EEM option chain iShares MSCI Emerging Markets ETF
Cboe delayed options data · as of 00:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±0.3% (66.95–67.35) · ATM IV 45.5% · P/C open interest 0.85
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 13.90 | 15.60 | 12 | 7 | 1.00 | 0.0000 | 0.000 | 52 | 0 | 0.1000 | 0.00 | 0.0000 | 0.000 | ||||
| 12.90 | 14.70 | 14 | 10 | 1.00 | 0.0000 | 0.000 | 53 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 11.90 | 14.40 | 77 | 23 | 1.00 | 0.0000 | 0.000 | 54 | 0 | 0.0100 | 1 | 0.00 | 0.0000 | 0.000 | |||
| 10.90 | 12.40 | 81 | 23 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0100 | 1 | 0.00 | 0.0000 | 0.000 | |||
| 9.90 | 12.40 | 7 | 11 | 1.00 | 0.0000 | 0.000 | 56 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 9.10 | 10.35 | 62 | 5 | 1.00 | 0.0000 | 0.000 | 57 | 0 | 0.0200 | 7 | 0.00 | 0.0000 | 0.000 | |||
| 8.70 | 9.40 | 59 | 2 | 1.00 | 0.0000 | 0.000 | 58 | 0 | 0.0200 | 4 | 0.00 | 0.0000 | 0.000 | |||
| 6.90 | 8.35 | 119 | 1 | 1.00 | 0.0000 | 0.000 | 59 | 0 | 0.0200 | 3 | 0.00 | 0.0000 | 0.000 | |||
| 5.90 | 8.40 | 117 | 1 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.0200 | 11 | 0.00 | 0.0000 | 0.000 | |||
| 5.45 | 6.25 | 1 | 1.00 | 0.0000 | 0.000 | 61 | 0 | 0.0200 | 3 | 765.4% | 0.00 | 0.0000 | 0.000 | |||
| 4.55 | 5.25 | 1.00 | 0.0000 | 0.000 | 62 | 0 | 0.0200 | 4 | 651.1% | 0.00 | 0.0000 | 0.000 | ||||
| 4.00 | 4.25 | 1.00 | 0.0000 | 0.000 | 63 | 0 | 0.0200 | 3 | 536.5% | 0.00 | 0.0000 | 0.000 | ||||
| 3.00 | 3.25 | 1.00 | 0.0000 | 0.000 | 64 | 0 | 0.0200 | 1 | 4 | 420.8% | 0.00 | 0.0000 | 0.000 | |||
| 2.00 | 2.28 | 3 | 2 | 1.00 | 0.0001 | 0.000 | 65 | 0 | 0.0200 | 14 | 302.9% | 0.00 | 0.0001 | 0.000 | ||
| 1.00 | 1.28 | 3 | 3 | 1.00 | 0.0229 | -0.000 | 66 | 0 | 0.0100 | 12 | 36 | 160.2% | -0.00 | 0.0229 | -0.000 | |
| 0.1200 | 0.2300 | 39 | 48 | 33.9% | 0.94 | 1.0829 | -0.003 | 67 | 0 | 0.0500 | 26 | 77 | 57.0% | -0.06 | 1.0829 | -0.003 |
| 0 | 0.0200 | 7 | 32 | 134.4% | 0.01 | 0.0496 | -0.001 | 68 | 0.7300 | 1.00 | 2 | 2 | 180.7% | -0.99 | 0.0496 | -0.001 |
| 0 | 0.0200 | 2 | 254.9% | 0.00 | 0.0000 | 0.000 | 69 | 1.70 | 2.55 | 628.9% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0200 | 28 | 365.4% | 0.00 | 0.0000 | 0.000 | 70 | 2.60 | 3.80 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 1 | 469.8% | 0.00 | 0.0000 | 0.000 | 71 | 3.60 | 4.80 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 569.7% | 0.00 | 0.0000 | 0.000 | 72 | 4.60 | 5.80 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 666.0% | 0.00 | 0.0000 | 0.000 | 73 | 5.45 | 6.95 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 759.4% | 0.00 | 0.0000 | 0.000 | 74 | 5.55 | 7.15 | 9 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 850.0% | 0.00 | 0.0000 | 0.000 | 75 | 7.45 | 8.30 | 9 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 76 | 7.55 | 10.15 | 1 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 77 | 9.75 | 10.90 | 3 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 78 | 9.55 | 11.40 | 3 | 1 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 79 | 11.55 | 13.10 | 14 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 80 | 11.55 | 14.20 | 14 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 81 | 12.55 | 15.20 | 6 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.1000 | 0.00 | 0.0000 | 0.000 | 82 | 13.45 | 16.60 | 5 | -1.00 | 0.0000 | 0.000 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs