EWZ option chain iShares MSCI Brazil ETF
Cboe delayed options data · as of Oct 19, 21:55 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 ±17.3% (34.88–49.42) · ATM IV 52.8% · P/C open interest 0.22
| 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 | |
| 17.70 | 22.70 | 6 | 78.7% | 0.99 | 0.0021 | -0.000 | 22 | 0.0300 | 0.6500 | 3 | 10.8K | 103.5% | -0.01 | 0.0027 | -0.004 | |
| 17.50 | 22.50 | 20 | 128.6% | 0.99 | 0.0026 | -0.001 | 23 | 0 | 2.54 | 8,050 | 139.5% | -0.02 | 0.0033 | -0.004 | ||
| 16.55 | 21.50 | 104 | 122.0% | 0.98 | 0.0033 | -0.002 | 24 | 0.0100 | 1.00 | 7,452 | 100.5% | -0.02 | 0.0040 | -0.005 | ||
| 15.60 | 20.55 | 200 | 116.5% | 0.98 | 0.0041 | -0.002 | 25 | 0 | 1.07 | 36.4K | 95.9% | -0.03 | 0.0050 | -0.006 | ||
| 16.00 | 20.90 | 210 | 152.2% | 0.97 | 0.0051 | -0.003 | 26 | 0.0600 | 4.95 | 5 | 13.4K | 152.4% | -0.03 | 0.0061 | -0.006 | |
| 15.05 | 20.00 | 21.0K | 145.6% | 0.97 | 0.0064 | -0.005 | 27 | 0.0900 | 0.3300 | 105 | 19.9K | 67.4% | -0.04 | 0.0076 | -0.008 | |
| 14.05 | 15.25 | 1,239 | 15.3K | 79.6% | 0.96 | 0.0080 | -0.006 | 28 | 0.1300 | 4.95 | 17.3K | 136.8% | -0.05 | 0.0093 | -0.009 | |
| 13.10 | 18.00 | 1,758 | 129.9% | 0.95 | 0.0099 | -0.008 | 29 | 0.2600 | 4.95 | 13 | 38.8K | 130.5% | -0.06 | 0.0113 | -0.011 | |
| 12.20 | 16.85 | 10.7K | 121.5% | 0.93 | 0.0121 | -0.009 | 30 | 0.3400 | 0.6200 | 552 | 106.4K | 66.0% | -0.08 | 0.0136 | -0.012 | |
| 11.30 | 15.75 | 5,977 | 113.9% | 0.92 | 0.0146 | -0.012 | 31 | 0.4000 | 0.9700 | 250 | 10.2K | 67.7% | -0.09 | 0.0161 | -0.014 | |
| 10.45 | 11.00 | 3 | 80.3K | 60.5% | 0.90 | 0.0173 | -0.014 | 32 | 0.4900 | 0.7900 | 787 | 22.9K | 61.8% | -0.11 | 0.0188 | -0.016 |
| 9.30 | 10.15 | 53.9K | 54.4% | 0.88 | 0.0202 | -0.016 | 33 | 0.6900 | 0.9300 | 538 | 21.6K | 60.6% | -0.14 | 0.0217 | -0.018 | |
| 8.75 | 10.00 | 2 | 16.8K | 67.4% | 0.85 | 0.0233 | -0.018 | 34 | 0.8300 | 1.27 | 11.7K | 32.8K | 61.1% | -0.16 | 0.0247 | -0.020 |
| 7.60 | 8.50 | 53 | 29.2K | 52.5% | 0.82 | 0.0265 | -0.020 | 35 | 1.03 | 1.28 | 481 | 47.3K | 56.8% | -0.19 | 0.0278 | -0.022 |
| 7.15 | 8.55 | 14.6K | 65.4% | 0.79 | 0.0297 | -0.022 | 36 | 1.26 | 1.86 | 384 | 2,488 | 60.3% | -0.22 | 0.0309 | -0.024 | |
| 6.40 | 7.35 | 19 | 49.7K | 59.5% | 0.76 | 0.0331 | -0.024 | 37 | 1.53 | 2.29 | 279 | 19.4K | 60.6% | -0.26 | 0.0341 | -0.025 |
| 5.65 | 6.65 | 12.1K | 75.2K | 58.2% | 0.72 | 0.0364 | -0.025 | 38 | 1.83 | 2.08 | 12.1K | 47.0K | 55.0% | -0.30 | 0.0372 | -0.026 |
| 4.95 | 5.85 | 14 | 56.1K | 55.8% | 0.69 | 0.0397 | -0.026 | 39 | 2.13 | 2.58 | 206 | 20.4K | 54.2% | -0.33 | 0.0402 | -0.027 |
| 4.30 | 4.70 | 394 | 113.9K | 50.1% | 0.64 | 0.0429 | -0.027 | 40 | 2.45 | 4.20 | 267 | 33.6K | 57.8% | -0.38 | 0.0431 | -0.028 |
| 3.65 | 4.50 | 336 | 41.3K | 52.3% | 0.60 | 0.0457 | -0.027 | 41 | 2.83 | 3.65 | 219 | 10.4K | 54.4% | -0.42 | 0.0456 | -0.028 |
| 3.10 | 3.60 | 12.1K | 157.1K | 48.8% | 0.55 | 0.0481 | -0.027 | 42 | 3.15 | 4.70 | 693 | 3,773 | 56.8% | -0.47 | 0.0477 | -0.027 |
| 2.69 | 3.30 | 3,621 | 175.6K | 50.2% | 0.50 | 0.0499 | -0.027 | 43 | 3.75 | 5.35 | 579 | 15.4K | 57.6% | -0.52 | 0.0491 | -0.026 |
| 2.10 | 2.40 | 10.1K | 109.3K | 44.9% | 0.45 | 0.0509 | -0.026 | 44 | 4.30 | 5.40 | 37 | 334 | 52.9% | -0.57 | 0.0498 | -0.025 |
| 1.70 | 2.47 | 5,392 | 150.4K | 47.8% | 0.40 | 0.0510 | -0.025 | 45 | 4.80 | 6.55 | 229 | 55.6% | -0.62 | 0.0495 | -0.024 | |
| 1.28 | 1.92 | 17.4K | 356.6K | 45.1% | 0.35 | 0.0502 | -0.023 | 46 | 5.55 | 6.25 | 306 | 48.3% | -0.67 | 0.0484 | -0.022 | |
| 1.07 | 1.36 | 5,012 | 91.6K | 42.9% | 0.30 | 0.0482 | -0.021 | 47 | 5.20 | 7.70 | 45.2% | -0.72 | 0.0462 | -0.019 | ||
| 0.7900 | 1.09 | 173 | 210.7K | 41.9% | 0.25 | 0.0453 | -0.018 | 48 | 6.85 | 11.75 | 79.3% | -0.77 | 0.0432 | -0.017 | ||
| 0.5300 | 0.6800 | 27 | 96.9K | 38.5% | 0.20 | 0.0415 | -0.016 | 49 | 7.55 | 8.70 | 284 | 36 | 46.8% | -0.81 | 0.0393 | -0.014 |
| 0.4000 | 0.6900 | 828 | 462.6K | 40.3% | 0.16 | 0.0370 | -0.014 | 50 | 8.40 | 13.30 | 156 | 80.5% | -0.85 | 0.0348 | -0.012 | |
| 0.1900 | 0.3900 | 10 | 71.4K | 36.1% | 0.13 | 0.0320 | -0.011 | 51 | 8.90 | 12.95 | 294 | 68.7% | -0.88 | 0.0300 | -0.009 | |
| 0.1300 | 0.3500 | 10 | 36.2K | 37.0% | 0.10 | 0.0269 | -0.009 | 52 | 9.35 | 11.65 | 283 | 41.4% | -0.91 | 0.0250 | -0.007 | |
| 0.0800 | 0.2600 | 1 | 25.9K | 36.6% | 0.07 | 0.0218 | -0.007 | 53 | 10.30 | 15.10 | 71.4% | -0.93 | 0.0204 | -0.005 | ||
| 0.0300 | 0.2000 | 34.5K | 653 | 35.9% | 0.05 | 0.0174 | -0.005 | 54 | 11.20 | 16.05 | 73.2% | -0.95 | 0.0162 | -0.003 | ||
| 0 | 0.1600 | 32.1K | 35.6% | 0.04 | 0.0136 | -0.004 | 55 | 12.15 | 17.10 | 76.2% | -0.96 | 0.0126 | -0.002 | |||
| 0 | 0.1600 | 51 | 37.5% | 0.03 | 0.0106 | -0.003 | 56 | 12.35 | 17.30 | 61.5% | -0.97 | 0.0098 | -0.001 | |||
| 0.0100 | 0.0800 | 997 | 36.1% | 0.02 | 0.0082 | -0.002 | 57 | 12.90 | 17.85 | 49.7% | -0.98 | 0.0076 | -0.000 | |||
| 0.0100 | 0.0500 | 56 | 15.2K | 38.9% | 0.01 | 0.0045 | -0.001 | 60 | 15.95 | 20.90 | 26 | 58.8% | -0.99 | 0.0041 | 0.000 | |
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs