EWZ option chain iShares MSCI Brazil ETF
Cboe delayed options data · as of 12:36 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 ±24.1% (31.75–51.91) · ATM IV 35.6% · P/C open interest 1.53
| 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 | |
| 18.55 | 23.50 | 49.3% | 0.98 | 0.0035 | 0.000 | 21 | 0 | 4.90 | 15 | 94.6% | -0.03 | 0.0038 | -0.002 | |||
| 17.50 | 22.15 | 0.97 | 0.0046 | -0.001 | 22 | 0 | 4.90 | 1 | 89.7% | -0.03 | 0.0045 | -0.002 | ||||
| 16.85 | 21.50 | 25 | 49.0% | 0.97 | 0.0058 | -0.001 | 23 | 0 | 4.90 | 195 | 85.0% | -0.04 | 0.0054 | -0.003 | ||
| 16.20 | 20.20 | 2 | 46.3% | 0.96 | 0.0071 | -0.002 | 24 | 0 | 2.45 | 22 | 62.2% | -0.05 | 0.0064 | -0.003 | ||
| 16.00 | 18.65 | 44 | 46.4% | 0.94 | 0.0084 | -0.002 | 25 | 0 | 0.9300 | 10 | 418 | 44.3% | -0.06 | 0.0074 | -0.003 | |
| 14.35 | 18.35 | 2 | 43.7% | 0.93 | 0.0097 | -0.003 | 26 | 0 | 2.59 | 146 | 56.4% | -0.07 | 0.0086 | -0.004 | ||
| 13.40 | 17.40 | 7 | 41.5% | 0.92 | 0.0110 | -0.003 | 27 | 0 | 2.68 | 958 | 53.8% | -0.08 | 0.0099 | -0.004 | ||
| 12.20 | 16.10 | 59 | 43.8% | 0.90 | 0.0123 | -0.004 | 28 | 0.0200 | 2.79 | 10 | 498 | 51.4% | -0.10 | 0.0113 | -0.005 | |
| 11.30 | 15.20 | 280 | 42.2% | 0.88 | 0.0136 | -0.004 | 29 | 0 | 2.90 | 2,113 | 48.9% | -0.11 | 0.0127 | -0.005 | ||
| 12.70 | 13.30 | 173 | 41.8% | 0.87 | 0.0149 | -0.005 | 30 | 0 | 1.45 | 9,563 | 35.9% | -0.13 | 0.0142 | -0.006 | ||
| 10.70 | 13.45 | 92 | 39.5% | 0.85 | 0.0162 | -0.005 | 31 | 0 | 3.20 | 2,739 | 44.5% | -0.15 | 0.0158 | -0.006 | ||
| 9.95 | 12.50 | 315 | 38.1% | 0.83 | 0.0175 | -0.006 | 32 | 0.8600 | 1.92 | 18 | 25.6K | 39.1% | -0.17 | 0.0174 | -0.006 | |
| 10.30 | 11.00 | 638 | 39.6% | 0.80 | 0.0189 | -0.006 | 33 | 0.2900 | 3.45 | 4,094 | 41.3% | -0.19 | 0.0190 | -0.007 | ||
| 7.50 | 12.30 | 285 | 38.8% | 0.78 | 0.0204 | -0.007 | 34 | 0 | 4.90 | 396 | 43.9% | -0.21 | 0.0207 | -0.007 | ||
| 8.90 | 9.60 | 90 | 38.8% | 0.76 | 0.0218 | -0.007 | 35 | 1.97 | 2.42 | 478 | 38.3% | -0.23 | 0.0223 | -0.008 | ||
| 7.10 | 9.75 | 336 | 37.0% | 0.73 | 0.0232 | -0.007 | 36 | 0.0500 | 4.95 | 7,741 | 37.9% | -0.26 | 0.0240 | -0.008 | ||
| 7.60 | 8.30 | 3,138 | 38.0% | 0.71 | 0.0246 | -0.008 | 37 | 1.60 | 4.95 | 848 | 41.1% | -0.29 | 0.0255 | -0.008 | ||
| 4.80 | 9.50 | 284 | 36.1% | 0.68 | 0.0260 | -0.008 | 38 | 1.82 | 4.55 | 25.5K | 37.0% | -0.32 | 0.0270 | -0.009 | ||
| 4.10 | 8.85 | 145 | 35.0% | 0.65 | 0.0272 | -0.008 | 39 | 1.16 | 6.00 | 6,356 | 36.6% | -0.34 | 0.0284 | -0.009 | ||
| 5.90 | 6.50 | 3,411 | 36.8% | 0.62 | 0.0283 | -0.008 | 40 | 1.58 | 6.45 | 344 | 36.3% | -0.37 | 0.0297 | -0.009 | ||
| 3.10 | 8.00 | 179 | 35.5% | 0.59 | 0.0292 | -0.009 | 41 | 2.15 | 6.90 | 133 | 36.4% | -0.41 | 0.0308 | -0.009 | ||
| 4.90 | 5.50 | 1,503 | 36.2% | 0.56 | 0.0300 | -0.009 | 42 | 2.52 | 7.25 | 82 | 35.1% | -0.44 | 0.0318 | -0.009 | ||
| 2.25 | 7.00 | 103 | 35.0% | 0.53 | 0.0305 | -0.009 | 43 | 3.20 | 7.95 | 4,319 | 36.0% | -0.47 | 0.0325 | -0.009 | ||
| 2.80 | 5.55 | 7,886 | 34.6% | 0.50 | 0.0308 | -0.009 | 44 | 4.70 | 7.50 | 174 | 35.5% | -0.50 | 0.0331 | -0.009 | ||
| 3.05 | 4.40 | 18 | 27.2K | 34.0% | 0.47 | 0.0310 | -0.009 | 45 | 5.30 | 8.75 | 37.6% | -0.53 | 0.0334 | -0.009 | ||
| 1.47 | 4.80 | 167 | 32.2% | 0.45 | 0.0310 | -0.009 | 46 | 5.75 | 8.70 | 10 | 34.4% | -0.56 | 0.0336 | -0.009 | ||
| 0.7300 | 5.50 | 360 | 34.2% | 0.42 | 0.0308 | -0.009 | 47 | 5.65 | 10.35 | 3 | 35.1% | -0.60 | 0.0336 | -0.009 | ||
| 0.5000 | 4.95 | 168 | 33.5% | 0.39 | 0.0304 | -0.008 | 48 | 6.25 | 10.85 | 33.9% | -0.63 | 0.0334 | -0.009 | |||
| 1.22 | 3.85 | 954 | 34.0% | 0.36 | 0.0298 | -0.008 | 49 | 7.30 | 12.00 | 36.7% | -0.65 | 0.0330 | -0.009 | |||
| 2.18 | 2.60 | 10.3K | 34.7% | 0.34 | 0.0292 | -0.008 | 50 | 8.05 | 12.50 | 3 | 35.7% | -0.68 | 0.0324 | -0.008 | ||
| 0 | 4.90 | 447 | 36.9% | 0.31 | 0.0284 | -0.008 | 51 | 8.70 | 13.50 | 36.1% | -0.71 | 0.0316 | -0.008 | |||
| 0 | 4.90 | 204 | 38.6% | 0.29 | 0.0275 | -0.007 | 52 | 9.20 | 14.00 | 1 | 33.5% | -0.74 | 0.0307 | -0.008 | ||
| 0 | 4.90 | 158 | 40.2% | 0.27 | 0.0266 | -0.007 | 53 | 10.05 | 14.90 | 34.0% | -0.76 | 0.0297 | -0.007 | |||
| 0 | 4.90 | 546 | 41.7% | 0.25 | 0.0255 | -0.007 | 54 | 11.40 | 16.00 | 37.7% | -0.78 | 0.0285 | -0.007 | |||
| 0.1000 | 2.15 | 569 | 31.5% | 0.23 | 0.0245 | -0.007 | 55 | 11.55 | 16.50 | 2 | 32.3% | -0.81 | 0.0272 | -0.006 | ||
| 0 | 2.60 | 849 | 39.4% | 0.15 | 0.0189 | -0.005 | 60 | 16.50 | 21.10 | 36.0% | -0.89 | 0.0198 | -0.004 | |||
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 — Jul 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs