FXI option chain iShares China Large-Cap ETF
Cboe delayed options data · as of 18:34 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 ±4.5% (33.52–36.67) · ATM IV 18.7% · P/C open interest 2.45
| 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 | |
| 9.80 | 11.85 | 78.1% | 0.99 | 0.0061 | -0.002 | 25 | 0 | 0.2700 | 858 | 78.5% | -0.01 | 0.0061 | -0.004 | |||
| 4.80 | 6.50 | 17 | 0.97 | 0.0214 | -0.004 | 30 | 0 | 0.1000 | 363 | 35.8% | -0.03 | 0.0215 | -0.004 | |||
| 4.40 | 4.90 | 44 | 0.96 | 0.0298 | -0.004 | 31 | 0.0100 | 0.0600 | 1,615 | 28.2% | -0.04 | 0.0300 | -0.005 | |||
| 3.45 | 3.90 | 0.94 | 0.0450 | -0.005 | 32 | 0 | 0.1000 | 429 | 24.5% | -0.06 | 0.0453 | -0.005 | ||||
| 2.60 | 2.92 | 3 | 17.9% | 0.90 | 0.0765 | -0.006 | 33 | 0.0500 | 0.1800 | 730 | 23.2% | -0.10 | 0.0771 | -0.007 | ||
| 1.63 | 2.01 | 117 | 15.7% | 0.82 | 0.1316 | -0.009 | 34 | 0.1500 | 0.3600 | 558 | 11.5K | 22.2% | -0.18 | 0.1333 | -0.009 | |
| 1.00 | 1.27 | 48 | 18.3% | 0.66 | 0.1953 | -0.012 | 35 | 0.3900 | 0.4900 | 39.8K | 19.1% | -0.34 | 0.1992 | -0.012 | ||
| 0.4800 | 0.6400 | 4 | 14.0K | 17.4% | 0.45 | 0.2198 | -0.013 | 36 | 0.6700 | 1.09 | 340 | 18.4% | -0.56 | 0.2277 | -0.013 | |
| 0.0600 | 0.3000 | 4 | 50 | 15.4% | 0.25 | 0.1782 | -0.010 | 37 | 1.48 | 1.84 | 3 | 21.5% | -0.77 | 0.1897 | -0.011 | |
| 0 | 0.2700 | 2,450 | 20.0% | 0.12 | 0.1103 | -0.007 | 38 | 2.28 | 2.74 | 23.2% | -0.91 | 0.1289 | -0.008 | |||
| 0 | 0.1100 | 1,438 | 20.4% | 0.07 | 0.0637 | -0.005 | 39 | 1.36 | 5.35 | -0.97 | 0.0823 | -0.006 | ||||
| 0.0100 | 0.0600 | 2,208 | 22.8% | 0.05 | 0.0414 | -0.004 | 40 | 3.40 | 5.40 | 26.7% | -0.99 | 0.0393 | -0.005 | |||
| 0 | 0.0800 | 1,042 | 27.5% | 0.04 | 0.0302 | -0.004 | 41 | 4.80 | 6.15 | 10 | 37.6% | -0.99 | 0.0234 | -0.005 | ||
| 0 | 0.0700 | 839 | 30.6% | 0.03 | 0.0236 | -0.004 | 42 | 6.10 | 6.75 | 38.2% | -1.00 | 0.0158 | -0.005 | |||
| 0 | 0.0700 | 30 | 34.2% | 0.03 | 0.0192 | -0.004 | 43 | 5.35 | 9.55 | 44.8% | -1.00 | 0.0114 | -0.005 | |||
| 0 | 0.0600 | 317 | 36.8% | 0.03 | 0.0160 | -0.004 | 44 | 8.05 | 8.75 | 43.0% | -1.00 | 0.0085 | -0.005 | |||
| 0 | 0.0600 | 7 | 40.1% | 0.02 | 0.0136 | -0.004 | 45 | 8.40 | 10.35 | -1.00 | 0.0065 | -0.005 | ||||
| 0 | 0.0600 | 1 | 43.3% | 0.02 | 0.0118 | -0.004 | 46 | 10.00 | 10.75 | -1.00 | 0.0049 | -0.005 | ||||
| 0 | 0.0600 | 7 | 46.3% | 0.02 | 0.0103 | -0.004 | 47 | 10.40 | 12.55 | 62.9% | -1.00 | 0.0037 | -0.005 | |||
| 0 | 0.0600 | 100 | 55.0% | 0.02 | 0.0074 | -0.004 | 50 | 13.90 | 14.95 | 68.0% | -1.00 | 0.0013 | -0.005 | |||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs