out |
Call | ZROZ250620C00087000 | 8 | 87.0 | 0.05 - 0.2 | 0.25 | Out |
Call | ZROZ250620C00086000 | 48 | 86.0 | 0.15 - 0.2 | 0.62 | Out |
Call | ZROZ250620C00085000 | 80 | 85.0 | 0.05 - 0.25 | 0.14 | Out |
Call | ZROZ250620C00084000 | 45 | 84.0 | 0.1 - 0.3 | 0.42 | Out |
Call | ZROZ250620C00083000 | 139 | 83.0 | 0.1 - 2.35 | 0.21 | Out |
Call | ZROZ250620C00082000 | 33 | 82.0 | 0.1 - 2.4 | 1.25 | Out |
Call | ZROZ250620C00081000 | 305 | 81.0 | 0.2 - 1.55 | 0.42 | Out |
Call | ZROZ250620C00080000 | 114 | 80.0 | 0.35 - 2.0 | 0.38 | Out |
Call | ZROZ250620C00079000 | 43 | 79.0 | 0.35 - 0.6 | 1.05 | Out |
Call | ZROZ250620C00078000 | 83 | 78.0 | 0.45 - 0.75 | 0.55 | Out |
Call | ZROZ250620C00077000 | 56 | 77.0 | 0.55 - 0.85 | 0.85 | Out |
Call | ZROZ250620C00076000 | 25 | 76.0 | 0.7 - 1.05 | 1.0 | Out |
Call | ZROZ250620C00075000 | 225 | 75.0 | 0.85 - 1.2 | 1.0 | Out |
Call | ZROZ250620C00074000 | 107 | 74.0 | 1.05 - 1.45 | 1.44 | Out |
Call | ZROZ250620C00073000 | 47 | 73.0 | 1.3 - 1.7 | 2.2 | Out |
Call | ZROZ250620C00072000 | 20 | 72.0 | 1.6 - 2.0 | 2.2 | Out |
Call | ZROZ250620C00071000 | 23 | 71.0 | 1.95 - 2.4 | 4.05 | Out |
Call | ZROZ250620C00070000 | 80 | 70.0 | 2.35 - 2.8 | 2.5 | Out |
Call | ZROZ250620C00069000 | 74 | 69.0 | 2.85 - 3.3 | 4.7 | In |
Call | ZROZ250620C00068000 | 2 | 68.0 | 3.2 - 3.9 | 4.25 | In |
Call | ZROZ250620C00067000 | 3 | 67.0 | 3.8 - 4.5 | 6.72 | In |
Call | ZROZ250620C00066000 | 22 | 66.0 | 4.5 - 5.1 | 6.39 | In |
Call | ZROZ250620C00065000 | 25 | 65.0 | 5.2 - 5.9 | 8.0 | In |
Call | ZROZ250620C00064000 | 13 | 64.0 | 5.9 - 6.6 | 11.0 | In |
Call | ZROZ250620C00063000 | 6 | 63.0 | 6.7 - 7.4 | 7.3 | In |
Call | ZROZ250620C00062000 | 10 | 62.0 | 7.4 - 8.3 | 7.9 | In |
Call | ZROZ250620C00058000 | 1 | 58.0 | 11.1 - 12.3 | 11.3 | In |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in PIMCO 25 Year. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
The market value of PIMCO 25 Year is measured differently than its book value, which is the value of PIMCO that is recorded on the company's balance sheet. Investors also form their own opinion of PIMCO 25's value that differs from its market value or its book value, called intrinsic value, which is PIMCO 25'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 PIMCO 25's market value can be influenced by many factors that don't directly affect PIMCO 25'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 PIMCO 25's value and its price as these two are different measures arrived at by different means. Investors typically determine if PIMCO 25 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PIMCO 25'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.