EWZ option chain iShares MSCI Brazil ETF
Cboe delayed options data · as of 12:34 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 ±4.1% (36.52–39.66) · ATM IV 32.5% · P/C open interest 0.51
| 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 | |
| 16.25 | 20.15 | 171.7% | 1.00 | 0.0002 | 0.000 | 20 | 0 | 1.75 | 8 | 350.7% | -0.00 | 0.0002 | -0.001 | |||
| 11.10 | 15.15 | 1.00 | 0.0008 | 0.000 | 25 | 0 | 1.79 | 2 | 253.8% | -0.00 | 0.0008 | -0.001 | ||||
| 9.90 | 12.25 | 1.00 | 0.0015 | -0.000 | 27 | 0 | 2.13 | 232.8% | -0.00 | 0.0015 | -0.002 | |||||
| 8.85 | 11.45 | 1.00 | 0.0021 | -0.001 | 28 | 0 | 2.13 | 215.5% | -0.00 | 0.0021 | -0.002 | |||||
| 7.60 | 10.65 | 1.00 | 0.0030 | -0.001 | 29 | 0 | 1.00 | 1 | 153.3% | -0.00 | 0.0030 | -0.002 | ||||
| 7.10 | 10.15 | 1.00 | 0.0036 | -0.001 | 29.5 | 0 | 1.96 | 184.2% | -0.00 | 0.0036 | -0.002 | |||||
| 7.50 | 8.65 | 0.99 | 0.0043 | -0.002 | 30 | 0 | 0.2400 | 96.5% | -0.01 | 0.0043 | -0.003 | |||||
| 7.15 | 8.05 | 0.99 | 0.0052 | -0.002 | 30.5 | 0 | 0.2400 | 91.1% | -0.01 | 0.0052 | -0.003 | |||||
| 6.60 | 7.50 | 0.99 | 0.0064 | -0.003 | 31 | 0 | 0.0300 | 863 | 60.1% | -0.01 | 0.0064 | -0.003 | ||||
| 6.35 | 6.95 | 0.99 | 0.0079 | -0.003 | 31.5 | 0 | 0.2400 | 1 | 80.4% | -0.01 | 0.0079 | -0.004 | ||||
| 5.65 | 6.45 | 12 | 0.99 | 0.0098 | -0.004 | 32 | 0 | 0.2200 | 3 | 236 | 73.7% | -0.01 | 0.0098 | -0.004 | ||
| 5.30 | 5.95 | 19 | 0.99 | 0.0124 | -0.004 | 32.5 | 0 | 0.2200 | 72 | 68.5% | -0.01 | 0.0124 | -0.005 | |||
| 4.80 | 5.50 | 1 | 0.98 | 0.0159 | -0.005 | 33 | 0 | 0.0400 | 4 | 1,082 | 46.0% | -0.02 | 0.0160 | -0.006 | ||
| 4.30 | 4.95 | 2 | 0.98 | 0.0208 | -0.006 | 33.5 | 0 | 0.2500 | 21 | 1,958 | 60.0% | -0.02 | 0.0209 | -0.007 | ||
| 4.00 | 4.45 | 7 | 39.6% | 0.97 | 0.0278 | -0.007 | 34 | 0.0200 | 0.0400 | 401 | 924 | 40.5% | -0.03 | 0.0279 | -0.008 | |
| 3.40 | 4.00 | 21 | 443 | 21.9% | 0.96 | 0.0381 | -0.010 | 34.5 | 0 | 0.2500 | 66 | 49.5% | -0.04 | 0.0383 | -0.010 | |
| 3.05 | 3.50 | 3 | 1,440 | 38.8% | 0.94 | 0.0532 | -0.013 | 35 | 0.0500 | 0.2600 | 25 | 182 | 46.9% | -0.06 | 0.0535 | -0.013 |
| 2.44 | 2.92 | 3 | 2,250 | 0.92 | 0.0745 | -0.017 | 35.5 | 0.0100 | 0.2900 | 78 | 41.0% | -0.08 | 0.0749 | -0.017 | ||
