EEM option chain iShares MSCI Emerging Markets ETF
Cboe delayed options data · as of 06:34 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 ±1.2% (66.34–67.95) · ATM IV 19.6% · P/C open interest 3.01
| 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 | |
| 25.40 | 29.00 | 2 | 1 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 6 | 242.5% | 0.00 | 0.0000 | -0.000 | ||
| 20.10 | 24.00 | 6 | 2 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0100 | 7 | 190.9% | -0.00 | 0.0000 | -0.000 | ||
| 15.30 | 19.00 | 6 | 3 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0100 | 19 | 144.2% | -0.00 | 0.0002 | -0.000 | ||
| 10.35 | 13.90 | 2 | 12 | 1.00 | 0.0006 | 0.000 | 55 | 0 | 0.0100 | 46 | 101.1% | -0.00 | 0.0006 | -0.001 | ||
| 10.75 | 11.30 | 10 | 1.00 | 0.0009 | 0.000 | 56 | 0 | 0.0200 | 27 | 100.1% | -0.00 | 0.0009 | -0.001 | |||
| 9.85 | 10.25 | 3 | 1.00 | 0.0012 | -0.000 | 57 | 0 | 0.0200 | 72 | 91.4% | -0.00 | 0.0012 | -0.001 | |||
| 8.85 | 9.35 | 5 | 1.00 | 0.0017 | -0.001 | 58 | 0 | 0.0200 | 18 | 82.8% | -0.00 | 0.0017 | -0.002 | |||
| 8.00 | 8.35 | 5 | 1.00 | 0.0025 | -0.001 | 59 | 0 | 0.0200 | 408 | 74.2% | -0.00 | 0.0025 | -0.002 | |||
| 7.50 | 7.85 | 4 | 1.00 | 0.0031 | -0.002 | 59.5 | 0 | 0.0200 | 19 | 70.0% | -0.00 | 0.0031 | -0.003 | |||
| 7.00 | 7.25 | 4 | 1.00 | 0.0039 | -0.002 | 60 | 0 | 0.0200 | 8 | 65.7% | -0.00 | 0.0039 | -0.003 | |||
| 6.50 | 6.75 | 6 | 1.00 | 0.0049 | -0.003 | 60.5 | 0 | 0.0200 | 13 | 61.5% | -0.00 | 0.0049 | -0.004 | |||
| 6.00 | 6.35 | 2 | 0.99 | 0.0062 | -0.004 | 61 | 0 | 0.0200 | 17 | 57.2% | -0.01 | 0.0062 | -0.004 | |||
| 5.50 | 5.80 | 2 | 0.99 | 0.0079 | -0.005 | 61.5 | 0 | 0.0200 | 74 | 53.0% | -0.01 | 0.0079 | -0.005 | |||
| 5.05 | 5.30 | 4 | 0.99 | 0.0103 | -0.006 | 62 | 0 | 0.0200 | 4 | 94 | 48.8% | -0.01 | 0.0103 | -0.006 | ||
| 4.50 | 4.80 | 1 | 0.99 | 0.0137 | -0.007 | 62.5 | 0 | 0.0500 | 22 | 51.0% | -0.01 | 0.0137 | -0.008 | |||
| 4.00 | 4.30 | 1 | 0.99 | 0.0184 | -0.009 | 63 | 0 | 0.0500 | 14 | 10.3K | 46.3% | -0.01 | 0.0185 | -0.010 | ||
| 3.50 | 3.80 | 13 | 0.98 | 0.0254 | -0.012 | 63.5 | 0 | 0.0500 | 69 | 41.6% | -0.02 | 0.0254 | -0.012 | |||
| 3.05 | 3.30 | 2 | 6 | 0.97 | 0.0358 | -0.016 | 64 | 0.0100 | 0.0300 | 2 | 153 | 35.4% | -0.03 | 0.0359 | -0.016 | |
| 2.56 | 2.87 | 25 | 0.96 | 0.0518 | -0.021 | 64.5 | 0.0100 | 0.0600 | 2 | 71 | 34.1% | -0.04 | 0.0520 | -0.021 | ||
| 2.07 | 2.29 | 3 | 53 | 0.95 | 0.0775 | -0.028 | 65 | 0.0100 | 0.0600 | 6 | 161 | 28.9% | -0.05 | 0.0780 | -0.028 | |
| 1.61 | 1.87 | 35 | 18.6% | 0.92 | 0.1200 | -0.039 | 65.5 | 0.0400 | 0.0900 | 10 | 1,288 | 27.5% | -0.08 | 0.1212 | -0.039 | |
