FXI option chain iShares China Large-Cap ETF

Expiration Cboe delayed options data · as of 03:34 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 ±3.8% (34.20–36.88) · ATM IV 17.2% · P/C open interest 0.03

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
13.45	17.60				0.99	0.0021	-0.002	20	0	0.4600			145.6%	-0.01	0.0022	-0.003
8.75	12.70			69.5%	0.98	0.0062	-0.004	25	0	0.0600			67.0%	-0.01	0.0062	-0.005
7.05	10.70			75.7%	0.98	0.0098	-0.004	27	0	0.0700			55.4%	-0.02	0.0098	-0.005
6.75	8.50				0.98	0.0125	-0.004	28	0	0.0800			50.2%	-0.02	0.0126	-0.005
5.70	7.60				0.97	0.0163	-0.005	29	0	0.1200			47.2%	-0.03	0.0164	-0.005
5.35	5.90				0.97	0.0217	-0.005	30	0	0.0900		4	38.6%	-0.03	0.0218	-0.006
4.85	5.40				0.96	0.0254	-0.005	30.5	0	0.1000			36.2%	-0.04	0.0255	-0.006
4.35	4.95		2		0.96	0.0300	-0.005	31	0	0.1000			33.1%	-0.04	0.0302	-0.006
3.90	4.40		3		0.95	0.0359	-0.005	31.5	0	0.1100		1	30.6%	-0.05	0.0362	-0.006
3.40	3.95		3		0.95	0.0440	-0.005	32	0	0.1200		2	28.0%	-0.05	0.0444	-0.006
2.65	3.35	10	2		0.94	0.0556	-0.006	32.5	0.0200	0.1400		2	26.5%	-0.06	0.0562	-0.006
2.45	2.95		3		0.92	0.0732	-0.006	33	0.0300	0.1700		1	24.6%	-0.08	0.0740	-0.007
2.00	2.48		1	15.5%	0.89	0.0993	-0.008	33.5	0.0300	0.2400		61	23.0%	-0.11	0.1006	-0.008
1.55	2.04		1	16.5%	0.84	0.1344	-0.009	34	0.1100	0.3000		21	22.3%	-0.16	0.1364	-0.010
1.31	1.68		4	20.9%	0.77	0.1750	-0.011	34.5	0.1900	0.3100		9	19.7%	-0.24	0.1780	-0.012
0.7700	1.25	24	1,047	16.5%	0.67	0.2132	-0.013	35	0.1700	0.5300	5	101	18.1%	-0.33	0.2176	-0.013
0.6200	0.9600	20	19	16.4%	0.56	0.2386	-0.014	35.5	0.3500	0.7400		8	18.0%	-0.45	0.2446	-0.015
0.4500	0.6400	6	14	18.9%	0.44	0.2424	-0.014	36	0.6500	0.9800		192	18.2%	-0.57	0.2505	-0.014
0.2400	0.3800	20	3,432	17.3%	0.33	0.2226	-0.013	36.5	1.03	1.36		26	20.0%	-0.69	0.2324	-0.013
0	0.3200	4	9,874	16.3%	0.23	0.1856	-0.011	37	1.39	1.75			20.2%	-0.79	0.1959	-0.011
0.0800	0.3200		128	21.6%	0.15	0.1429	-0.008	37.5	1.80	2.28			22.9%	-0.87	0.1565	-0.009
0	0.1500		17	18.7%	0.11	0.1058	-0.007	38	2.07	2.75			19.2%	-0.92	0.1223	-0.008
0	0.1100		1	20.0%	0.08	0.0790	-0.006	38.5	2.55	3.25			21.1%	-0.96	0.1033	-0.007
0	0.1300		9	23.5%	0.06	0.0611	-0.005	39	3.20	3.75			29.6%	-0.97	0.0805	-0.006
0	0.0800		14	23.5%	0.05	0.0492	-0.005	39.5	3.20	4.65			28.9%	-0.98	0.0592	-0.006
0	0.0800		195	25.9%	0.05	0.0409	-0.005	40	3.45	5.40			31.5%	-0.99	0.0463	-0.006
0	0.0700			27.5%	0.04	0.0349	-0.005	40.5	4.30	5.80			42.7%	-0.99	0.0377	-0.005
0	0.0700			29.6%	0.04	0.0304	-0.005	41	4.60	6.15				-0.99	0.0318	-0.005
0	0.0700			33.8%	0.03	0.0239	-0.005	42	5.40	7.45			41.3%	-0.99	0.0239	-0.005
0	0.0600			36.9%	0.03	0.0195	-0.005	43	6.80	7.95				-0.99	0.0187	-0.004
0	0.1200			45.5%	0.03	0.0163	-0.005	44	7.40	9.35				-0.99	0.0151	-0.004
0	0.1200			49.5%	0.02	0.0139	-0.005	45	8.80	10.15			59.9%	-1.00	0.0124	-0.004
0	0.0600			60.7%	0.02	0.0076	-0.004	50	13.15	15.35				-1.00	0.0042	-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 25, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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FXI option chain iShares China Large-Cap ETF

Volatility smile — Sep 25, 2026

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