| 1.97 | 2.43 | 41 | 6,944 | 0.88 | 0.1020 | -0.022 | 36 | 0.0100 | 0.1500 | 22 | 1,815 | 29.4% | -0.13 | 0.1027 | -0.023 | |
| 1.71 | 2.07 | 54 | 113 | 32.1% | 0.82 | 0.1340 | -0.029 | 36.5 | 0.0400 | 0.2300 | 3,552 | 65 | 28.5% | -0.18 | 0.1349 | -0.029 |
| 1.16 | 1.70 | 28 | 255 | 28.1% | 0.74 | 0.1661 | -0.035 | 37 | 0.1000 | 0.3200 | 224 | 11 | 27.1% | -0.26 | 0.1673 | -0.035 |
| 0.9000 | 1.24 | 1,064 | 346 | 27.8% | 0.65 | 0.1924 | -0.040 | 37.5 | 0.2600 | 0.6000 | 87 | 91 | 30.6% | -0.35 | 0.1938 | -0.040 |
| 0.6100 | 1.06 | 369 | 1,952 | 30.5% | 0.55 | 0.2070 | -0.043 | 38 | 0.6000 | 0.8600 | 108 | 1 | 34.5% | -0.45 | 0.2086 | -0.043 |
| 0.3800 | 0.7500 | 542 | 24 | 29.3% | 0.45 | 0.2067 | -0.043 | 38.5 | 0.7400 | 1.17 | 1 | 2 | 33.0% | -0.55 | 0.2082 | -0.043 |
| 0.2300 | 0.6100 | 178 | 110 | 31.1% | 0.35 | 0.1921 | -0.040 | 39 | 1.05 | 1.51 | 33.7% | -0.65 | 0.1935 | -0.041 | ||
| 0.0700 | 0.5000 | 223 | 2 | 31.4% | 0.27 | 0.1680 | -0.036 | 39.5 | 1.23 | 1.90 | 50 | 30.1% | -0.74 | 0.1691 | -0.036 | |
| 0.0100 | 0.2700 | 524 | 7 | 28.6% | 0.20 | 0.1395 | -0.030 | 40 | 1.71 | 2.34 | 33.6% | -0.81 | 0.1408 | -0.030 | ||
| 0.0700 | 0.3500 | 4,036 | 30.4% | 0.14 | 0.1107 | -0.024 | 40.5 | 1.42 | 3.75 | 42.7% | -0.87 | 0.1131 | -0.024 | |||
| 0.0500 | 0.1000 | 51 | 31.8% | 0.10 | 0.0851 | -0.019 | 41 | 2.59 | 4.20 | 65.4% | -0.91 | 0.0888 | -0.020 | |||
| 0.0100 | 0.1400 | 36.4% | 0.07 | 0.0646 | -0.015 | 41.5 | 3.00 | 4.65 | 67.4% | -0.94 | 0.0693 | -0.016 | ||||
| 0 | 0.2600 | 788 | 46.2% | 0.05 | 0.0491 | -0.012 | 42 | 2.86 | 5.15 | 52.0% | -0.96 | 0.0548 | -0.014 | |||
| 0 | 0.2400 | 53.2% | 0.03 | 0.0296 | -0.009 | 43 | 3.75 | 6.15 | 55.5% | -0.98 | 0.0338 | -0.009 | ||||
| 0 | 0.2300 | 60.2% | 0.02 | 0.0188 | -0.006 | 44 | 4.80 | 8.50 | 111.4% | -0.99 | 0.0189 | -0.006 | ||||
| 0 | 0.2400 | 68.0% | 0.01 | 0.0126 | -0.005 | 45 | 5.50 | 8.60 | 80.9% | -1.00 | 0.0094 | -0.005 | ||||
| 0 | 0.2300 | 1 | 74.3% | 0.01 | 0.0088 | -0.004 | 46 | 6.75 | 9.15 | 77.8% | -1.00 | 0.0043 | -0.004 | |||
| 0 | 2.13 | 176.8% | 0.00 | 0.0028 | -0.002 | 50 | 10.65 | 13.55 | 121.6% | -1.00 | 0.0001 | -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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs