iShares China Large-Cap ETF (FXI · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 06:37 UTC · Figures derived from the full chain (1,386 contracts, 23 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±5.4% (range 32.02–35.66) by Nov 20, 2026. ATM straddle: 1.82 @ strike 34 · ATM IV: 21.6%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 30.46 | -10% | 94.7% | 5.3% |
| 32.15 | -5% | 77.9% | 22.1% |
| 33.84 | +0% | 48.7% | 51.3% |
| 35.53 | +5% | 21.4% | 78.6% |
| 37.22 | +10% | 6.4% | 93.6% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±2.5% | 21.7% | 44.5K |
| Oct 30, 2026 | 11 | ±5.4% | 33.1% | 29.6K |
| Nov 06, 2026 | 18 | ±4.7% | 24.5% | 4,991 |
| Nov 13, 2026 | 25 | ±4.3% | 19.2% | 2,051 |
| Nov 20, 2026 | 32 | ±5.4% | 21.6% | 336.0K |
| Nov 27, 2026 | 39 | ±5.4% | 19.8% | 266 |
| Dec 18, 2026 | 60 | ±10.7% | 30.9% | 962.8K |
| Dec 31, 2026 | 73 | ±15.9% | 43.2% | 17.1K |
| Jan 15, 2027 | 88 | ±10.1% | 24.9% | 660.0K |
| Feb 19, 2027 | 123 | ±15.4% | 32.7% | 59.3K |
| Mar 19, 2027 | 151 | ±9.2% | 17.0% | 327.8K |
| Mar 31, 2027 | 163 | ±15.6% | 28.9% | 892 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 35 P · 113.1K35 C · 110.1K31 P · 103.4K34 P · 96.8K38 C · 84.6K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 111 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 61.3% of the time.
About iShares China Large-Cap ETF
The iShares China Large-Cap ETF aims to mirror the performance of an index consisting of major Chinese companies whose shares are traded on the Hong Kong Stock Exchange.
ETF · Asset Management - Global · AMEX · Profile: Financial Modeling Prep
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