FXI option chain iShares China Large-Cap ETF
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 ±4.6% (33.91–37.16) · ATM IV 19.7% · P/C open interest 0.38
| 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 | |
| 13.50 | 17.70 | 0.99 | 0.0022 | -0.001 | 20 | 0 | 1.71 | 1,000 | 178.6% | -0.01 | 0.0022 | -0.003 | ||||
| 9.15 | 11.60 | 0.98 | 0.0064 | -0.003 | 25 | 0 | 0.0700 | 1 | 60.1% | -0.02 | 0.0064 | -0.004 | ||||
| 8.20 | 9.10 | 0.98 | 0.0100 | -0.003 | 27 | 0 | 0.0800 | 49.7% | -0.02 | 0.0101 | -0.004 | |||||
| 7.15 | 8.20 | 0.97 | 0.0128 | -0.003 | 28 | 0 | 0.0900 | 44.9% | -0.03 | 0.0129 | -0.004 | |||||
| 6.40 | 7.10 | 37.1% | 0.97 | 0.0166 | -0.004 | 29 | 0 | 0.2000 | 1 | 45.9% | -0.03 | 0.0167 | -0.004 | |||
| 5.40 | 5.95 | 0.96 | 0.0221 | -0.004 | 30 | 0 | 0.1100 | 35.2% | -0.04 | 0.0223 | -0.005 | |||||
| 4.90 | 5.50 | 0.96 | 0.0259 | -0.004 | 30.5 | 0 | 0.1200 | 33.0% | -0.04 | 0.0261 | -0.005 | |||||
| 4.40 | 5.15 | 29.0% | 0.96 | 0.0307 | -0.004 | 31 | 0 | 0.1200 | 30.2% | -0.04 | 0.0310 | -0.005 | ||||
| 3.95 | 4.50 | 0.95 | 0.0372 | -0.004 | 31.5 | 0 | 0.1400 | 2 | 28.3% | -0.05 | 0.0375 | -0.005 | ||||
| 3.45 | 4.00 | 0.94 | 0.0463 | -0.005 | 32 | 0.0100 | 0.1500 | 5 | 26.3% | -0.06 | 0.0468 | -0.005 | ||||
| 3.00 | 3.55 | 20.4% | 0.92 | 0.0594 | -0.005 | 32.5 | 0.0300 | 0.1400 | 23.7% | -0.08 | 0.0601 | -0.006 | ||||
| 2.53 | 3.05 | 18.8% | 0.90 | 0.0776 | -0.006 | 33 | 0.0100 | 0.2600 | 15 | 23.5% | -0.10 | 0.0786 | -0.007 | |||
| 2.07 | 2.56 | 17.4% | 0.86 | 0.1012 | -0.008 | 33.5 | 0.0800 | 0.2600 | 4 | 21.9% | -0.14 | 0.1027 | -0.008 | |||
| 1.67 | 2.07 | 16.9% | 0.81 | 0.1291 | -0.009 | 34 | 0.0900 | 0.2800 | 74 | 1 | 19.0% | -0.19 | 0.1313 | -0.010 | ||
| 1.19 | 1.66 | 2,424 | 15.4% | 0.74 | 0.1588 | -0.011 | 34.5 | 0.1300 | 0.4400 | 1 | 17 | 18.5% | -0.26 | 0.1619 | -0.011 | |
| 1.02 | 1.40 | 1 | 19.4% | 0.66 | 0.1857 | -0.012 | 35 | 0.2900 | 0.6000 | 1 | 18.6% | -0.35 | 0.1900 | -0.012 | ||
| 0.7200 | 1.08 | 2 | 19.0% | 0.56 | 0.2039 | -0.013 | 35.5 | 0.6000 | 0.8500 | 593 | 1 | 20.5% | -0.45 | 0.2097 | -0.013 | |
| 0.4900 | 0.7600 | 1 | 7 | 18.2% | 0.46 | 0.2081 | -0.013 | 36 | 0.6600 | 1.03 | 2 | 17.0% | -0.55 | 0.2156 | -0.013 | |
| 0.3400 | 0.5100 | 3 | 18.0% | 0.36 | 0.1969 | -0.012 | 36.5 | 1.15 | 1.40 | 2 | 20.0% | -0.66 | 0.2063 | -0.012 | ||
| 0.2300 | 0.3700 | 16 | 124 | 18.6% | 0.27 | 0.1734 | -0.010 | 37 | 1.28 | 1.87 | 1 | 18.3% | -0.75 | 0.1841 | -0.011 | |
| 0.1100 | 0.4800 | 21 | 21.9% | 0.19 | 0.1434 | -0.009 | 37.5 | 1.70 | 2.33 | 2 | 19.6% | -0.83 | 0.1547 | -0.009 | ||
| 0 | 0.5200 | 2 | 24.1% | 0.14 | 0.1132 | -0.007 | 38 | 2.09 | 2.77 | 18.8% | -0.89 | 0.1281 | -0.008 | |||
| 0.0100 | 0.1600 | 1 | 19.3% | 0.10 | 0.0873 | -0.006 | 38.5 | 2.75 | 3.25 | 25.0% | -0.93 | 0.1067 | -0.007 | |||
| 0 | 0.1300 | 120 | 20.4% | 0.08 | 0.0676 | -0.005 | 39 | 2.74 | 4.45 | 31.9% | -0.96 | 0.0913 | -0.006 | |||
| 0 | 0.1600 | 23.7% | 0.06 | 0.0534 | -0.004 | 39.5 | 2.65 | 5.95 | 42.3% | -0.98 | 0.0629 | -0.006 | ||||
| 0.0100 | 0.0700 | 2 | 62 | 22.5% | 0.05 | 0.0436 | -0.004 | 40 | 3.90 | 4.95 | 28.4% | -0.99 | 0.0440 | -0.005 | ||
| 0 | 0.0800 | 24.5% | 0.04 | 0.0366 | -0.004 | 40.5 | 3.90 | 5.85 | -0.99 | 0.0327 | -0.004 | |||||
| 0 | 0.0800 | 26.5% | 0.04 | 0.0314 | -0.004 | 41 | 4.95 | 6.05 | 38.0% | -0.99 | 0.0248 | -0.004 | ||||
| 0 | 0.0900 | 30.8% | 0.03 | 0.0244 | -0.004 | 42 | 5.25 | 7.55 | 34.4% | -1.00 | 0.0155 | -0.004 | ||||
| 0 | 0.0700 | 33.0% | 0.03 | 0.0198 | -0.004 | 43 | 6.30 | 8.60 | 43.5% | -1.00 | 0.0107 | -0.004 | ||||
| 0 | 0.1300 | 40.3% | 0.03 | 0.0165 | -0.004 | 44 | 7.75 | 9.20 | 49.6% | -1.00 | 0.0077 | -0.004 | ||||
| 0 | 0.0600 | 38.7% | 0.02 | 0.0141 | -0.004 | 45 | 8.55 | 10.35 | 51.5% | -1.00 | 0.0056 | -0.004 | ||||
| 0 | 0.0600 | 53.0% | 0.02 | 0.0076 | -0.004 | 50 | 12.80 | 16.60 | 87.0% | -1.00 | 0.0011 | -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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.