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 ±8.2% (58.41–68.91) · ATM IV 22.8% · P/C open interest 10.20
| 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 | |
| 22.85 | 27.00 | 2 | 62.4% | 0.99 | 0.0018 | 0.000 | 39 | 0 | 0.2100 | 1,238 | 54.9% | -0.01 | 0.0024 | -0.003 | ||
| 21.85 | 26.00 | 59.2% | 0.99 | 0.0021 | -0.000 | 40 | 0 | 0.1200 | 870 | 48.2% | -0.02 | 0.0027 | -0.004 | |||
| 20.90 | 25.00 | 57.5% | 0.98 | 0.0025 | -0.001 | 41 | 0 | 0.2700 | 496 | 52.0% | -0.02 | 0.0031 | -0.004 | |||
| 19.90 | 24.00 | 54.4% | 0.98 | 0.0029 | -0.001 | 42 | 0 | 0.3600 | 19 | 52.2% | -0.02 | 0.0035 | -0.004 | |||
| 18.90 | 23.05 | 3 | 52.8% | 0.98 | 0.0033 | -0.002 | 43 | 0.0500 | 0.1300 | 419 | 44.1% | -0.02 | 0.0041 | -0.004 | ||
| 17.95 | 22.05 | 51.1% | 0.98 | 0.0039 | -0.002 | 44 | 0.0100 | 0.1500 | 30 | 41.0% | -0.03 | 0.0047 | -0.005 | |||
| 16.95 | 21.10 | 49.3% | 0.98 | 0.0045 | -0.002 | 45 | 0.0900 | 0.1800 | 40.9K | 42.4% | -0.03 | 0.0054 | -0.005 | |||
| 15.95 | 20.10 | 46.4% | 0.97 | 0.0053 | -0.003 | 46 | 0.0100 | 0.2100 | 469 | 38.6% | -0.03 | 0.0063 | -0.006 | |||
| 15.00 | 19.10 | 2 | 44.6% | 0.97 | 0.0062 | -0.004 | 47 | 0.0500 | 0.2300 | 147 | 38.0% | -0.04 | 0.0073 | -0.006 | ||
| 14.00 | 18.10 | 41.8% | 0.96 | 0.0073 | -0.004 | 48 | 0 | 0.5700 | 16 | 41.4% | -0.04 | 0.0084 | -0.007 | |||
| 13.05 | 17.20 | 41.7% | 0.96 | 0.0086 | -0.005 | 49 | 0.0600 | 0.3200 | 5 | 35.7% | -0.05 | 0.0098 | -0.007 | |||
| 12.10 | 16.15 | 17 | 38.9% | 0.95 | 0.0102 | -0.006 | 50 | 0.1100 | 0.3500 | 626 | 34.8% | -0.06 | 0.0114 | -0.008 | ||
| 11.25 | 15.20 | 38.9% | 0.94 | 0.0120 | -0.006 | 51 | 0.1300 | 0.4000 | 261 | 33.5% | -0.07 | 0.0133 | -0.009 | |||
| 11.15 | 14.25 | 45.6% | 0.93 | 0.0141 | -0.007 | 52 | 0.1900 | 0.6700 | 125 | 35.2% | -0.08 | 0.0155 | -0.009 | |||
| 9.35 | 13.25 | 35.1% | 0.92 | 0.0167 | -0.008 | 53 | 0.3300 | 0.5400 | 1,211 | 32.8% | -0.09 | 0.0181 | -0.010 | |||
| 8.40 | 12.30 | 1 | 33.4% | 0.91 | 0.0197 | -0.009 | 54 | 0.2700 | 0.7300 | 35 | 31.5% | -0.11 | 0.0210 | -0.011 | ||
| 8.45 | 11.35 | 4 | 39.4% | 0.89 | 0.0231 | -0.010 | 55 | 0.4000 | 0.7900 | 134 | 30.5% | -0.13 | 0.0245 | -0.012 | ||
| 6.55 | 10.45 | 158 | 30.4% | 0.87 | 0.0271 | -0.012 | 56 | 0.5400 | 0.8800 | 105 | 29.6% | -0.15 | 0.0283 | -0.013 | ||
