EWZ option chain iShares MSCI Brazil ETF
Cboe delayed options data · as of 18:34 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 ±10.3% (34.18–42.05) · ATM IV 37.6% · P/C open interest 0.23
| 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 | |
| 16.15 | 19.80 | 2 | 1.00 | 0.0004 | 0.000 | 20 | 0 | 2.13 | 47 | 171.0% | -0.00 | 0.0004 | -0.000 | |||
| 15.30 | 19.20 | 72.8% | 1.00 | 0.0006 | 0.000 | 21 | 0 | 0.5500 | 39 | 112.4% | -0.00 | 0.0006 | -0.000 | |||
| 14.50 | 18.15 | 84.5% | 1.00 | 0.0009 | 0.000 | 22 | 0 | 0.8700 | 61 | 116.8% | -0.00 | 0.0009 | -0.001 | |||
| 14.90 | 15.50 | 1.00 | 0.0013 | 0.000 | 23 | 0 | 0.0200 | 22 | 58.4% | -0.00 | 0.0013 | -0.001 | ||||
| 13.90 | 14.55 | 1.00 | 0.0019 | 0.000 | 24 | 0 | 0.0300 | 859 | 56.5% | -0.00 | 0.0019 | -0.001 | ||||
| 12.90 | 13.55 | 45 | 0.99 | 0.0027 | 0.000 | 25 | 0 | 0.0300 | 126 | 52.0% | -0.01 | 0.0027 | -0.001 | |||
| 11.95 | 12.55 | 11 | 0.99 | 0.0038 | 0.000 | 26 | 0 | 0.0400 | 34 | 49.4% | -0.01 | 0.0039 | -0.002 | |||
| 10.95 | 11.55 | 7 | 0.99 | 0.0055 | 0.000 | 27 | 0.0100 | 0.0500 | 44 | 549 | 47.6% | -0.01 | 0.0056 | -0.002 | ||
| 9.95 | 10.55 | 48 | 0.98 | 0.0078 | 0.000 | 28 | 0.0400 | 0.0600 | 1 | 3,775 | 46.8% | -0.02 | 0.0079 | -0.003 | ||
| 9.00 | 9.60 | 7 | 38.0% | 0.97 | 0.0111 | 0.000 | 29 | 0.0400 | 0.0800 | 3 | 3,626 | 43.5% | -0.03 | 0.0112 | -0.004 | |
| 8.10 | 8.60 | 108 | 40.1% | 0.96 | 0.0156 | 0.000 | 30 | 0.0700 | 0.1100 | 80 | 6,574 | 42.0% | -0.04 | 0.0158 | -0.005 | |
| 7.30 | 7.45 | 69 | 37.3% | 0.94 | 0.0216 | -0.002 | 31 | 0.1300 | 0.1600 | 105 | 5,126 | 41.3% | -0.06 | 0.0219 | -0.007 | |
| 6.35 | 6.55 | 2 | 74 | 37.2% | 0.92 | 0.0294 | -0.005 | 32 | 0.1900 | 0.2300 | 980 | 16.0K | 39.9% | -0.09 | 0.0297 | -0.009 |
| 5.30 | 5.80 | 464 | 36.6% | 0.88 | 0.0389 | -0.008 | 33 | 0.2900 | 0.3300 | 1,739 | 7,537 | 38.8% | -0.12 | 0.0392 | -0.012 | |
| 4.60 | 4.90 | 12 | 3,869 | 37.8% | 0.83 | 0.0494 | -0.011 | 34 | 0.4600 | 0.4900 | 547 | 5,786 | 38.5% | -0.17 | 0.0499 | -0.014 |
| 3.90 | 4.10 | 73 | 1,869 | 38.2% | 0.78 | 0.0599 | -0.015 | 35 | 0.6800 | 0.7100 | 517 | 9,673 | 38.1% | -0.23 | 0.0606 | -0.017 |
| 3.15 | 3.35 | 55 | 13.6K | 37.0% | 0.71 | 0.0692 | -0.018 | 36 | 0.9700 | 0.9900 | 216 | 39.2K | 37.7% | -0.30 | 0.0701 | -0.019 |
| 2.63 | 2.71 | 2,055 | 83.9K | 37.8% | 0.63 | 0.0762 | -0.020 | 37 | 1.34 | 1.38 | 72 | 2,749 | 37.7% | -0.37 | 0.0773 | -0.021 |
| 2.09 | 2.14 | 4,191 | 35.2K | 37.5% | 0.55 | 0.0800 | -0.021 | 38 | 1.80 | 1.84 | 8 | 2,929 | 37.7% | -0.45 | 0.0814 | -0.022 |
| 1.64 | 1.69 | 3,329 | 34.4K | 37.6% | 0.47 | 0.0804 | -0.022 | 39 | 2.34 | 2.39 | 2,031 | 806 | 37.7% | -0.53 | 0.0821 | -0.022 |
| 1.27 | 1.32 | 13.2K | 113.9K | 37.9% | 0.40 | 0.0776 | -0.021 | 40 | 2.97 | 3.05 | 4 | 1,164 | 38.2% | -0.61 | 0.0796 | -0.021 |
| 0.9700 | 1.02 | 3,126 | 17.4K | 38.1% | 0.33 | 0.0723 | -0.020 | 41 | 3.65 | 3.75 | 1 | 198 | 38.2% | -0.68 | 0.0746 | -0.019 |
| 0.7300 | 0.7600 | 5,079 | 29.4K | 38.1% | 0.27 | 0.0653 | -0.018 | 42 | 4.40 | 4.50 | 1 | 749 | 45.5% | -0.75 | 0.0679 | -0.017 |
| 0.5400 | 0.5700 | 2,045 | 36.3K | 38.2% | 0.21 | 0.0573 | -0.016 | 43 | 5.15 | 7.10 | 1 | 575 | 58.6% | -0.80 | 0.0602 | -0.014 |
| 0.4000 | 0.4300 | 2,579 | 21.8K | 38.6% | 0.17 | 0.0492 | -0.014 | 44 | 5.95 | 6.80 | 1 | 45.7% | -0.85 | 0.0523 | -0.011 | |
| 0.3000 | 0.3200 | 1,369 | 37.7K | 39.0% | 0.13 | 0.0412 | -0.012 | 45 | 6.55 | 7.30 | 43 | 32.7% | -0.89 | 0.0444 | -0.008 | |
| 0.2100 | 0.2400 | 16 | 29.8K | 39.2% | 0.10 | 0.0339 | -0.010 | 46 | 7.80 | 8.15 | 130 | 39.2% | -0.92 | 0.0366 | -0.006 | |
| 0.1400 | 0.1900 | 2,099 | 621 | 39.5% | 0.08 | 0.0274 | -0.008 | 47 | 8.10 | 9.90 | 43.9% | -0.95 | 0.0331 | -0.003 | ||
| 0.1000 | 0.1400 | 1 | 137 | 39.8% | 0.06 | 0.0219 | -0.007 | 48 | 8.25 | 12.00 | 53.0% | -0.97 | 0.0296 | -0.002 | ||
| 0.0600 | 0.1000 | 53 | 87 | 39.5% | 0.04 | 0.0172 | -0.005 | 49 | 8.95 | 13.00 | 48.8% | -0.99 | 0.0191 | -0.008 | ||
| 0.0500 | 0.0700 | 282 | 745 | 40.1% | 0.03 | 0.0134 | -0.004 | 50 | 10.00 | 14.00 | 53.3% | -1.00 | 0.0048 | -0.018 | ||
| 0.0300 | 0.0600 | 6 | 40.6% | 0.02 | 0.0104 | -0.003 | 51 | 11.45 | 15.00 | 66.9% | -1.00 | 0.0000 | -0.024 | |||
| 0.0100 | 0.0500 | 2 | 521 | 40.5% | 0.02 | 0.0081 | -0.003 | 52 | 12.25 | 16.00 | 65.8% | -1.00 | 0.0000 | -0.026 | ||
| 0 | 0.0400 | 336 | 40.4% | 0.01 | 0.0063 | -0.002 | 53 | 13.45 | 17.00 | 73.1% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 0.0300 | 255 | 41.0% | 0.01 | 0.0049 | -0.002 | 54 | 13.95 | 18.00 | 62.9% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 0.0300 | 19 | 42.9% | 0.01 | 0.0038 | -0.001 | 55 | 14.95 | 19.00 | 65.5% | -1.00 | 0.0000 | -0.027 | |||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs