EWZ option chain iShares MSCI Brazil ETF
Cboe delayed options data · as of 15:34 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 ±17.2% (31.66–44.86) · ATM IV 39.7% · P/C open interest 0.38
| 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 | |
| 18.15 | 18.80 | 23 | 65.5% | 0.99 | 0.0014 | 0.000 | 20 | 0.0200 | 0.0400 | 1,385 | 52.7% | -0.01 | 0.0019 | -0.001 | ||
| 17.20 | 17.85 | 5 | 64.6% | 0.99 | 0.0020 | 0.000 | 21 | 0.0300 | 0.0400 | 1 | 10.0K | 50.1% | -0.01 | 0.0026 | -0.001 | |
| 16.20 | 16.85 | 6 | 59.2% | 0.99 | 0.0027 | 0.000 | 22 | 0.0300 | 0.0600 | 10.8K | 48.2% | -0.01 | 0.0034 | -0.002 | ||
| 15.25 | 15.85 | 20 | 56.1% | 0.98 | 0.0036 | 0.000 | 23 | 0.0500 | 0.0800 | 420 | 8,025 | 47.3% | -0.02 | 0.0045 | -0.002 | |
| 14.25 | 14.90 | 104 | 53.0% | 0.98 | 0.0049 | 0.000 | 24 | 0.0700 | 0.1000 | 8,602 | 45.8% | -0.02 | 0.0059 | -0.002 | ||
| 13.45 | 13.90 | 167 | 54.0% | 0.97 | 0.0064 | 0.000 | 25 | 0.1100 | 0.1200 | 92 | 36.7K | 44.6% | -0.03 | 0.0077 | -0.003 | |
| 12.40 | 12.95 | 202 | 49.4% | 0.96 | 0.0084 | 0.000 | 26 | 0.1400 | 0.1700 | 14.1K | 43.5% | -0.04 | 0.0098 | -0.004 | ||
| 11.65 | 12.00 | 2 | 21.0K | 51.0% | 0.95 | 0.0109 | -0.001 | 27 | 0.2000 | 0.2300 | 20.5K | 42.9% | -0.05 | 0.0125 | -0.004 | |
| 10.75 | 11.05 | 100 | 15.5K | 48.9% | 0.94 | 0.0139 | -0.002 | 28 | 0.2700 | 0.3000 | 6,459 | 41.9% | -0.07 | 0.0156 | -0.005 | |
| 9.70 | 10.15 | 1,758 | 45.2% | 0.92 | 0.0174 | -0.003 | 29 | 0.3700 | 0.4000 | 38.7K | 41.4% | -0.09 | 0.0192 | -0.006 | ||
| 8.90 | 9.15 | 1 | 7,252 | 43.5% | 0.90 | 0.0213 | -0.004 | 30 | 0.5000 | 0.5300 | 818 | 97.5K | 41.0% | -0.12 | 0.0232 | -0.007 |
| 8.05 | 8.35 | 5,985 | 43.1% | 0.87 | 0.0255 | -0.006 | 31 | 0.6500 | 0.7000 | 2 | 7,277 | 40.5% | -0.15 | 0.0274 | -0.009 | |
| 7.25 | 7.45 | 2 | 80.5K | 41.6% | 0.84 | 0.0299 | -0.007 | 32 | 0.8700 | 0.9100 | 19.8K | 40.4% | -0.18 | 0.0317 | -0.010 | |
| 6.50 | 6.70 | 53.9K | 41.4% | 0.80 | 0.0342 | -0.009 | 33 | 1.12 | 1.17 | 22.6K | 40.3% | -0.22 | 0.0358 | -0.011 | ||
| 5.65 | 5.90 | 17.4K | 39.4% | 0.76 | 0.0383 | -0.010 | 34 | 1.42 | 1.47 | 485 | 25.1K | 40.2% | -0.26 | 0.0396 | -0.012 | |
| 5.15 | 5.25 | 17 | 29.1K | 40.6% | 0.71 | 0.0419 | -0.012 | 35 | 1.74 | 1.83 | 9 | 35.8K | 40.0% | -0.30 | 0.0429 | -0.013 |
| 4.45 | 4.60 | 100 | 14.7K | 39.6% | 0.67 | 0.0449 | -0.013 | 36 | 2.14 | 2.24 | 1,637 | 40.1% | -0.35 | 0.0455 | -0.013 | |
| 3.90 | 4.00 | 507 | 48.5K | 39.4% | 0.62 | 0.0472 | -0.013 | 37 | 2.59 | 2.68 | 2 | 21.4K | 40.0% | -0.40 | 0.0475 | -0.014 |
| 3.40 | 3.50 | 432 | 96.6K | 39.5% | 0.57 | 0.0488 | -0.014 | 38 | 3.10 | 3.20 | 244 | 17.4K | 40.0% | -0.45 | 0.0487 | -0.014 |
| 2.94 | 2.99 | 33 | 23.6K | 39.2% | 0.52 | 0.0496 | -0.014 | 39 | 3.65 | 3.80 | 5 | 426 | 40.2% | -0.50 | 0.0491 | -0.014 |
| 2.53 | 2.58 | 110 | 97.7K | 39.1% | 0.47 | 0.0495 | -0.015 | 40 | 4.30 | 4.40 | 2,849 | 40.6% | -0.54 | 0.0489 | -0.014 | |
| 2.17 | 2.23 | 10 | 7,886 | 39.2% | 0.43 | 0.0489 | -0.014 | 41 | 4.20 | 6.90 | 1,039 | 47.6% | -0.59 | 0.0480 | -0.013 | |
| 1.85 | 1.90 | 7,000 | 84.4K | 39.2% | 0.38 | 0.0476 | -0.014 | 42 | 5.45 | 5.80 | 899 | 40.0% | -0.63 | 0.0465 | -0.013 | |
| 1.57 | 1.61 | 2,705 | 13.2K | 39.1% | 0.34 | 0.0457 | -0.013 | 43 | 6.15 | 6.50 | 7,147 | 51.6% | -0.67 | 0.0445 | -0.012 | |
| 1.32 | 1.38 | 70 | 7,275 | 39.1% | 0.30 | 0.0435 | -0.013 | 44 | 5.10 | 9.05 | 43 | 39.7% | -0.71 | 0.0422 | -0.011 | |
| 1.11 | 1.15 | 451 | 92.1K | 39.1% | 0.26 | 0.0409 | -0.012 | 45 | 6.65 | 9.85 | 171 | 45.5% | -0.74 | 0.0395 | -0.010 | |
| 0.9300 | 0.9800 | 54.8K | 117.6K | 39.2% | 0.23 | 0.0381 | -0.011 | 46 | 6.75 | 10.65 | 5 | 40.1% | -0.78 | 0.0367 | -0.009 | |
| 0.7900 | 0.8200 | 1 | 94.1K | 39.3% | 0.20 | 0.0351 | -0.010 | 47 | 7.55 | 11.50 | 39.9% | -0.81 | 0.0338 | -0.007 | ||
| 0.6400 | 0.6900 | 2,455 | 39.2% | 0.17 | 0.0321 | -0.009 | 48 | 8.40 | 12.60 | 42.2% | -0.83 | 0.0308 | -0.006 | |||
| 0.5200 | 0.5600 | 93 | 70.9K | 38.9% | 0.15 | 0.0291 | -0.009 | 49 | 9.30 | 13.50 | 42.8% | -0.85 | 0.0279 | -0.005 | ||
| 0.4500 | 0.4700 | 55.6K | 75.5K | 39.3% | 0.13 | 0.0262 | -0.008 | 50 | 12.00 | 12.45 | 36 | 100 | 41.6% | -0.87 | 0.0251 | -0.004 |
| 0.3600 | 0.3900 | 36.9K | 39.1% | 0.11 | 0.0234 | -0.007 | 51 | 11.10 | 15.25 | 12 | 42.7% | -0.89 | 0.0225 | -0.003 | ||
| 0.2700 | 0.3200 | 24.9K | 38.7% | 0.09 | 0.0208 | -0.006 | 52 | 12.05 | 16.20 | 43.8% | -0.91 | 0.0203 | -0.002 | |||
| 0.2200 | 0.2600 | 1,215 | 38.7% | 0.08 | 0.0183 | -0.005 | 53 | 12.95 | 17.05 | 42.5% | -0.92 | 0.0187 | -0.001 | |||
| 0.1700 | 0.2100 | 404 | 38.5% | 0.07 | 0.0160 | -0.005 | 54 | 13.90 | 17.90 | 41.4% | -0.94 | 0.0178 | -0.001 | |||
| 0.1300 | 0.1800 | 1,630 | 38.5% | 0.06 | 0.0140 | -0.004 | 55 | 14.90 | 19.00 | 45.1% | -0.95 | 0.0169 | -0.000 | |||
| 0.1100 | 0.1400 | 49 | 38.5% | 0.05 | 0.0121 | -0.004 | 56 | 15.85 | 19.95 | 45.4% | -0.97 | 0.0187 | 0.000 | |||
| 0.0900 | 0.1200 | 997 | 38.8% | 0.04 | 0.0104 | -0.003 | 57 | 16.80 | 20.90 | 45.4% | -0.98 | 0.0214 | 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