| 5.65 | 9.60 | 21 | 29.4% | 0.84 | 0.0315 | -0.013 | 57 | 0.5600 | 0.9900 | 494 | 27.7% | -0.18 | 0.0327 | -0.014 | ||
| 4.70 | 8.70 | 27.4% | 0.81 | 0.0365 | -0.014 | 58 | 0.8700 | 1.09 | 144 | 27.4% | -0.21 | 0.0373 | -0.015 | |||
| 3.85 | 7.85 | 11 | 26.2% | 0.77 | 0.0417 | -0.015 | 59 | 1.00 | 1.50 | 173 | 27.5% | -0.25 | 0.0423 | -0.016 | ||
| 3.45 | 7.05 | 85 | 27.4% | 0.73 | 0.0470 | -0.016 | 60 | 1.21 | 1.53 | 339 | 25.4% | -0.29 | 0.0472 | -0.017 | ||
| 4.00 | 4.80 | 16 | 25.4% | 0.68 | 0.0522 | -0.017 | 61 | 1.48 | 2.11 | 111 | 26.2% | -0.34 | 0.0518 | -0.017 | ||
| 3.30 | 4.00 | 9 | 24.1% | 0.63 | 0.0567 | -0.018 | 62 | 1.81 | 2.33 | 18 | 24.9% | -0.39 | 0.0559 | -0.018 | ||
| 2.70 | 3.30 | 80 | 23.2% | 0.57 | 0.0601 | -0.018 | 63 | 2.21 | 2.65 | 5 | 24.0% | -0.45 | 0.0589 | -0.018 | ||
| 2.15 | 2.60 | 12 | 22.1% | 0.51 | 0.0621 | -0.018 | 64 | 2.70 | 3.05 | 20 | 23.4% | -0.51 | 0.0606 | -0.018 | ||
| 1.73 | 2.11 | 105 | 21.9% | 0.45 | 0.0623 | -0.018 | 65 | 3.20 | 3.60 | 14 | 23.0% | -0.57 | 0.0606 | -0.017 | ||
| 1.28 | 1.70 | 7 | 21.4% | 0.39 | 0.0608 | -0.017 | 66 | 3.85 | 4.20 | 17 | 22.9% | -0.63 | 0.0590 | -0.016 | ||
| 0.3600 | 1.39 | 2 | 18.4% | 0.33 | 0.0577 | -0.016 | 67 | 2.75 | 5.00 | 2 | 33 | 13.8% | -0.68 | 0.0559 | -0.015 | |
| 0.7600 | 2.02 | 123 | 26.3% | 0.28 | 0.0534 | -0.015 | 68 | 3.50 | 7.45 | 3 | 23.2% | -0.73 | 0.0516 | -0.014 | ||
| 0.3400 | 0.9800 | 20 | 20.8% | 0.23 | 0.0483 | -0.013 | 69 | 4.35 | 8.30 | 3 | 24.0% | -0.78 | 0.0466 | -0.012 | ||
| 0.5000 | 0.6500 | 1 | 380 | 21.9% | 0.19 | 0.0428 | -0.012 | 70 | 5.20 | 9.15 | 1 | 24.6% | -0.82 | 0.0414 | -0.011 | |
| 0.1200 | 0.2900 | 3,632 | 24.1% | 0.07 | 0.0198 | -0.006 | 75 | 9.80 | 13.80 | 2 | 28.7% | -0.93 | 0.0189 | -0.005 | ||
| 0.0200 | 0.1000 | 57 | 25.1% | 0.03 | 0.0082 | -0.003 | 80 | 14.70 | 18.70 | 34.9% | -0.97 | 0.0077 | -0.001 | |||
| 0 | 2.14 | 2 | 55.3% | 0.01 | 0.0034 | -0.001 | 85 | 19.60 | 23.60 | 39.8% | -0.99 | 0.0032 | 0.000 | |||
| 0 | 2.13 | 3 | 62.3% | 0.00 | 0.0015 | -0.001 | 90 | 24.55 | 28.60 | 46.0% | -1.00 | 0.0000 | -0.004 | |||
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 — Dec 31, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs