EWZ option chain iShares MSCI Brazil ETF
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 ±7.1% (35.38–40.80) · ATM IV 30.9% · P/C open interest 1.84
| 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 | |
| 11.50 | 15.20 | 82.5% | 0.99 | 0.0022 | 0.000 | 25 | 0 | 2.13 | 148.0% | -0.01 | 0.0022 | -0.001 | ||||
| 9.70 | 13.20 | 79.3% | 0.99 | 0.0039 | -0.001 | 27 | 0 | 2.13 | 128.2% | -0.01 | 0.0040 | -0.002 | ||||
| 8.10 | 12.20 | 0.99 | 0.0054 | -0.001 | 28 | 0 | 2.13 | 118.7% | -0.01 | 0.0054 | -0.003 | |||||
| 7.10 | 11.20 | 0.98 | 0.0074 | -0.002 | 29 | 0 | 2.13 | 109.4% | -0.01 | 0.0075 | -0.003 | |||||
| 6.60 | 10.70 | 0.98 | 0.0088 | -0.002 | 29.5 | 0 | 2.13 | 104.8% | -0.02 | 0.0088 | -0.003 | |||||
| 7.15 | 9.55 | 49.5% | 0.98 | 0.0105 | -0.003 | 30 | 0 | 0.7200 | 623 | 69.7% | -0.02 | 0.0105 | -0.004 | |||
| 6.45 | 8.90 | 0.98 | 0.0125 | -0.003 | 30.5 | 0 | 0.4400 | 1 | 2 | 57.9% | -0.02 | 0.0126 | -0.004 | |||
| 6.70 | 8.05 | 46.0% | 0.97 | 0.0150 | -0.004 | 31 | 0 | 2.14 | 6 | 91.6% | -0.03 | 0.0151 | -0.005 | |||
| 6.00 | 7.80 | 45.1% | 0.97 | 0.0180 | -0.004 | 31.5 | 0 | 1.75 | 388 | 80.2% | -0.03 | 0.0181 | -0.005 | |||
| 4.80 | 7.95 | 40.0% | 0.96 | 0.0218 | -0.005 | 32 | 0 | 1.48 | 626 | 71.2% | -0.04 | 0.0220 | -0.006 | |||
| 5.35 | 6.25 | 28.3% | 0.95 | 0.0265 | -0.006 | 32.5 | 0.0100 | 0.1300 | 1 | 34.5% | -0.05 | 0.0267 | -0.007 | |||
| 4.85 | 5.80 | 29.4% | 0.94 | 0.0322 | -0.007 | 33 | 0.0400 | 0.3300 | 1 | 32 | 40.0% | -0.06 | 0.0325 | -0.008 | ||
| 4.35 | 5.75 | 1 | 41.1% | 0.92 | 0.0392 | -0.008 | 33.5 | 0.0100 | 0.2000 | 899 | 32.0% | -0.08 | 0.0395 | -0.009 | ||
| 3.95 | 4.85 | 2 | 7 | 30.0% | 0.90 | 0.0475 | -0.010 | 34 | 0.0500 | 0.4000 | 62 | 35.8% | -0.10 | 0.0479 | -0.011 | |
| 3.65 | 4.20 | 1 | 3 | 28.5% | 0.88 | 0.0570 | -0.012 | 34.5 | 0.0100 | 0.4600 | 26 | 33.0% | -0.13 | 0.0575 | -0.012 | |
| 3.35 | 4.05 | 48 | 36.6% | 0.84 | 0.0672 | -0.014 | 35 | 0.2400 | 0.5200 | 7 | 124 | 35.3% | -0.16 | 0.0678 | -0.014 | |
| 2.80 | 3.35 | 4 | 1 | 28.5% | 0.81 | 0.0777 | -0.016 | 35.5 | 0.1400 | 0.6200 | 8 | 3 | 31.7% | -0.20 | 0.0784 | -0.016 |
| 2.45 | 3.10 | 12 | 31.4% | 0.76 | 0.0878 | -0.018 | 36 | 0.2500 | 0.5800 | 349 | 2 | 29.1% | -0.24 | 0.0887 | -0.018 | |
| 2.09 | 2.66 | 392 | 30.1% | 0.72 | 0.0970 | -0.019 | 36.5 | 0.3900 | 0.9100 | 102 | 40 | 31.9% | -0.29 | 0.0981 | -0.020 | |
| 1.92 | 2.30 | 375 | 444 | 31.9% | 0.66 | 0.1047 | -0.021 | 37 | 0.5200 | 1.20 | 728 | 32.8% | -0.34 | 0.1061 | -0.021 | |
| 1.54 | 1.98 | 41 | 19 | 30.6% | 0.61 | 0.1106 | -0.022 | 37.5 | 0.7500 | 1.05 | 3 | 367 | 28.9% | -0.39 | 0.1121 | -0.022 |
| 1.31 | 1.73 | 25 | 713 | 31.4% | 0.55 | 0.1140 | -0.023 | 38 | 0.9700 | 1.41 | 11 | 6 | 30.4% | -0.45 | 0.1158 | -0.023 |
| 1.12 | 1.54 | 2 | 164 | 32.6% | 0.50 | 0.1150 | -0.023 | 38.5 | 1.21 | 1.66 | 30.1% | -0.51 | 0.1171 | -0.023 | ||
| 1.00 | 1.27 | 4,017 | 16 | 33.1% | 0.44 | 0.1135 | -0.023 | 39 | 1.52 | 2.11 | 32.3% | -0.57 | 0.1158 | -0.023 | ||
| 0.5900 | 0.9800 | 31 | 52 | 29.2% | 0.39 | 0.1098 | -0.022 | 39.5 | 1.81 | 2.44 | 1 | 32.2% | -0.62 | 0.1123 | -0.022 | |
| 0.6100 | 0.8000 | 358 | 272 | 31.2% | 0.33 | 0.1041 | -0.021 | 40 | 2.15 | 2.82 | 1 | 32.7% | -0.67 | 0.1069 | -0.021 | |
| 0.2100 | 0.7000 | 5 | 31.2% | 0.25 | 0.0891 | -0.018 | 41 | 2.90 | 4.10 | 24 | 40.3% | -0.77 | 0.0922 | -0.019 | ||
| 0.2000 | 0.5700 | 150 | 34.9% | 0.18 | 0.0720 | -0.015 | 42 | 3.20 | 4.40 | -0.84 | 0.0753 | -0.015 | ||||
| 0.1300 | 2.21 | 63.5% | 0.12 | 0.0556 | -0.012 | 43 | 3.85 | 6.25 | 37.7% | -0.89 | 0.0590 | -0.012 | ||||
| 0 | 2.22 | 67.9% | 0.08 | 0.0416 | -0.009 | 44 | 4.65 | 7.45 | 42.5% | -0.94 | 0.0465 | -0.009 | ||||
| 0 | 2.19 | 73.1% | 0.06 | 0.0305 | -0.007 | 45 | 5.45 | 9.00 | 54.4% | -0.97 | 0.0398 | -0.009 | ||||
| 0 | 2.16 | 77.9% | 0.04 | 0.0224 | -0.005 | 46 | 5.90 | 10.00 | 46.0% | -0.99 | 0.0255 | -0.007 | ||||
| 0 | 2.13 | 96.4% | 0.01 | 0.0080 | -0.003 | 50 | 9.90 | 14.00 | 61.0% | -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 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.