EEM option chain iShares MSCI Emerging Markets ETF
Cboe delayed options data · as of 12:35 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 ±2.8% (61.78–65.33) · ATM IV 24.0% · P/C open interest 3.91
| 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 | |
| 20.90 | 24.90 | 1 | 158.3% | 1.00 | 0.0001 | -0.001 | 40 | 0 | 4.90 | 360.7% | -0.00 | 0.0001 | -0.001 | |||
| 17.35 | 19.60 | 1 | 187.9% | 1.00 | 0.0005 | -0.001 | 45 | 0 | 2.13 | 8 | 217.0% | -0.00 | 0.0005 | -0.001 | ||
| 12.05 | 14.30 | 118.8% | 1.00 | 0.0019 | -0.003 | 50 | 0 | 2.13 | 5 | 165.1% | -0.00 | 0.0019 | -0.003 | |||
| 7.55 | 9.40 | 7 | 95.6% | 0.98 | 0.0103 | -0.010 | 55 | 0 | 0.7500 | 15 | 80.7% | -0.02 | 0.0104 | -0.010 | ||
| 6.50 | 8.40 | 7 | 85.5% | 0.98 | 0.0152 | -0.013 | 56 | 0 | 0.2400 | 13 | 54.2% | -0.02 | 0.0153 | -0.013 | ||
| 5.60 | 7.40 | 78.8% | 0.96 | 0.0227 | -0.017 | 57 | 0 | 0.1000 | 2 | 16 | 39.7% | -0.04 | 0.0229 | -0.017 | ||
| 4.65 | 6.15 | 65.3% | 0.95 | 0.0346 | -0.023 | 58 | 0 | 0.1700 | 12 | 37.7% | -0.05 | 0.0348 | -0.023 | |||
| 3.70 | 5.05 | 55.3% | 0.92 | 0.0530 | -0.031 | 59 | 0.0300 | 0.1600 | 4 | 214 | 32.0% | -0.09 | 0.0535 | -0.031 | ||
| 2.69 | 3.55 | 17 | 17 | 35.5% | 0.87 | 0.0810 | -0.041 | 60 | 0.0900 | 0.2500 | 190 | 518 | 29.9% | -0.14 | 0.0818 | -0.041 |
| 1.93 | 2.29 | 26.6% | 0.78 | 0.1200 | -0.052 | 61 | 0.2300 | 0.3800 | 517 | 550 | 27.9% | -0.22 | 0.1216 | -0.053 | ||
| 1.58 | 1.87 | 5 | 5 | 26.2% | 0.72 | 0.1423 | -0.057 | 61.5 | 0.3300 | 0.4500 | 107 | 574 | 26.3% | -0.28 | 0.1443 | -0.058 |
| 1.18 | 1.49 | 55 | 24.6% | 0.65 | 0.1635 | -0.061 | 62 | 0.4600 | 0.6000 | 2,132 | 2,094 | 25.6% | -0.35 | 0.1661 | -0.062 | |
| 0.8700 | 1.09 | 214 | 201 | 23.0% | 0.57 | 0.1801 | -0.063 | 62.5 | 0.6500 | 0.7900 | 318 | 399 | 25.2% | -0.44 | 0.1831 | -0.064 |
| 0.6300 | 0.8800 | 5 | 32 | 23.9% | 0.48 | 0.1875 | -0.062 | 63 | 0.8400 | 1.03 | 5,355 | 14.2K | 24.2% | -0.53 | 0.1910 | -0.064 |
| 0.4600 | 0.6000 | 35 | 77 | 23.4% | 0.38 | 0.1830 | -0.059 | 63.5 | 1.10 | 1.39 | 2 | 234 | 24.6% | -0.63 | 0.1867 | -0.060 |
| 0.2700 | 0.4200 | 474 | 406 | 22.6% | 0.30 | 0.1668 | -0.052 | 64 | 1.34 | 1.74 | 83 | 396 | 23.1% | -0.72 | 0.1703 | -0.053 |
| 0.1500 | 0.3500 | 272 | 264 | 23.5% | 0.22 | 0.1429 | -0.044 | 64.5 | 1.68 | 2.10 | 71 | 106 | 21.6% | -0.79 | 0.1457 | -0.045 |
| 0.0700 | 0.2300 | 653 | 677 | 22.9% | 0.16 | 0.1163 | -0.036 | 65 | 2.04 | 2.55 | 22 | 131 | 20.0% | -0.85 | 0.1180 | -0.037 |
| 0.0600 | 0.1500 | 4 | 126 | 23.8% | 0.12 | 0.0911 | -0.029 | 65.5 | 2.50 | 3.00 | 4 | 121 | 18.7% | -0.90 | 0.0914 | -0.029 |
| 0.0100 | 0.1800 | 909 | 988 | 26.2% | 0.08 | 0.0697 | -0.023 | 66 | 3.00 | 3.45 | 50 | 122 | -0.93 | 0.0684 | -0.022 | |
| 0.0200 | 0.1500 | 107 | 28.4% | 0.06 | 0.0526 | -0.018 | 66.5 | 2.47 | 3.95 | 44 | -0.95 | 0.0499 | -0.017 | |||
| 0 | 0.1300 | 2 | 34 | 29.4% | 0.04 | 0.0393 | -0.014 | 67 | 4.00 | 4.45 | 2 | 31 | -0.97 | 0.0358 | -0.012 | |
| 0.0100 | 0.1700 | 2 | 229 | 34.4% | 0.03 | 0.0294 | -0.011 | 67.5 | 3.25 | 5.05 | 19 | -0.98 | 0.0255 | -0.009 | ||
| 0 | 0.0400 | 10 | 187 | 28.1% | 0.02 | 0.0220 | -0.008 | 68 | 3.75 | 5.55 | 2 | -0.99 | 0.0180 | -0.006 | ||
| 0 | 0.0500 | 506 | 31.4% | 0.02 | 0.0165 | -0.006 | 68.5 | 3.95 | 5.90 | 3,500 | -0.99 | 0.0126 | -0.004 | |||
| 0 | 0.0500 | 7 | 24 | 33.6% | 0.01 | 0.0124 | -0.005 | 69 | 4.75 | 6.40 | 2 | -0.99 | 0.0088 | -0.003 | ||
| 0 | 0.6400 | 97 | 61.1% | 0.01 | 0.0094 | -0.004 | 69.5 | 5.30 | 6.90 | 1 | -1.00 | 0.0062 | -0.002 | |||
| 0 | 0.1900 | 1 | 165 | 47.8% | 0.01 | 0.0072 | -0.003 | 70 | 5.65 | 7.35 | -1.00 | 0.0043 | -0.001 | |||
| 0 | 0.7500 | 3 | 70.2% | 0.01 | 0.0055 | -0.002 | 70.5 | 6.30 | 7.95 | -1.00 | 0.0031 | -0.001 | ||||
| 0 | 0.7500 | 13 | 73.1% | 0.00 | 0.0042 | -0.002 | 71 | 6.40 | 8.55 | -1.00 | 0.0021 | -0.001 | ||||
| 0 | 0.7500 | 111 | 76.0% | 0.00 | 0.0033 | -0.002 | 71.5 | 6.95 | 9.00 | -1.00 | 0.0015 | -0.001 | ||||
| 0 | 0.7500 | 329 | 78.9% | 0.00 | 0.0026 | -0.001 | 72 | 7.45 | 9.55 | -1.00 | 0.0011 | -0.000 | ||||
| 0 | 0.7500 | 932 | 81.7% | 0.00 | 0.0020 | -0.001 | 72.5 | 8.10 | 9.90 | -1.00 | 0.0008 | -0.000 | ||||
| 0.0100 | 0.0700 | 6 | 285 | 53.6% | 0.00 | 0.0016 | -0.001 | 73 | 8.60 | 10.40 | -1.00 | 0.0006 | -0.000 | |||
| 0 | 0.7500 | 61 | 89.9% | 0.00 | 0.0010 | -0.001 | 74 | 9.60 | 11.45 | -1.00 | 0.0003 | -0.000 | ||||
| 0 | 0.7500 | 4 | 95.1% | 0.00 | 0.0006 | -0.000 | 75 | 10.80 | 12.55 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.7500 | 100.2% | 0.00 | 0.0004 | -0.000 | 76 | 11.60 | 13.55 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.0200 | 7 | 7 | 58.1% | 0.00 | 0.0003 | -0.000 | 77 | 12.80 | 14.55 | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.7500 | 110.1% | 0.00 | 0.0002 | -0.000 | 78 | 13.55 | 15.55 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.7600 | 115.2% | 0.00 | 0.0001 | -0.000 | 79 | 14.60 | 16.55 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0600 | 5 | 5 | 77.0% | 0.00 | 0.0001 | -0.000 | 80 | 15.55 | 17.55 | -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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs