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 ±5.3% (31.82–35.38) · ATM IV 20.0% · P/C open interest 42.07
| 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 | |
| 13.55 | 15.50 | 143.4% | 0.99 | 0.0036 | -0.002 | 20 | 0 | 2.13 | 158.1% | -0.01 | 0.0036 | -0.003 | ||||
| 8.60 | 10.50 | 95.1% | 0.98 | 0.0108 | -0.003 | 25 | 0 | 2.13 | 106.2% | -0.03 | 0.0109 | -0.004 | ||||
| 6.65 | 8.15 | 5 | 71.5% | 0.97 | 0.0179 | -0.003 | 27 | 0 | 2.14 | 87.8% | -0.04 | 0.0180 | -0.004 | |||
| 5.65 | 7.15 | 63.2% | 0.96 | 0.0238 | -0.004 | 28 | 0 | 1.45 | 66.9% | -0.04 | 0.0241 | -0.004 | ||||
| 5.15 | 6.65 | 59.2% | 0.95 | 0.0280 | -0.004 | 28.5 | 0 | 2.15 | 74.5% | -0.05 | 0.0283 | -0.004 | ||||
| 4.70 | 6.20 | 56.9% | 0.95 | 0.0334 | -0.004 | 29 | 0 | 1.94 | 2 | 66.7% | -0.06 | 0.0338 | -0.005 | |||
| 4.20 | 5.70 | 52.8% | 0.94 | 0.0405 | -0.004 | 29.5 | 0 | 2.18 | 1 | 66.0% | -0.07 | 0.0411 | -0.005 | |||
| 3.75 | 5.20 | 49.5% | 0.92 | 0.0501 | -0.005 | 30 | 0 | 2.20 | 68 | 61.8% | -0.08 | 0.0509 | -0.005 | |||
| 3.25 | 4.75 | 46.1% | 0.90 | 0.0627 | -0.006 | 30.5 | 0 | 2.22 | 57.5% | -0.10 | 0.0638 | -0.006 | ||||
| 2.80 | 4.25 | 1 | 42.6% | 0.87 | 0.0788 | -0.007 | 31 | 0 | 2.26 | 7 | 53.5% | -0.13 | 0.0804 | -0.007 | ||
| 2.38 | 3.85 | 40.8% | 0.84 | 0.0982 | -0.008 | 31.5 | 0.1800 | 0.3000 | 492 | 23.3% | -0.17 | 0.1004 | -0.008 | |||
| 1.94 | 3.60 | 40.3% | 0.79 | 0.1201 | -0.009 | 32 | 0.2500 | 0.3900 | 5 | 22.4% | -0.22 | 0.1232 | -0.009 | |||
| 1.57 | 1.75 | 19.9% | 0.73 | 0.1430 | -0.010 | 32.5 | 0.3400 | 0.5000 | 1,517 | 21.3% | -0.28 | 0.1474 | -0.010 | |||
| 1.25 | 1.40 | 19.9% | 0.65 | 0.1641 | -0.011 | 33 | 0.4900 | 0.6000 | 3 | 5,225 | 20.2% | -0.36 | 0.1701 | -0.011 | ||
| 0.9300 | 1.10 | 3 | 19.5% | 0.57 | 0.1793 | -0.011 | 33.5 | 0.6700 | 0.8700 | 2 | 20.5% | -0.45 | 0.1876 | -0.011 | ||
| 0.6700 | 0.8400 | 134 | 19.2% | 0.48 | 0.1847 | -0.011 | 34 | 0.9100 | 1.09 | 1 | 19.9% | -0.54 | 0.1957 | -0.012 | ||
| 0.4600 | 0.6300 | 19.0% | 0.39 | 0.1788 | -0.011 | 34.5 | 1.21 | 1.38 | 19.6% | -0.64 | 0.1928 | -0.011 | ||||
| 0.3100 | 0.4700 | 4 | 19.1% | 0.31 | 0.1635 | -0.010 | 35 | 1.56 | 1.75 | 19.9% | -0.73 | 0.1805 | -0.010 | |||
| 0.2100 | 0.3400 | 8 | 19.3% | 0.23 | 0.1422 | -0.008 | 35.5 | 0.7400 | 3.45 | 21.5% | -0.81 | 0.1622 | -0.009 | |||
| 0.1200 | 0.2500 | 7 | 19.3% | 0.17 | 0.1184 | -0.007 | 36 | 1.17 | 3.70 | 18.0% | -0.88 | 0.1416 | -0.008 | |||
| 0 | 0.4000 | 1 | 22.6% | 0.13 | 0.0951 | -0.006 | 36.5 | 2.45 | 3.95 | 31.0% | -0.93 | 0.1202 | -0.007 | |||
| 0 | 0.3200 | 23.5% | 0.09 | 0.0745 | -0.005 | 37 | 2.92 | 4.45 | 33.5% | -0.97 | 0.0822 | -0.005 | ||||
| 0 | 2.25 | 55.2% | 0.07 | 0.0584 | -0.004 | 37.5 | 3.40 | 4.90 | 35.1% | -0.99 | 0.0409 | -0.004 | ||||
| 0 | 2.23 | 4 | 58.1% | 0.06 | 0.0468 | -0.003 | 38 | 3.90 | 6.10 | 49.0% | -1.00 | 0.0131 | -0.004 | |||
| 0 | 2.21 | 60.9% | 0.05 | 0.0389 | -0.003 | 38.5 | 4.40 | 6.60 | 51.8% | -1.00 | 0.0033 | -0.004 | ||||
| 0 | 2.20 | 7 | 63.7% | 0.04 | 0.0334 | -0.003 | 39 | 4.90 | 7.10 | 54.6% | -1.00 | 0.0004 | -0.004 | |||
| 0 | 2.18 | 69.0% | 0.04 | 0.0260 | -0.003 | 40 | 5.90 | 8.05 | 59.2% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.17 | 74.1% | 0.03 | 0.0212 | -0.003 | 41 | 6.75 | 8.85 | 58.1% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.16 | 78.9% | 0.03 | 0.0177 | -0.003 | 42 | 7.90 | 10.10 | 69.8% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.15 | 83.5% | 0.03 | 0.0151 | -0.003 | 43 | 8.90 | 11.10 | 74.3% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.14 | 87.9% | 0.02 | 0.0131 | -0.003 | 44 | 9.75 | 12.25 | 78.7% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.14 | 92.2% | 0.02 | 0.0114 | -0.003 | 45 | 10.85 | 13.05 | 81.0% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.13 | 111.3% | 0.02 | 0.0067 | -0.003 | 50 | 15.85 | 18.25 | 103.6% | -1.00 | 0.0000 | -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 — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs