iShares Agency Bond ETF
(AGZ)
New York Stock Exchange Arca - Financial Services - Asset Management - Bonds
Total Open Interest
Report Date: 2025-05-23
Total Volume
Report Date: 2025-05-23
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
14
Vol 5D
19
Vol 20D
20
Vol 60D
43
52 High
$110.89
52 Low
$106.88
$ Target
-
Mkt Cap
616.1M
Beta
0.48
Profit %
-
Divd %
3.60%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
-
1D
0.12%
5D
-0.06%
10D
-0.18%
1M
0.00%
3M
0.80%
6M
1.90%
1Y
-
Open Interest by Expiration
Report Date: 2025-05-23
30D RVOL & IVOL
Report Date: 2025-05-23
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-05-23
Upcoming OpEx: 2025-06-20
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-06-20 | PUT | 109.0 | 0.0 |
| 2025-06-20 | CALL | 104.0 | 0.0 |
| 2025-06-20 | CALL | 105.0 | 0.0 |
| 2025-06-20 | CALL | 106.0 | 0.0 |
| 2025-06-20 | CALL | 107.0 | 0.0 |
| 2025-06-20 | CALL | 108.0 | 0.0 |
| 2025-06-20 | CALL | 109.0 | 0.0 |
| 2025-06-20 | CALL | 110.0 | 0.0 |
| 2025-06-20 | CALL | 111.0 | 0.0 |
| 2025-06-20 | CALL | 112.0 | 0.0 |
| 2025-06-20 | CALL | 113.0 | 0.0 |
| 2025-06-20 | CALL | 114.0 | 0.0 |
| 2025-06-20 | PUT | 104.0 | 0.0 |
| 2025-06-20 | PUT | 105.0 | 0.0 |
| 2025-06-20 | PUT | 106.0 | 0.0 |
| 2025-06-20 | PUT | 107.0 | 0.0 |
| 2025-06-20 | PUT | 108.0 | 0.0 |
| 2025-06-20 | PUT | 110.0 | 0.0 |
| 2025-06-20 | PUT | 111.0 | 0.0 |
| 2025-06-20 | PUT | 112.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-08-15 | PUT | 105.0 | 0.0 |
| 2025-06-20 | CALL | 104.0 | 0.0 |
| 2025-06-20 | CALL | 105.0 | 0.0 |
| 2025-06-20 | CALL | 106.0 | 0.0 |
| 2025-06-20 | CALL | 107.0 | 0.0 |
| 2025-06-20 | CALL | 108.0 | 0.0 |
| 2025-06-20 | CALL | 109.0 | 0.0 |
| 2025-06-20 | CALL | 110.0 | 0.0 |
| 2025-06-20 | CALL | 111.0 | 0.0 |
| 2025-06-20 | CALL | 112.0 | 0.0 |
| 2025-06-20 | CALL | 113.0 | 0.0 |
| 2025-06-20 | CALL | 114.0 | 0.0 |
| 2025-06-20 | PUT | 104.0 | 0.0 |
| 2025-06-20 | PUT | 105.0 | 0.0 |
| 2025-06-20 | PUT | 106.0 | 0.0 |
| 2025-06-20 | PUT | 107.0 | 0.0 |
| 2025-06-20 | PUT | 108.0 | 0.0 |
| 2025-06-20 | PUT | 109.0 | 0.0 |
| 2025-06-20 | PUT | 110.0 | 0.0 |
| 2025-06-20 | PUT | 111.0 | 0.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-06-20 | 105.00 | PUT | 0 | $50.00 | 24.0% | 0.0% | $0.00 | |
| 2025-06-20 | 106.00 | PUT | 0 | $50.00 | 24.0% | 0.0% | $0.22 | |
| 2025-06-20 | 107.00 | PUT | 0 | $50.00 | 24.0% | 6.0% | $3.22 | |
| 2025-06-20 | 108.00 | PUT | 0 | $35.00 | 16.0% | 40.0% | $13.84 | |
| 2025-06-20 | 109.00 | CALL | 0 | $75.00 | 31.0% | 73.0% | $54.48 | |
| 2025-06-20 | 110.00 | CALL | 0 | $105.00 | 49.0% | 18.0% | $18.59 | |
| 2025-06-20 | 111.00 | CALL | 0 | $110.00 | 52.0% | 2.0% | $2.06 | |
| 2025-06-20 | 112.00 | CALL | 0 | $110.00 | 52.0% | 0.0% | $0.06 | |
| 2025-07-18 | 104.00 | PUT | 0 | $65.00 | 30.0% | 0.0% | $0.03 | |
| 2025-07-18 | 105.00 | PUT | 0 | $65.00 | 30.0% | 1.0% | $0.39 | |
| 2025-07-18 | 106.00 | PUT | 0 | $65.00 | 30.0% | 4.0% | $2.62 | |
| 2025-07-18 | 107.00 | PUT | 0 | $55.00 | 24.0% | 18.0% | $9.74 | |
| 2025-07-18 | 108.00 | PUT | 0 | $40.00 | 17.0% | 58.0% | $23.29 | |
| 2025-07-18 | 109.00 | CALL | 0 | $65.00 | 23.0% | 80.0% | $52.17 | |
| 2025-07-18 | 110.00 | CALL | 0 | $100.00 | 40.0% | 34.0% | $34.21 | |
| 2025-07-18 | 111.00 | CALL | 0 | $125.00 | 56.0% | 8.0% | $10.02 | |
| 2025-07-18 | 112.00 | CALL | 0 | $130.00 | 59.0% | 1.0% | $1.86 | |
| 2025-07-18 | 113.00 | CALL | 0 | $135.00 | 63.0% | 0.0% | $0.22 | |
| 2025-07-18 | 114.00 | CALL | 0 | $135.00 | 63.0% | 0.0% | $0.02 | |
| 2025-08-15 | 104.00 | PUT | 0 | $65.00 | 30.0% | 0.0% | $0.15 | |
| 2025-08-15 | 105.00 | PUT | 0 | $65.00 | 30.0% | 1.0% | $0.93 | |
| 2025-08-15 | 106.00 | PUT | 0 | $60.00 | 27.0% | 8.0% | $4.81 | |
| 2025-08-15 | 107.00 | PUT | 0 | $50.00 | 21.0% | 25.0% | $12.51 | |
| 2025-08-15 | 108.00 | PUT | 0 | $35.00 | 14.0% | 58.0% | $20.38 | |
| 2025-08-15 | 109.00 | CALL | 0 | $60.00 | 18.0% | 80.0% | $48.16 | |
| 2025-08-15 | 110.00 | CALL | 0 | $120.00 | 44.0% | 40.0% | $47.44 | |
| 2025-08-15 | 111.00 | CALL | 0 | $150.00 | 63.0% | 15.0% | $22.06 | |
| 2025-08-15 | 112.00 | CALL | 0 | $160.00 | 70.0% | 3.0% | $5.05 | |
| 2025-08-15 | 113.00 | CALL | 0 | $165.00 | 73.0% | 1.0% | $0.98 | |
| 2025-08-15 | 114.00 | CALL | 0 | $170.00 | 77.0% | 0.0% | $0.14 |
Call/Put Open Interest and Volatility Skew
Vega