| 1.14 | 1.34 | 2 | 2,046 | 13.9% | 0.87 | 0.1914 | -0.055 | 66 | 0.0500 | 0.1400 | 12 | 2,170 | 24.2% | -0.13 | 0.1949 | -0.055 |
| 0.7800 | 0.9000 | 122 | 18.4% | 0.77 | 0.3056 | -0.076 | 66.5 | 0.1000 | 0.2200 | 22 | 65 | 21.6% | -0.23 | 0.3152 | -0.078 | |
| 0.4400 | 0.5600 | 15 | 146 | 18.8% | 0.61 | 0.4348 | -0.097 | 67 | 0.2600 | 0.3500 | 23 | 2,178 | 20.4% | -0.41 | 0.4549 | -0.102 |
| 0.1800 | 0.3200 | 6 | 620 | 18.5% | 0.38 | 0.4365 | -0.095 | 67.5 | 0.4800 | 0.6500 | 1 | 122 | 20.2% | -0.64 | 0.4546 | -0.101 |
| 0.0700 | 0.1200 | 22 | 614 | 17.7% | 0.21 | 0.3058 | -0.070 | 68 | 0.8400 | 1.06 | 2 | 67 | 22.1% | -0.81 | 0.3144 | -0.070 |
| 0.0200 | 0.0900 | 13 | 160 | 20.6% | 0.12 | 0.1893 | -0.048 | 68.5 | 1.23 | 1.52 | 22.5% | -0.90 | 0.1920 | -0.044 | ||
| 0.0100 | 0.0300 | 7 | 1,198 | 20.8% | 0.07 | 0.1173 | -0.033 | 69 | 1.72 | 1.98 | 1 | 24.4% | -0.95 | 0.1145 | -0.029 | |
| 0 | 0.0200 | 1 | 8 | 22.6% | 0.05 | 0.0751 | -0.023 | 69.5 | 2.26 | 2.50 | 34.3% | -0.97 | 0.0683 | -0.021 | ||
| 0 | 0.0200 | 22 | 556 | 26.6% | 0.03 | 0.0498 | -0.017 | 70 | 2.61 | 3.00 | 1 | -0.98 | 0.0412 | -0.017 | ||
| 0 | 0.0200 | 7 | 30.5% | 0.02 | 0.0341 | -0.012 | 70.5 | 2.50 | 4.65 | 2 | 65.0% | -0.99 | 0.0253 | -0.015 | ||
| 0 | 0.0200 | 23 | 34.4% | 0.02 | 0.0241 | -0.009 | 71 | 2.58 | 4.85 | 1 | -0.99 | 0.0156 | -0.014 | |||
| 0 | 0.0200 | 38.1% | 0.01 | 0.0174 | -0.007 | 71.5 | 3.05 | 5.65 | 1 | 2 | 47.4% | -1.00 | 0.0100 | -0.013 | ||
| 0 | 0.0200 | 11 | 41.8% | 0.01 | 0.0129 | -0.006 | 72 | 4.55 | 5.70 | 1 | 87.3% | -1.00 | 0.0063 | -0.013 | ||
| 0 | 0.0200 | 45.4% | 0.01 | 0.0097 | -0.004 | 72.5 | 4.05 | 6.65 | 1 | 55.8% | -1.00 | 0.0041 | -0.013 | |||
| 0 | 0.0200 | 32 | 48.9% | 0.01 | 0.0074 | -0.004 | 73 | 4.55 | 7.15 | 1 | 2 | 59.8% | -1.00 | 0.0027 | -0.013 | |
| 0 | 0.0200 | 3 | 55.9% | 0.00 | 0.0045 | -0.002 | 74 | 5.60 | 8.15 | 2 | 75.2% | -1.00 | 0.0012 | -0.012 | ||
| 0 | 0.0200 | 51 | 62.6% | 0.00 | 0.0029 | -0.002 | 75 | 7.00 | 9.15 | 114.6% | -1.00 | 0.0006 | -0.012 | |||
| 0 | 0.0200 | 1 | 69.1% | 0.00 | 0.0019 | -0.001 | 76 | 8.00 | 10.15 | 124.4% | -1.00 | 0.0003 | -0.012 | |||
| 0 | 0.0200 | 15 | 75.5% | 0.00 | 0.0013 | -0.001 | 77 | 9.70 | 10.50 | 2 | 1 | 136.9% | -1.00 | 0.0001 | -0.012 | |
| 0 | 0.0200 | 81.8% | 0.00 | 0.0009 | -0.001 | 78 | 10.00 | 12.15 | 143.1% | -1.00 | 0.0001 | -0.012 | ||||
| 0 | 0.0200 | 87.9% | 0.00 | 0.0007 | -0.001 | 79 | 10.80 | 13.30 | 3 | 148.6% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.5000 | 116.0% | 0.00 | 0.0005 | -0.000 | 80 | 11.80 | 14.30 | 157.2% | -1.00 | 0.0000 | -0.012 | ||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs