FXI option chain iShares China Large-Cap ETF
Cboe delayed options data · as of 15:38 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 ±4.3% (32.15–35.05) · ATM IV 20.4% · P/C open interest 2.04
| 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 | |
| 11.85 | 15.80 | 117.3% | 0.99 | 0.0032 | -0.002 | 20 | 0 | 0.0700 | 1,300 | 92.5% | -0.01 | 0.0032 | -0.004 | |||
| 8.60 | 9.25 | 81.7% | 0.98 | 0.0100 | -0.004 | 25 | 0 | 0.0700 | 56.6% | -0.02 | 0.0100 | -0.005 | ||||
| 6.45 | 7.30 | 60.2% | 0.97 | 0.0167 | -0.004 | 27 | 0 | 0.0800 | 44.8% | -0.03 | 0.0168 | -0.005 | ||||
| 5.60 | 6.25 | 55.9% | 0.96 | 0.0224 | -0.005 | 28 | 0 | 0.0900 | 1 | 39.3% | -0.04 | 0.0225 | -0.006 | |||
| 4.65 | 5.25 | 49.1% | 0.95 | 0.0310 | -0.005 | 29 | 0 | 0.1100 | 34.3% | -0.05 | 0.0313 | -0.006 | ||||
| 4.15 | 4.75 | 45.0% | 0.95 | 0.0374 | -0.005 | 29.5 | 0 | 0.1100 | 31.1% | -0.05 | 0.0378 | -0.006 | ||||
| 3.65 | 4.30 | 42.1% | 0.94 | 0.0463 | -0.005 | 30 | 0.0100 | 0.1100 | 8 | 28.4% | -0.06 | 0.0468 | -0.006 | |||
| 3.20 | 3.75 | 37.9% | 0.92 | 0.0591 | -0.006 | 30.5 | 0.0100 | 0.1400 | 1 | 26.5% | -0.08 | 0.0598 | -0.007 | |||
| 2.60 | 3.20 | 29.9% | 0.90 | 0.0772 | -0.007 | 31 | 0.0700 | 0.1600 | 2 | 25.9% | -0.10 | 0.0782 | -0.008 | |||
| 2.26 | 2.85 | 32.6% | 0.87 | 0.1015 | -0.009 | 31.5 | 0.1100 | 0.1900 | 24.1% | -0.14 | 0.1030 | -0.009 | ||||
| 1.82 | 2.38 | 29.6% | 0.82 | 0.1313 | -0.010 | 32 | 0.1600 | 0.2500 | 1 | 13 | 22.6% | -0.19 | 0.1335 | -0.011 | ||
| 1.47 | 1.58 | 22.1% | 0.75 | 0.1643 | -0.012 | 32.5 | 0.2400 | 0.3400 | 14 | 21.4% | -0.26 | 0.1676 | -0.013 | |||
| 1.10 | 1.23 | 21.4% | 0.66 | 0.1960 | -0.013 | 33 | 0.3700 | 0.4700 | 32 | 20.6% | -0.34 | 0.2010 | -0.014 | |||
| 0.7800 | 0.9200 | 3 | 20.8% | 0.56 | 0.2185 | -0.014 | 33.5 | 0.5400 | 0.6700 | 25 | 19.9% | -0.45 | 0.2254 | -0.015 | ||
| 0.5200 | 0.6600 | 59 | 16 | 20.3% | 0.45 | 0.2229 | -0.014 | 34 | 0.7900 | 0.9500 | 5 | 20.0% | -0.56 | 0.2323 | -0.014 | |
| 0.3300 | 0.4700 | 66 | 20.2% | 0.34 | 0.2075 | -0.013 | 34.5 | 1.12 | 1.25 | 1 | 19.8% | -0.68 | 0.2190 | -0.013 | ||
| 0.1900 | 0.3100 | 75 | 8 | 19.8% | 0.25 | 0.1786 | -0.011 | 35 | 1.19 | 1.63 | 7 | 12.0% | -0.77 | 0.1921 | -0.012 | |
| 0.1300 | 0.2200 | 451 | 20.7% | 0.18 | 0.1440 | -0.009 | 35.5 | 1.58 | 2.01 | -0.86 | 0.1601 | -0.010 | ||||
| 0.0700 | 0.2100 | 24 | 22.5% | 0.12 | 0.1098 | -0.007 | 36 | 1.96 | 2.52 | 163 | -0.92 | 0.1283 | -0.008 | |||
| 0.0300 | 0.1200 | 59 | 127 | 21.7% | 0.08 | 0.0811 | -0.005 | 36.5 | 2.50 | 2.96 | -0.96 | 0.0966 | -0.006 | |||
| 0 | 0.1100 | 69 | 22.8% | 0.06 | 0.0611 | -0.005 | 37 | 2.88 | 3.55 | -0.98 | 0.0623 | -0.005 | ||||
| 0 | 0.0900 | 2 | 24.3% | 0.05 | 0.0486 | -0.004 | 37.5 | 3.30 | 4.00 | -0.99 | 0.0384 | -0.006 | ||||
| 0 | 0.0800 | 1 | 26.0% | 0.04 | 0.0404 | -0.004 | 38 | 3.90 | 4.50 | -0.99 | 0.0283 | -0.006 | ||||
| 0 | 0.0700 | 27.6% | 0.04 | 0.0347 | -0.004 | 38.5 | 4.40 | 5.00 | -0.99 | 0.0231 | -0.006 | |||||
| 0 | 0.0700 | 2 | 29.8% | 0.04 | 0.0303 | -0.004 | 39 | 4.90 | 5.50 | -0.99 | 0.0197 | -0.006 | ||||
| 0 | 0.0700 | 31.9% | 0.03 | 0.0268 | -0.004 | 39.5 | 5.35 | 6.10 | -0.99 | 0.0171 | -0.006 | |||||
| 0 | 0.0700 | 34.0% | 0.03 | 0.0239 | -0.004 | 40 | 5.70 | 6.50 | -0.99 | 0.0149 | -0.006 | |||||
| 0 | 0.0600 | 37.1% | 0.03 | 0.0195 | -0.004 | 41 | 6.90 | 7.55 | -1.00 | 0.0115 | -0.005 | |||||
| 0 | 0.0600 | 40.8% | 0.03 | 0.0163 | -0.004 | 42 | 7.85 | 8.50 | -1.00 | 0.0091 | -0.005 | |||||
| 0 | 0.0600 | 44.5% | 0.02 | 0.0139 | -0.004 | 43 | 8.85 | 9.50 | -1.00 | 0.0073 | -0.005 | |||||
| 0 | 0.0600 | 47.9% | 0.02 | 0.0120 | -0.004 | 44 | 9.85 | 10.50 | -1.00 | 0.0059 | -0.005 | |||||
| 0 | 0.0600 | 51.3% | 0.02 | 0.0106 | -0.004 | 45 | 10.75 | 11.50 | -1.00 | 0.0048 | -0.005 | |||||
| 0 | 0.0600 | 66.6% | 0.01 | 0.0062 | -0.004 | 50 | 15.70 | 16.50 | -1.00 | 0.0017 | -0.006 | |||||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs