EEM option chain iShares MSCI Emerging Markets ETF
Cboe delayed options data · as of 03:34 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 ±4.4% (64.20–70.10) · ATM IV 19.8% · P/C open interest 2.23
| 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 | |
| 27.15 | 31.10 | 1.00 | 0.0007 | 0.000 | 38 | 0 | 0.3000 | 36 | 107.0% | -0.00 | 0.0007 | -0.003 | ||||
| 26.15 | 30.15 | 1.00 | 0.0008 | 0.000 | 39 | 0 | 0.3000 | 24 | 102.7% | -0.00 | 0.0008 | -0.003 | ||||
| 25.15 | 29.10 | 1.00 | 0.0009 | 0.000 | 40 | 0 | 0.3000 | 14 | 98.5% | -0.00 | 0.0009 | -0.003 | ||||
| 24.15 | 28.15 | 0.99 | 0.0010 | 0.000 | 41 | 0 | 0.2200 | 66 | 89.8% | -0.00 | 0.0010 | -0.003 | ||||
| 23.15 | 27.10 | 0.99 | 0.0011 | 0.000 | 42 | 0 | 0.1100 | 121 | 77.6% | -0.00 | 0.0011 | -0.003 | ||||
| 22.20 | 26.15 | 0.99 | 0.0012 | 0.000 | 43 | 0 | 0.1100 | 411 | 74.1% | -0.01 | 0.0012 | -0.003 | ||||
| 21.35 | 25.20 | 63.1% | 0.99 | 0.0014 | -0.000 | 44 | 0 | 0.1100 | 8 | 70.7% | -0.01 | 0.0014 | -0.003 | |||
| 21.85 | 22.75 | 65.4% | 0.99 | 0.0016 | -0.001 | 45 | 0 | 0.1000 | 19 | 66.5% | -0.01 | 0.0016 | -0.003 | |||
| 20.90 | 21.75 | 65.8% | 0.99 | 0.0018 | -0.001 | 46 | 0.0100 | 0.1000 | 1 | 33 | 64.1% | -0.01 | 0.0018 | -0.004 | ||
| 19.85 | 20.95 | 70.3% | 0.99 | 0.0021 | -0.001 | 47 | 0 | 0.1000 | 1,472 | 60.1% | -0.01 | 0.0021 | -0.004 | |||
| 17.00 | 21.00 | 0.99 | 0.0025 | -0.002 | 48 | 0 | 0.1100 | 13 | 57.7% | -0.01 | 0.0025 | -0.004 | ||||
| 17.70 | 18.75 | 0.99 | 0.0029 | -0.002 | 49 | 0 | 0.1100 | 2 | 16 | 54.6% | -0.01 | 0.0029 | -0.004 | |||
| 16.90 | 17.75 | 5 | 51.2% | 0.99 | 0.0034 | -0.003 | 50 | 0 | 0.0700 | 1 | 23.2K | 48.4% | -0.01 | 0.0034 | -0.005 | |
| 15.90 | 16.75 | 47.7% | 0.99 | 0.0040 | -0.003 | 51 | 0 | 0.1200 | 2 | 518 | 49.2% | -0.01 | 0.0040 | -0.005 | ||
| 15.05 | 15.75 | 53 | 51.9% | 0.98 | 0.0048 | -0.004 | 52 | 0.0100 | 0.1200 | 347 | 46.8% | -0.02 | 0.0048 | -0.006 | ||
| 13.95 | 14.80 | 46.4% | 0.98 | 0.0057 | -0.004 | 53 | 0 | 0.1300 | 103 | 43.8% | -0.02 | 0.0057 | -0.006 | |||
| 12.75 | 14.00 | 2 | 43.0% | 0.98 | 0.0069 | -0.005 | 54 | 0.0100 | 0.1300 | 2,428 | 41.3% | -0.02 | 0.0069 | -0.007 | ||
| 12.15 | 12.60 | 52 | 39.7% | 0.97 | 0.0084 | -0.006 | 55 | 0.0100 | 0.1600 | 79 | 39.7% | -0.03 | 0.0084 | -0.007 | ||
| 11.15 | 11.50 | 113 | 31.4% | 0.97 | 0.0102 | -0.007 | 56 | 0.0100 | 0.1400 | 40 | 35.9% | -0.03 | 0.0103 | -0.008 | ||
| 10.20 | 10.60 | 2 | 35.0% | 0.96 | 0.0127 | -0.008 | 57 | 0.0100 | 0.1600 | 1,000 | 1,404 | 33.7% | -0.04 | 0.0127 | -0.009 | |
| 9.20 | 9.65 | 35 | 33.2% | 0.95 | 0.0158 | -0.009 | 58 | 0.0500 | 0.1400 | 2 | 2,212 | 31.4% | -0.05 | 0.0158 | -0.010 | |
| 8.20 | 8.60 | 2,000 | 2,017 | 28.5% | 0.94 | 0.0198 | -0.010 | 59 | 0.0400 | 0.2000 | 20 | 29.8% | -0.06 | 0.0199 | -0.011 | |
| 7.25 | 7.65 | 27 | 27.8% | 0.93 | 0.0251 | -0.012 | 60 | 0.1000 | 0.2300 | 4 | 33 | 28.7% | -0.07 | 0.0252 | -0.013 | |
| 6.30 | 6.65 | 3,178 | 25.5% | 0.91 | 0.0320 | -0.014 | 61 | 0.1100 | 0.2800 | 2 | 79 | 26.6% | -0.09 | 0.0322 | -0.015 | |
| 5.35 | 5.70 | 4,148 | 23.7% | 0.88 | 0.0410 | -0.016 | 62 | 0.1300 | 0.3500 | 1 | 3,005 | 24.6% | -0.12 | 0.0412 | -0.017 | |
| 4.45 | 4.80 | 30 | 22.8% | 0.85 | 0.0524 | -0.018 | 63 | 0.2300 | 0.4100 | 3,569 | 23.1% | -0.15 | 0.0527 | -0.019 | ||
| 3.60 | 3.90 | 15 | 21.6% | 0.80 | 0.0664 | -0.021 | 64 | 0.3500 | 0.5900 | 13 | 22.3% | -0.20 | 0.0669 | -0.021 | ||
| 2.81 | 3.15 | 2,000 | 2,103 | 21.3% | 0.73 | 0.0822 | -0.023 | 65 | 0.5600 | 0.7600 | 2 | 34 | 21.2% | -0.27 | 0.0830 | -0.024 |
| 2.10 | 2.39 | 1,380 | 20.3% | 0.65 | 0.0975 | -0.025 | 66 | 0.8000 | 1.03 | 22 | 20.1% | -0.35 | 0.0989 | -0.025 | ||
| 1.48 | 1.78 | 58 | 19.7% | 0.55 | 0.1082 | -0.026 | 67 | 1.22 | 1.42 | 2 | 99 | 19.9% | -0.46 | 0.1102 | -0.026 | |
| 1.02 | 1.23 | 223 | 19.2% | 0.44 | 0.1100 | -0.025 | 68 | 1.71 | 1.92 | 3 | 19.3% | -0.57 | 0.1128 | -0.026 | ||
| 0.5900 | 0.8400 | 20 | 18.5% | 0.33 | 0.1017 | -0.023 | 69 | 2.29 | 2.54 | 3 | 18.7% | -0.68 | 0.1053 | -0.024 | ||
| 0.3700 | 0.7200 | 284 | 18.2% | 0.24 | 0.0867 | -0.020 | 70 | 2.97 | 3.40 | 2 | 19.1% | -0.77 | 0.0907 | -0.021 | ||
| 0.0100 | 0.1200 | 3,835 | 21.9% | 0.05 | 0.0230 | -0.007 | 75 | 7.40 | 8.25 | -0.98 | 0.0274 | -0.008 | ||||
| 0 | 0.1700 | 83 | 33.7% | 0.01 | 0.0057 | -0.002 | 80 | 12.25 | 13.30 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.1100 | 1 | 40.3% | 0.00 | 0.0016 | -0.001 | 85 | 16.05 | 19.95 | 54.3% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.1000 | 10 | 47.8% | 0.00 | 0.0005 | -0.000 | 90 | 21.05 | 24.95 | 64.3% | -1.00 | 0.0000 | -0.007 | |||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs