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 ±1.9% (34.86–36.22) · ATM IV 14.9% · P/C open interest 0.15
| 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 | 0.99 | 0.0018 | -0.004 | 20 | 0 | 0.2600 | 207.5% | -0.01 | 0.0018 | -0.006 | |||||
| 10.30 | 10.80 | 0.99 | 0.0053 | -0.007 | 25 | 0 | 0.0600 | 106.6% | -0.01 | 0.0053 | -0.009 | |||||
| 8.30 | 8.80 | 0.98 | 0.0083 | -0.008 | 27 | 0 | 0.0600 | 100 | 86.1% | -0.02 | 0.0084 | -0.009 | ||||
| 7.30 | 7.80 | 0.98 | 0.0107 | -0.009 | 28 | 0 | 0.0600 | 76.2% | -0.02 | 0.0107 | -0.010 | |||||
| 6.30 | 6.80 | 0.98 | 0.0140 | -0.009 | 29 | 0 | 0.0600 | 66.6% | -0.02 | 0.0140 | -0.010 | |||||
| 5.30 | 5.80 | 0.97 | 0.0188 | -0.009 | 30 | 0 | 0.0700 | 58.6% | -0.03 | 0.0189 | -0.010 | |||||
| 4.80 | 5.30 | 0.97 | 0.0221 | -0.009 | 30.5 | 0 | 0.0700 | 53.9% | -0.03 | 0.0222 | -0.010 | |||||
| 4.30 | 4.80 | 0.97 | 0.0262 | -0.010 | 31 | 0 | 0.0700 | 23 | 49.1% | -0.03 | 0.0263 | -0.010 | ||||
| 3.80 | 4.35 | 0.96 | 0.0316 | -0.010 | 31.5 | 0 | 0.0700 | 44.4% | -0.04 | 0.0317 | -0.010 | |||||
| 3.40 | 3.75 | 0.96 | 0.0387 | -0.010 | 32 | 0 | 0.0600 | 101 | 38.6% | -0.04 | 0.0388 | -0.010 | ||||
| 2.64 | 3.25 | 10 | 10 | 0.95 | 0.0484 | -0.010 | 32.5 | 0 | 0.0400 | 1 | 31.6% | -0.05 | 0.0487 | -0.010 | ||
| 2.35 | 2.82 | 20 | 0.95 | 0.0624 | -0.009 | 33 | 0 | 0.0900 | 88 | 31.9% | -0.05 | 0.0628 | -0.010 | |||
| 1.97 | 2.27 | 0.94 | 0.0842 | -0.009 | 33.5 | 0 | 0.0900 | 108 | 26.9% | -0.06 | 0.0849 | -0.010 | ||||
| 1.37 | 1.86 | 1 | 0.92 | 0.1237 | -0.010 | 34 | 0 | 0.1200 | 41 | 23.5% | -0.08 | 0.1250 | -0.010 | |||
| 0.9300 | 1.41 | 2 | 12.0% | 0.86 | 0.2008 | -0.013 | 34.5 | 0.0600 | 0.1700 | 10 | 269 | 22.3% | -0.14 | 0.2034 | -0.013 | |
| 0.5800 | 1.02 | 8 | 592 | 17.3% | 0.75 | 0.3165 | -0.018 | 35 | 0.0500 | 0.2500 | 21 | 63 | 17.8% | -0.25 | 0.3213 | -0.018 |
| 0.1400 | 0.5500 | 2 | 178 | 11.5% | 0.57 | 0.4124 | -0.021 | 35.5 | 0.2500 | 0.4200 | 3 | 6 | 18.2% | -0.43 | 0.4192 | -0.021 |
| 0.0900 | 0.3200 | 5 | 217 | 15.5% | 0.36 | 0.4048 | -0.020 | 36 | 0.4000 | 0.7100 | 2 | 741 | 15.7% | -0.65 | 0.4110 | -0.020 |
| 0 | 0.1600 | 518 | 8,327 | 15.5% | 0.19 | 0.2920 | -0.014 | 36.5 | 0.7500 | 1.15 | 16.7% | -0.82 | 0.3058 | -0.014 | ||
| 0 | 0.0500 | 1 | 766 | 16.8% | 0.09 | 0.1691 | -0.009 | 37 | 1.27 | 1.74 | 3 | 26.4% | -0.93 | 0.1970 | -0.010 | |
| 0 | 0.0800 | 25 | 21.9% | 0.05 | 0.0924 | -0.005 | 37.5 | 1.82 | 2.13 | 20 | 29.7% | -0.98 | 0.0969 | -0.006 | ||
| 0 | 0.0700 | 107 | 25.5% | 0.03 | 0.0539 | -0.004 | 38 | 2.25 | 2.72 | 35.7% | -0.99 | 0.0327 | -0.004 | |||
| 0 | 0.0700 | 29.5% | 0.02 | 0.0353 | -0.003 | 38.5 | 2.75 | 3.25 | 42.0% | -1.00 | 0.0120 | -0.004 | ||||
| 0 | 0.0100 | 3 | 24.6% | 0.01 | 0.0256 | -0.003 | 39 | 3.25 | 3.75 | 46.8% | -1.00 | 0.0060 | -0.004 | |||
| 0 | 0.0600 | 20 | 36.1% | 0.01 | 0.0200 | -0.003 | 39.5 | 3.75 | 4.25 | 51.4% | -1.00 | 0.0036 | -0.004 | |||
| 0 | 0.0600 | 1 | 39.7% | 0.01 | 0.0163 | -0.002 | 40 | 4.25 | 4.75 | 55.9% | -1.00 | 0.0024 | -0.004 | |||
| 0 | 0.0600 | 43.2% | 0.01 | 0.0136 | -0.002 | 40.5 | 4.75 | 5.25 | 60.2% | -1.00 | 0.0018 | -0.004 | ||||
| 0 | 0.0600 | 46.6% | 0.01 | 0.0116 | -0.002 | 41 | 5.25 | 5.75 | 64.5% | -1.00 | 0.0015 | -0.004 | ||||
| 0 | 0.0600 | 20 | 53.1% | 0.01 | 0.0088 | -0.002 | 42 | 6.25 | 6.75 | 72.5% | -1.00 | 0.0011 | -0.004 | |||
| 0 | 0.0600 | 59.4% | 0.01 | 0.0070 | -0.002 | 43 | 7.25 | 7.75 | 80.2% | -1.00 | 0.0008 | -0.004 | ||||
| 0 | 0.0600 | 65.4% | 0.01 | 0.0057 | -0.002 | 44 | 8.25 | 8.75 | 87.6% | -1.00 | 0.0006 | -0.004 | ||||
| 0 | 0.0600 | 71.2% | 0.01 | 0.0047 | -0.002 | 45 | 9.25 | 9.75 | 94.7% | -1.00 | 0.0004 | -0.004 | ||||
| 0 | 0.0600 | 76.7% | 0.00 | 0.0040 | -0.002 | 46 | 10.25 | 10.75 | 101.5% | -1.00 | 0.0004 | -0.004 | ||||
| 0 | 0.2600 | 122.9% | 0.00 | 0.0023 | -0.002 | 50 | 14.25 | 14.75 | 126.5% | -1.00 | 0.0001 | -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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs