FXI option chain iShares China Large-Cap ETF
Cboe delayed options data · as of 00:34 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 ±1.1% (35.15–35.93) · ATM IV 17.7% · P/C open interest 1.90
| 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 | |
| 15.25 | 15.80 | 1 | 1.00 | 0.0017 | -0.011 | 20 | 0 | 0.2500 | 435.7% | -0.00 | 0.0017 | -0.012 | ||||
| 10.25 | 10.80 | 1 | 0.99 | 0.0048 | -0.018 | 25 | 0 | 0.1500 | 260.8% | -0.01 | 0.0048 | -0.019 | ||||
| 8.25 | 8.80 | 2 | 0.99 | 0.0076 | -0.021 | 27 | 0 | 0.2600 | 236.1% | -0.01 | 0.0076 | -0.021 | ||||
| 7.25 | 7.80 | 2 | 0.98 | 0.0098 | -0.022 | 28 | 0 | 0.2200 | 203.2% | -0.02 | 0.0098 | -0.023 | ||||
| 6.25 | 6.80 | 0.98 | 0.0129 | -0.023 | 29 | 0 | 0.2600 | 185.6% | -0.02 | 0.0129 | -0.024 | |||||
| 5.80 | 6.30 | 2 | 0.98 | 0.0149 | -0.024 | 29.5 | 0 | 0.0600 | 130.6% | -0.02 | 0.0149 | -0.025 | ||||
| 5.25 | 5.80 | 2 | 0.98 | 0.0174 | -0.025 | 30 | 0 | 0.0600 | 12 | 120.6% | -0.02 | 0.0174 | -0.025 | |||
| 4.75 | 5.30 | 1 | 0.97 | 0.0205 | -0.025 | 30.5 | 0 | 0.0600 | 110.7% | -0.03 | 0.0205 | -0.026 | ||||
| 4.25 | 4.80 | 0.97 | 0.0244 | -0.026 | 31 | 0 | 0.0600 | 100.9% | -0.03 | 0.0244 | -0.027 | |||||
| 3.75 | 4.30 | 7 | 0.97 | 0.0295 | -0.027 | 31.5 | 0 | 0.0600 | 91.1% | -0.03 | 0.0295 | -0.027 | ||||
| 3.05 | 3.75 | 10 | 3 | 0.96 | 0.0363 | -0.027 | 32 | 0 | 0.0600 | 6 | 81.3% | -0.04 | 0.0363 | -0.028 | ||
| 2.93 | 3.20 | 10 | 3 | 0.96 | 0.0457 | -0.028 | 32.5 | 0 | 0.0700 | 73.7% | -0.04 | 0.0457 | -0.028 | |||
| 2.30 | 2.78 | 2 | 0.95 | 0.0593 | -0.028 | 33 | 0 | 0.0700 | 5 | 63.6% | -0.05 | 0.0593 | -0.028 | |||
| 1.86 | 2.36 | 1 | 7 | 0.94 | 0.0803 | -0.028 | 33.5 | 0 | 0.0700 | 1,251 | 53.5% | -0.06 | 0.0803 | -0.029 | ||
| 1.44 | 1.69 | 11 | 75 | 0.93 | 0.1158 | -0.028 | 34 | 0 | 0.2000 | 868 | 57.2% | -0.07 | 0.1160 | -0.029 | ||
| 0.9500 | 1.20 | 1 | 61 | 0.91 | 0.1857 | -0.028 | 34.5 | 0.0100 | 0.0800 | 5 | 15.6K | 34.7% | -0.09 | 0.1864 | -0.028 | |
| 0.4900 | 0.8100 | 104 | 682 | 16.8% | 0.86 | 0.3719 | -0.030 | 35 | 0.0200 | 0.0700 | 2,287 | 166 | 23.0% | -0.14 | 0.3754 | -0.030 |
| 0.0600 | 0.3700 | 170 | 891 | 13.0% | 0.61 | 0.7720 | -0.054 | 35.5 | 0.0900 | 0.2600 | 4 | 77 | 22.4% | -0.40 | 0.7924 | -0.056 |
| 0.0400 | 0.0600 | 44 | 1,073 | 16.5% | 0.23 | 0.6256 | -0.038 | 36 | 0.3800 | 0.6300 | 42 | 26.6% | -0.79 | 0.6382 | -0.039 | |
| 0 | 0.0200 | 23 | 1,671 | 19.3% | 0.06 | 0.2138 | -0.011 | 36.5 | 0.7100 | 1.10 | 29 | 24.8% | -0.96 | 0.2076 | -0.010 | |
| 0 | 0.0300 | 25 | 123 | 29.9% | 0.03 | 0.0930 | -0.007 | 37 | 1.32 | 1.61 | 47.4% | -0.98 | 0.0824 | -0.007 | ||
| 0 | 0.0200 | 32 | 35.8% | 0.02 | 0.0577 | -0.006 | 37.5 | 1.62 | 2.17 | 3 | 1 | 39.3% | -0.99 | 0.0505 | -0.007 | |
| 0 | 0.0100 | 4,767 | 39.2% | 0.02 | 0.0406 | -0.006 | 38 | 2.30 | 2.71 | 3 | 76.4% | -0.99 | 0.0354 | -0.007 | ||
| 0 | 0.0500 | 36 | 59.0% | 0.02 | 0.0304 | -0.006 | 38.5 | 2.74 | 3.25 | 84.9% | -0.99 | 0.0266 | -0.007 | |||
| 0 | 0.0300 | 18 | 61.4% | 0.01 | 0.0238 | -0.006 | 39 | 3.20 | 3.70 | 1 | 84.1% | -0.99 | 0.0208 | -0.007 | ||
| 0 | 0.0600 | 4 | 76.9% | 0.01 | 0.0193 | -0.006 | 39.5 | 3.70 | 4.25 | 1 | 99.5% | -0.99 | 0.0168 | -0.007 | ||
| 0 | 0.0600 | 8 | 84.5% | 0.01 | 0.0160 | -0.006 | 40 | 4.20 | 4.75 | 108.5% | -0.99 | 0.0139 | -0.007 | |||
| 0 | 0.0600 | 99.0% | 0.01 | 0.0116 | -0.006 | 41 | 5.20 | 5.75 | 125.5% | -0.99 | 0.0101 | -0.006 | ||||
| 0 | 0.0600 | 112.9% | 0.01 | 0.0089 | -0.006 | 42 | 6.20 | 6.75 | 141.6% | -1.00 | 0.0076 | -0.006 | ||||
| 0 | 0.6800 | 210.5% | 0.01 | 0.0071 | -0.005 | 43 | 7.20 | 7.75 | 157.0% | -1.00 | 0.0060 | -0.006 | ||||
| 0 | 0.7200 | 231.7% | 0.01 | 0.0058 | -0.005 | 44 | 8.20 | 8.75 | 171.7% | -1.00 | 0.0049 | -0.006 | ||||
| 0 | 0.6600 | 242.8% | 0.01 | 0.0048 | -0.005 | 45 | 9.20 | 9.75 | 185.9% | -1.00 | 0.0040 | -0.006 | ||||
| 0 | 0.2600 | 209.1% | 0.00 | 0.0041 | -0.005 | 46 | 10.20 | 10.75 | 199.5% | -1.00 | 0.0034 | -0.006 | ||||
| 0 | 0.6600 | 316.9% | 0.00 | 0.0024 | -0.004 | 50 | 14.20 | 14.75 | 249.6% | -1.00 | 0.0019 | -0.006 | ||||
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs