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 ±18.3% (31.14–45.05) · ATM IV 39.9% · P/C open interest 0.20
| 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 | |
| 13.40 | 17.60 | 57.5% | 0.97 | 0.0051 | 0.000 | 23 | 0 | 2.20 | 4 | 85.3% | -0.03 | 0.0062 | -0.003 | |||
| 12.45 | 16.65 | 4 | 55.5% | 0.97 | 0.0064 | 0.000 | 24 | 0 | 2.24 | 1 | 80.3% | -0.04 | 0.0077 | -0.004 | ||
| 11.50 | 15.70 | 53.1% | 0.96 | 0.0080 | 0.000 | 25 | 0 | 2.30 | 1 | 75.8% | -0.05 | 0.0094 | -0.004 | |||
| 10.55 | 14.75 | 50.6% | 0.95 | 0.0100 | -0.000 | 26 | 0 | 2.37 | 253 | 71.4% | -0.06 | 0.0115 | -0.005 | |||
| 9.65 | 13.85 | 49.8% | 0.94 | 0.0124 | -0.001 | 27 | 0 | 2.47 | 50 | 67.4% | -0.07 | 0.0140 | -0.005 | |||
| 8.75 | 12.95 | 3 | 48.4% | 0.92 | 0.0153 | -0.002 | 28 | 0 | 2.58 | 2 | 63.5% | -0.09 | 0.0169 | -0.006 | ||
| 7.90 | 12.05 | 1 | 47.2% | 0.90 | 0.0185 | -0.003 | 29 | 0 | 2.70 | 1 | 59.8% | -0.11 | 0.0202 | -0.007 | ||
| 7.05 | 11.20 | 12 | 46.2% | 0.88 | 0.0222 | -0.005 | 30 | 0 | 2.89 | 10 | 56.6% | -0.13 | 0.0237 | -0.008 | ||
| 6.20 | 10.35 | 44.7% | 0.85 | 0.0261 | -0.006 | 31 | 0 | 3.10 | 3 | 53.5% | -0.16 | 0.0275 | -0.009 | |||
| 5.90 | 9.05 | 15 | 43.7% | 0.82 | 0.0301 | -0.007 | 32 | 0.5000 | 1.73 | 15 | 41.6% | -0.19 | 0.0313 | -0.010 | ||
| 5.15 | 8.10 | 11 | 41.4% | 0.79 | 0.0340 | -0.009 | 33 | 0.0100 | 3.55 | 5 | 17 | 47.2% | -0.23 | 0.0349 | -0.011 | |
| 4.25 | 7.35 | 3 | 39.3% | 0.75 | 0.0378 | -0.010 | 34 | 1.24 | 2.31 | 4 | 26 | 42.1% | -0.27 | 0.0383 | -0.011 | |
| 4.65 | 5.95 | 10 | 100 | 41.3% | 0.70 | 0.0411 | -0.011 | 35 | 0.7300 | 3.70 | 4 | 42.9% | -0.31 | 0.0413 | -0.012 | |
| 4.25 | 4.60 | 22 | 156 | 37.5% | 0.66 | 0.0438 | -0.012 | 36 | 1.05 | 3.85 | 260 | 40.5% | -0.36 | 0.0438 | -0.013 | |
| 2.56 | 5.40 | 14 | 38.8% | 0.61 | 0.0459 | -0.013 | 37 | 1.45 | 4.25 | 4 | 39.6% | -0.40 | 0.0456 | -0.013 | ||
| 2.10 | 4.95 | 20 | 93 | 39.3% | 0.56 | 0.0474 | -0.013 | 38 | 1.81 | 5.05 | 40.5% | -0.45 | 0.0468 | -0.013 | ||
| 2.76 | 3.30 | 12 | 101 | 38.7% | 0.52 | 0.0481 | -0.013 | 39 | 2.66 | 5.45 | 41.2% | -0.50 | 0.0473 | -0.013 | ||
| 1.92 | 2.82 | 8 | 384 | 39.2% | 0.47 | 0.0481 | -0.013 | 40 | 3.20 | 6.55 | 43.8% | -0.54 | 0.0471 | -0.013 | ||
| 0.8700 | 3.85 | 36 | 39.8% | 0.43 | 0.0475 | -0.013 | 41 | 3.50 | 7.00 | 40.7% | -0.59 | 0.0464 | -0.012 | |||
| 1.03 | 2.72 | 7 | 101 | 37.8% | 0.38 | 0.0463 | -0.013 | 42 | 4.45 | 7.65 | 42.2% | -0.63 | 0.0452 | -0.011 | ||
| 0.3400 | 2.50 | 13 | 35.5% | 0.34 | 0.0446 | -0.012 | 43 | 5.20 | 8.35 | 42.4% | -0.67 | 0.0434 | -0.011 | |||
| 0 | 2.00 | 8 | 32.8% | 0.30 | 0.0425 | -0.012 | 44 | 5.50 | 9.60 | 42.8% | -0.71 | 0.0413 | -0.010 | |||
| 0.9500 | 1.66 | 174 | 40.0% | 0.27 | 0.0400 | -0.011 | 45 | 6.25 | 10.40 | 42.9% | -0.74 | 0.0389 | -0.009 | |||
| 0 | 3.20 | 3 | 46.8% | 0.23 | 0.0374 | -0.010 | 46 | 7.35 | 11.15 | 44.8% | -0.77 | 0.0363 | -0.007 | |||
| 0 | 1.11 | 1 | 33.2% | 0.20 | 0.0345 | -0.009 | 47 | 7.80 | 11.95 | 42.1% | -0.80 | 0.0335 | -0.006 | |||
| 0 | 2.84 | 6 | 49.5% | 0.18 | 0.0317 | -0.009 | 48 | 8.65 | 12.80 | 42.2% | -0.83 | 0.0307 | -0.005 | |||
| 0.0100 | 2.69 | 1 | 50.9% | 0.15 | 0.0287 | -0.008 | 49 | 9.95 | 13.65 | 46.0% | -0.85 | 0.0278 | -0.004 | |||
| 0.0100 | 1.10 | 2,045 | 39.5% | 0.13 | 0.0259 | -0.007 | 50 | 10.70 | 14.50 | 44.9% | -0.87 | 0.0251 | -0.003 | |||
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 31, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.