EEM option chain iShares MSCI Emerging Markets ETF
Cboe delayed options data · as of 15:37 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 ±3.5% (61.41–65.91) · ATM IV 25.1% · P/C open interest 14.37
| 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 | |
| 21.80 | 25.60 | 84.5% | 1.00 | 0.0004 | 0.000 | 40 | 0 | 2.13 | 2 | 220.5% | -0.00 | 0.0004 | -0.002 | |||
| 17.70 | 20.10 | 116.3% | 1.00 | 0.0011 | -0.001 | 45 | 0 | 2.00 | 6 | 172.9% | -0.00 | 0.0011 | -0.003 | |||
| 12.65 | 14.90 | 69.7% | 0.99 | 0.0034 | -0.004 | 50 | 0 | 0.2400 | 1 | 34.0K | 78.5% | -0.01 | 0.0034 | -0.006 | ||
| 8.20 | 9.70 | 60.0% | 0.97 | 0.0130 | -0.013 | 55 | 0.0200 | 0.0700 | 10 | 11.1K | 43.4% | -0.03 | 0.0131 | -0.014 | ||
| 6.65 | 9.20 | 2 | 52.6% | 0.96 | 0.0175 | -0.016 | 56 | 0 | 0.5500 | 14 | 57.1% | -0.04 | 0.0176 | -0.017 | ||
| 5.95 | 7.95 | 48.4% | 0.95 | 0.0237 | -0.019 | 57 | 0 | 0.6100 | 915 | 52.7% | -0.05 | 0.0238 | -0.020 | |||
| 5.25 | 6.75 | 20 | 45.0% | 0.93 | 0.0324 | -0.024 | 58 | 0 | 0.7500 | 9 | 49.7% | -0.07 | 0.0326 | -0.024 | ||
| 4.75 | 4.95 | 31.2% | 0.90 | 0.0445 | -0.029 | 59 | 0.1100 | 0.2300 | 46 | 34.1% | -0.10 | 0.0447 | -0.029 | |||
| 3.50 | 4.70 | 36.6% | 0.86 | 0.0608 | -0.035 | 60 | 0.1600 | 0.3400 | 799 | 32.0% | -0.14 | 0.0612 | -0.035 | |||
| 2.60 | 3.80 | 33.1% | 0.80 | 0.0821 | -0.041 | 61 | 0.3200 | 0.3900 | 2 | 12.2K | 29.4% | -0.20 | 0.0827 | -0.042 | ||
| 2.15 | 3.35 | 99 | 30.9% | 0.76 | 0.0943 | -0.044 | 61.5 | 0.3900 | 0.5100 | 188 | 28.9% | -0.24 | 0.0950 | -0.045 | ||
| 2.13 | 2.32 | 68 | 26.4% | 0.72 | 0.1071 | -0.047 | 62 | 0.4800 | 0.5700 | 16 | 853 | 27.2% | -0.28 | 0.1079 | -0.048 | |
| 1.67 | 1.96 | 38 | 24.7% | 0.67 | 0.1196 | -0.050 | 62.5 | 0.6300 | 0.7000 | 1 | 885 | 26.7% | -0.33 | 0.1206 | -0.050 | |
| 1.44 | 1.61 | 1 | 25.3% | 0.61 | 0.1308 | -0.051 | 63 | 0.7800 | 0.8600 | 7,418 | 25.9% | -0.39 | 0.1320 | -0.051 | ||
| 1.14 | 1.31 | 5 | 2 | 24.8% | 0.54 | 0.1391 | -0.051 | 63.5 | 0.9800 | 1.06 | 196 | 825 | 25.4% | -0.46 | 0.1404 | -0.052 |
| 0.8900 | 1.04 | 240 | 5 | 24.5% | 0.47 | 0.1431 | -0.050 | 64 | 1.22 | 1.30 | 507 | 25.0% | -0.53 | 0.1445 | -0.051 | |
| 0.6000 | 0.7900 | 23.0% | 0.40 | 0.1416 | -0.048 | 64.5 | 1.49 | 1.58 | 1 | 3,588 | 24.6% | -0.61 | 0.1431 | -0.048 | ||
| 0.5100 | 0.5900 | 21 | 21 | 23.7% | 0.33 | 0.1345 | -0.044 | 65 | 1.78 | 1.89 | 1,606 | 23.9% | -0.68 | 0.1361 | -0.044 | |
| 0.3600 | 0.4400 | 34 | 511 | 23.4% | 0.26 | 0.1227 | -0.039 | 65.5 | 1.70 | 2.45 | 852 | 20.4% | -0.74 | 0.1244 | -0.040 | |
| 0.2000 | 0.3400 | 2 | 532 | 22.7% | 0.21 | 0.1077 | -0.034 | 66 | 2.47 | 2.83 | 85 | 25.8% | -0.80 | 0.1097 | -0.034 | |
| 0.1800 | 0.2400 | 15 | 49 | 23.5% | 0.16 | 0.0916 | -0.029 | 66.5 | 2.25 | 3.45 | 222 | 15.7% | -0.85 | 0.0938 | -0.029 | |
| 0.1100 | 0.2000 | 270 | 38 | 23.9% | 0.12 | 0.0759 | -0.024 | 67 | 2.91 | 3.80 | 675 | 18.3% | -0.89 | 0.0783 | -0.025 | |
| 0.0800 | 0.1600 | 11 | 63 | 24.6% | 0.10 | 0.0617 | -0.020 | 67.5 | 3.35 | 4.20 | 2 | -0.92 | 0.0643 | -0.020 | ||
| 0.0600 | 0.1000 | 3 | 136 | 24.4% | 0.07 | 0.0495 | -0.016 | 68 | 3.65 | 4.85 | 183 | -0.94 | 0.0524 | -0.017 | ||
| 0 | 0.6200 | 141 | 37.9% | 0.06 | 0.0393 | -0.013 | 68.5 | 4.15 | 5.35 | 118 | -0.96 | 0.0423 | -0.014 | |||
| 0.0100 | 0.0500 | 387 | 23.8% | 0.04 | 0.0309 | -0.011 | 69 | 4.60 | 5.80 | 92 | -0.97 | 0.0340 | -0.011 | |||
| 0 | 0.0600 | 78 | 25.6% | 0.03 | 0.0244 | -0.009 | 69.5 | 5.00 | 6.50 | -0.98 | 0.0258 | -0.009 | ||||
| 0 | 0.5000 | 837 | 42.7% | 0.03 | 0.0194 | -0.007 | 70 | 5.30 | 6.75 | -0.99 | 0.0188 | -0.007 | ||||
| 0 | 0.7500 | 99 | 50.5% | 0.02 | 0.0153 | -0.006 | 70.5 | 5.95 | 7.45 | -0.99 | 0.0126 | -0.006 | ||||
| 0 | 0.7500 | 226 | 52.9% | 0.02 | 0.0121 | -0.005 | 71 | 6.45 | 7.95 | -1.00 | 0.0079 | -0.006 | ||||
| 0 | 0.7500 | 1,809 | 55.2% | 0.01 | 0.0096 | -0.004 | 71.5 | 6.95 | 8.45 | -1.00 | 0.0044 | -0.005 | ||||
| 0 | 0.4900 | 139 | 51.3% | 0.01 | 0.0076 | -0.003 | 72 | 7.55 | 8.90 | -1.00 | 0.0023 | -0.005 | ||||
| 0 | 0.7500 | 9 | 59.8% | 0.01 | 0.0061 | -0.003 | 72.5 | 7.95 | 9.45 | -1.00 | 0.0012 | -0.005 | ||||
| 0 | 0.7500 | 9 | 62.0% | 0.01 | 0.0049 | -0.002 | 73 | 8.45 | 9.95 | -1.00 | 0.0004 | -0.005 | ||||
| 0 | 0.7500 | 9 | 64.2% | 0.00 | 0.0039 | -0.002 | 73.5 | 8.95 | 10.45 | -1.00 | 0.0002 | -0.005 | ||||
| 0 | 0.7500 | 13 | 66.4% | 0.00 | 0.0032 | -0.002 | 74 | 9.45 | 10.95 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.7500 | 2 | 68.5% | 0.00 | 0.0026 | -0.001 | 74.5 | 9.95 | 11.45 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.2000 | 21 | 52.8% | 0.00 | 0.0021 | -0.001 | 75 | 10.25 | 12.40 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.7500 | 74.7% | 0.00 | 0.0014 | -0.001 | 76 | 11.25 | 13.40 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.7500 | 78.7% | 0.00 | 0.0010 | -0.001 | 77 | 12.25 | 14.40 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.7500 | 82.5% | 0.00 | 0.0007 | -0.000 | 78 | 13.25 | 15.40 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.7500 | 86.3% | 0.00 | 0.0005 | -0.000 | 79 | 14.25 | 16.40 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.7500 | 6 | 90.0% | 0.00 | 0.0003 | -0.000 | 80 | 15.25 | 17.40 | -1.00 | 0.0000 | -0.005 | ||||
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 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