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 ±7.0% (31.18–35.88) · ATM IV 19.8% · P/C open interest 1.06
| 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 | |
| 11.70 | 15.85 | 0.99 | 0.0032 | 0.000 | 20 | 0 | 0.0800 | 11 | 60.5% | -0.01 | 0.0042 | -0.002 | ||||
| 10.70 | 14.90 | 2 | 42.6% | 0.99 | 0.0040 | -0.000 | 21 | 0 | 0.0800 | 80 | 55.4% | -0.02 | 0.0053 | -0.002 | ||
| 9.75 | 13.90 | 48.8% | 0.99 | 0.0050 | -0.001 | 22 | 0 | 0.0900 | 31 | 51.4% | -0.02 | 0.0065 | -0.003 | |||
| 9.00 | 12.90 | 60.5% | 0.99 | 0.0062 | -0.001 | 23 | 0 | 0.1000 | 80 | 47.3% | -0.02 | 0.0081 | -0.003 | |||
| 8.00 | 11.90 | 54.3% | 0.98 | 0.0078 | -0.001 | 24 | 0 | 0.1200 | 7 | 44.0% | -0.03 | 0.0102 | -0.003 | |||
| 7.00 | 10.90 | 11 | 48.4% | 0.98 | 0.0099 | -0.001 | 25 | 0 | 0.1200 | 1,042 | 39.3% | -0.03 | 0.0129 | -0.003 | ||
| 5.80 | 9.80 | 13 | 0.98 | 0.0128 | -0.001 | 26 | 0 | 0.1500 | 9 | 36.3% | -0.04 | 0.0166 | -0.003 | |||
| 5.05 | 8.15 | 0.97 | 0.0170 | -0.002 | 27 | 0 | 0.3400 | 20.8K | 38.0% | -0.05 | 0.0221 | -0.004 | ||||
| 3.85 | 7.05 | 26 | 0.96 | 0.0239 | -0.002 | 28 | 0 | 0.1900 | 14.9K | 28.7% | -0.06 | 0.0306 | -0.004 | |||
| 4.30 | 5.55 | 251 | 25.1% | 0.94 | 0.0351 | -0.003 | 29 | 0 | 0.3400 | 49 | 17.4K | 27.9% | -0.09 | 0.0438 | -0.005 | |
| 3.50 | 4.40 | 4,974 | 21.7% | 0.90 | 0.0527 | -0.004 | 30 | 0.0800 | 0.4900 | 20 | 42.1K | 26.9% | -0.13 | 0.0632 | -0.006 | |
| 2.61 | 3.65 | 1,503 | 23.6% | 0.85 | 0.0775 | -0.006 | 31 | 0.2300 | 0.5600 | 17 | 70.7K | 24.3% | -0.20 | 0.0887 | -0.007 | |
| 1.52 | 2.96 | 20 | 20.6% | 0.76 | 0.1078 | -0.007 | 32 | 0.5500 | 0.8200 | 1,342 | 49.2K | 24.4% | -0.29 | 0.1169 | -0.008 | |
| 1.32 | 1.96 | 2 | 6,084 | 22.1% | 0.64 | 0.1365 | -0.009 | 33 | 0.7400 | 1.11 | 2,007 | 24.9K | 21.3% | -0.42 | 0.1396 | -0.009 |
| 0.6800 | 1.30 | 288 | 17.2K | 19.9% | 0.50 | 0.1509 | -0.009 | 34 | 0.9300 | 1.78 | 75 | 41.1K | 19.7% | -0.56 | 0.1457 | -0.009 |
| 0.5600 | 0.8500 | 90 | 89.9K | 22.1% | 0.35 | 0.1427 | -0.008 | 35 | 1.72 | 2.36 | 11 | 93.9K | 20.2% | -0.70 | 0.1309 | -0.007 |
| 0.1100 | 0.5200 | 100 | 46.6K | 19.3% | 0.23 | 0.1168 | -0.007 | 36 | 0.8500 | 4.75 | 65.2K | 19.9% | -0.81 | 0.1028 | -0.006 | |
| 0.1000 | 0.4000 | 20 | 79.2K | 22.2% | 0.14 | 0.0846 | -0.005 | 37 | 2.85 | 4.20 | 18.1K | 10.8% | -0.89 | 0.0721 | -0.004 | |
| 0 | 0.1400 | 6 | 70.7K | 19.0% | 0.08 | 0.0552 | -0.003 | 38 | 4.05 | 5.10 | 17.8K | 19.5% | -0.94 | 0.0460 | -0.002 | |
| 0.0300 | 0.2100 | 65.5K | 25.0% | 0.04 | 0.0342 | -0.002 | 39 | 4.80 | 6.05 | 13.1K | -0.97 | 0.0280 | -0.001 | |||
| 0.0100 | 0.0300 | 3 | 34.0K | 20.4% | 0.03 | 0.0219 | -0.002 | 40 | 6.00 | 7.05 | 5,904 | 22.1% | -0.98 | 0.0181 | -0.000 | |
| 0 | 0.2500 | 10.4K | 31.6% | 0.02 | 0.0158 | -0.001 | 41 | 5.40 | 9.40 | 41 | -0.99 | 0.0132 | -0.000 | |||
| 0 | 0.0200 | 14.0K | 23.1% | 0.02 | 0.0123 | -0.001 | 42 | 6.35 | 10.50 | 1 | -0.99 | 0.0105 | 0.000 | |||
| 0 | 0.0700 | 7,623 | 29.8% | 0.01 | 0.0102 | -0.001 | 43 | 7.35 | 11.50 | -0.99 | 0.0088 | 0.000 | ||||
| 0 | 0.0700 | 6,268 | 32.2% | 0.01 | 0.0085 | -0.001 | 44 | 9.80 | 12.50 | 62.5% | -0.99 | 0.0075 | 0.000 | |||
| 0 | 0.0400 | 8,008 | 31.9% | 0.01 | 0.0073 | -0.001 | 45 | 9.35 | 13.35 | -0.99 | 0.0065 | 0.000 | ||||
| 0 | 0.0700 | 2,733 | 36.6% | 0.01 | 0.0064 | -0.001 | 46 | 10.35 | 14.35 | -0.99 | 0.0057 | 0.000 | ||||
| 0 | 0.0700 | 1,004 | 38.7% | 0.01 | 0.0056 | -0.001 | 47 | 11.35 | 15.50 | -0.99 | 0.0050 | 0.000 | ||||
| 0 | 0.0600 | 357 | 39.9% | 0.01 | 0.0049 | -0.001 | 48 | 12.35 | 16.50 | -0.99 | 0.0045 | 0.000 | ||||
| 0 | 0.0600 | 6 | 41.8% | 0.01 | 0.0044 | -0.001 | 49 | 13.35 | 17.30 | -1.00 | 0.0040 | 0.000 | ||||
| 0 | 0.0600 | 41 | 43.7% | 0.01 | 0.0039 | -0.001 | 50 | 15.85 | 18.30 | 79.2% | -1.00 | 0.0036 | 0.000 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.