2024-05-17 PUT at $165.0 Option on iShares MSCI USA
| QUAL Etf | USD 159.19 1.82 1.16% |
2024-05-17 PUT at $165.0 is a PUT option contract on IShares MSCI's common stock with a strick price of 165.0 expiring on 2024-05-17. The contract was last traded on 2024-04-17 at 14:44:39 for $6.9 and, as of today, has 14 days remaining before the expiration. The option is currently trading at a bid price of $5.8, and an ask price of $8.3. The implied volatility as of the 3rd of May is 27.05.
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in iShares MSCI USA. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in nation.
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. When exercised, put options on IShares MSCI produce a short position in IShares Etf. Because of this protective nature, they are typically used either for hedging purposes or to capitalize on IShares MSCI's downside price movement.
Rule 16 of 2024-05-17 Option Contract
The options market is anticipating that iShares MSCI USA will have an average daily up or down price movement of about 1.69% per day over the life of the option. With IShares MSCI trading at USD 159.19, that is roughly USD 2.69. If you think that the market is fully understating IShares MSCI's daily price movement you should consider buying iShares MSCI USA options at that current volatility level of 27.05%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
In The Money Put Option on IShares MSCI
An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their IShares MSCI positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on IShares Etf have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
| Put Contract Name | 2024-05-17 PUT at $165.0 |
| Expires On | 2024-05-17 |
| Days Before Expriration | 14 |
| Last Traded On | 2024-04-17 14:44:39 |
| Contract Period | MONTHLY |
| Open Interest | 2 |
| Current Trading Volume | 0.0 |
| Strike Price | 165.0 |
| Last Traded At | 6.9 |
| Current Price Spread | 5.8 | 8.3 |
| Rule 16 Daily Up or Down | USD2.69 |
IShares short PUT Option Greeks
IShares MSCI's Option Greeks for the contract ending on 2024-05-17 at a strike price of 165.0 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 | -0.8077 | |
| Gamma | 0.0337 | |
| Theta | -0.0681 | |
| Vega | 0.0835 | |
| Rho | -0.0331 |
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 156.7 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 165.0, the payoff chart is constant and positive.
Profit |
| IShares MSCI Price At Expiration |
iShares MSCI USA 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.
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | 2024-05-17 PUT at $152.0 | -0.1509 | 0.0414 | 0 | 2024-05-17 | 0.15 - 0.75 | 0.0 | Out |
Put | 2024-05-17 PUT at $156.0 | -0.3711 | 0.0731 | 1 | 2024-05-17 | 0.55 - 2.15 | 1.8 | Out |
Put | 2024-05-17 PUT at $158.0 | -0.5246 | 0.0764 | 0 | 2024-05-17 | 1.5 - 3.1 | 0.0 | In |
Put | 2024-05-17 PUT at $159.0 | -0.6086 | 0.0815 | 0 | 2024-05-17 | 2.0 - 3.5 | 0.0 | In |
Put | 2024-05-17 PUT at $160.0 | -0.6938 | 0.0829 | 0 | 2024-05-17 | 2.6 - 4.1 | 0.0 | In |
Put | 2024-05-17 PUT at $161.0 | -0.7639 | 0.0661 | 0 | 2024-05-17 | 3.5 - 4.7 | 0.0 | In |
Put | 2024-05-17 PUT at $162.0 | -0.829 | 0.0554 | 0 | 2024-05-17 | 4.4 - 5.4 | 0.0 | In |
Put | 2024-05-17 PUT at $163.0 | -0.7672 | 0.043 | 0 | 2024-05-17 | 4.4 - 6.4 | 0.0 | In |
Put | 2024-05-17 PUT at $164.0 | -0.7833 | 0.0376 | 0 | 2024-05-17 | 4.8 - 7.4 | 0.0 | In |
Put | 2024-05-17 PUT at $165.0 | -0.8077 | 0.0337 | 2 | 2024-05-17 | 5.8 - 8.3 | 6.9 | In |
Put | 2024-05-17 PUT at $166.0 | -0.8187 | 0.0302 | 0 | 2024-05-17 | 6.8 - 9.3 | 4.0 | In |
Put | 2024-05-17 PUT at $167.0 | -0.9237 | 0.0219 | 0 | 2024-05-17 | 9.2 - 10.3 | 0.0 | In |
Put | 2024-05-17 PUT at $168.0 | -0.8361 | 0.0248 | 0 | 2024-05-17 | 8.8 - 11.3 | 0.0 | In |
Put | 2024-05-17 PUT at $169.0 | -0.8433 | 0.0227 | 0 | 2024-05-17 | 9.8 - 12.3 | 0.0 | In |
Put | 2024-05-17 PUT at $170.0 | -0.8497 | 0.021 | 0 | 2024-05-17 | 10.8 - 13.3 | 0.0 | In |
Put | 2024-05-17 PUT at $171.0 | -0.8554 | 0.0195 | 0 | 2024-05-17 | 11.8 - 14.3 | 0.0 | In |
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Already Invested in iShares MSCI USA?
The danger of trading iShares MSCI USA is mainly related to its market volatility and ETF specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of IShares MSCI is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than IShares MSCI. The Sharpe ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile iShares MSCI USA is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
When determining whether iShares MSCI USA is a strong investment it is important to analyze IShares MSCI's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares MSCI's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports: Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in iShares MSCI USA. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the iShares MSCI USA information on this page should be used as a complementary analysis to other IShares MSCI's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. 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 USA 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.