FXI option chain iShares China Large-Cap ETF
Cboe delayed options data · as of 09:36 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 ±4.7% (32.23–35.45) · ATM IV 24.5% · P/C open interest 1.60
| 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 | |
| 11.55 | 16.50 | 132.1% | 0.99 | 0.0030 | -0.004 | 20 | 0 | 2.51 | 229.0% | -0.01 | 0.0030 | -0.004 | ||||
| 8.30 | 9.70 | 78.8% | 0.98 | 0.0092 | -0.006 | 25 | 0 | 4.90 | 211.5% | -0.02 | 0.0093 | -0.006 | ||||
| 6.30 | 7.70 | 61.5% | 0.97 | 0.0154 | -0.006 | 27 | 0 | 2.59 | 130.9% | -0.03 | 0.0155 | -0.006 | ||||
| 5.15 | 6.80 | 50.5% | 0.97 | 0.0205 | -0.006 | 28 | 0 | 4.90 | 164.8% | -0.03 | 0.0206 | -0.006 | ||||
| 4.50 | 5.30 | 30.3% | 0.96 | 0.0282 | -0.006 | 29 | 0 | 0.0900 | 1 | 37.2% | -0.04 | 0.0284 | -0.006 | |||
| 4.10 | 4.80 | 36.0% | 0.95 | 0.0337 | -0.006 | 29.5 | 0 | 4.90 | 142.4% | -0.05 | 0.0339 | -0.006 | ||||
| 3.50 | 4.35 | 11 | 29.0% | 0.95 | 0.0409 | -0.006 | 30 | 0 | 2.59 | 67 | 92.7% | -0.05 | 0.0412 | -0.006 | ||
| 3.10 | 4.00 | 36.7% | 0.94 | 0.0511 | -0.007 | 30.5 | 0 | 0.1100 | 6 | 28.2% | -0.06 | 0.0516 | -0.007 | |||
| 2.65 | 3.25 | 1 | 24.9% | 0.92 | 0.0662 | -0.007 | 31 | 0 | 4.90 | 202 | 120.2% | -0.08 | 0.0669 | -0.007 | ||
| 2.22 | 2.83 | 26.7% | 0.90 | 0.0888 | -0.008 | 31.5 | 0 | 0.3400 | 2 | 28.9% | -0.10 | 0.0898 | -0.008 | |||
| 1.82 | 2.36 | 25.9% | 0.86 | 0.1204 | -0.010 | 32 | 0 | 4.90 | 18 | 105.3% | -0.14 | 0.1221 | -0.010 | |||
| 0 | 4.90 | 104 | 52.3% | 0.80 | 0.1599 | -0.012 | 32.5 | 0 | 4.90 | 17 | 97.7% | -0.20 | 0.1626 | -0.012 | ||
| 0 | 4.90 | 1 | 61.6% | 0.71 | 0.2021 | -0.014 | 33 | 0.1900 | 0.5200 | 222 | 22.2% | -0.29 | 0.2063 | -0.014 | ||
| 0.1700 | 1.61 | 3 | 20.8% | 0.61 | 0.2372 | -0.015 | 33.5 | 0.2700 | 0.6800 | 15 | 163 | 20.1% | -0.40 | 0.2432 | -0.015 | |
| 0.3900 | 0.8300 | 59 | 15 | 20.3% | 0.48 | 0.2517 | -0.015 | 34 | 0.1800 | 1.81 | 213 | 28.8% | -0.53 | 0.2599 | -0.016 | |
| 0.1500 | 0.6300 | 105 | 19.8% | 0.36 | 0.2389 | -0.014 | 34.5 | 0.7400 | 1.24 | 4 | 19.2% | -0.65 | 0.2493 | -0.015 | ||
| 0 | 0.4000 | 443 | 1,021 | 18.1% | 0.25 | 0.2042 | -0.012 | 35 | 0.5500 | 5.00 | 2,152 | 66.0% | -0.77 | 0.2170 | -0.013 | |
| 0 | 0.3600 | 38 | 438 | 21.4% | 0.17 | 0.1590 | -0.009 | 35.5 | 1.47 | 2.00 | 2 | 4 | 17.0% | -0.86 | 0.1726 | -0.010 |
| 0 | 4.90 | 59 | 50 | 101.9% | 0.11 | 0.1148 | -0.007 | 36 | 1.86 | 2.53 | 10.3% | -0.93 | 0.1223 | -0.007 | ||
| 0 | 2.62 | 68 | 71.0% | 0.07 | 0.0816 | -0.005 | 36.5 | 2.34 | 3.00 | -0.96 | 0.0799 | -0.005 | ||||
| 0 | 0.0900 | 90 | 22.8% | 0.06 | 0.0614 | -0.005 | 37 | 0.5200 | 4.95 | -0.97 | 0.0554 | -0.004 | ||||
| 0 | 0.0800 | 24.9% | 0.05 | 0.0493 | -0.004 | 37.5 | 2.95 | 4.30 | -0.98 | 0.0428 | -0.004 | |||||
| 0 | 0.0700 | 23 | 26.8% | 0.04 | 0.0412 | -0.004 | 38 | 3.20 | 4.80 | -0.98 | 0.0353 | -0.004 | ||||
| 0 | 2.59 | 88.6% | 0.04 | 0.0353 | -0.005 | 38.5 | 3.90 | 4.90 | -0.98 | 0.0299 | -0.004 | |||||
| 0 | 4.90 | 131.3% | 0.04 | 0.0307 | -0.005 | 39 | 4.15 | 5.80 | -0.98 | 0.0259 | -0.004 | |||||
| 0 | 2.58 | 96.5% | 0.03 | 0.0270 | -0.005 | 39.5 | 4.80 | 6.20 | -0.98 | 0.0226 | -0.004 | |||||
| 0 | 0.2500 | 46.5% | 0.03 | 0.0240 | -0.005 | 40 | 5.25 | 6.65 | -0.99 | 0.0200 | -0.004 | |||||
| 0 | 4.90 | 147.8% | 0.03 | 0.0195 | -0.005 | 41 | 6.30 | 7.80 | -0.99 | 0.0160 | -0.004 | |||||
| 0 | 4.90 | 155.5% | 0.03 | 0.0162 | -0.005 | 42 | 7.40 | 8.60 | -0.99 | 0.0132 | -0.004 | |||||
| 0 | 0.0600 | 47.8% | 0.02 | 0.0138 | -0.005 | 43 | 8.10 | 10.10 | -0.99 | 0.0110 | -0.004 | |||||
| 0 | 0.0600 | 51.6% | 0.02 | 0.0119 | -0.005 | 44 | 9.30 | 11.00 | -0.99 | 0.0093 | -0.003 | |||||
| 0 | 4.90 | 176.2% | 0.02 | 0.0104 | -0.005 | 45 | 10.35 | 11.80 | -0.99 | 0.0080 | -0.003 | |||||
| 0 | 4.90 | 205.7% | 0.01 | 0.0061 | -0.004 | 50 | 15.35 | 16.80 | -0.99 | 0.0042 | -0.003 | |||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs