FXI option chain iShares China Large-Cap ETF
Cboe delayed options data · as of 00:34 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 ±10.0% (31.80–38.88) · ATM IV 22.5% · P/C open interest 1.09
| 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 | |
| 13.10 | 17.75 | 0.98 | 0.0031 | 0.000 | 20 | 0 | 0.3100 | 11 | 61.6% | -0.01 | 0.0039 | -0.002 | ||||
| 12.70 | 17.00 | 2 | 73.8% | 0.98 | 0.0038 | 0.000 | 21 | 0 | 0.3200 | 13 | 57.4% | -0.02 | 0.0048 | -0.002 | ||
| 11.15 | 15.95 | 50.2% | 0.98 | 0.0048 | 0.000 | 22 | 0 | 0.3400 | 53.6% | -0.02 | 0.0058 | -0.002 | ||||
| 10.05 | 14.90 | 32.2% | 0.98 | 0.0058 | 0.000 | 23 | 0 | 0.6000 | 56.0% | -0.02 | 0.0071 | -0.002 | ||||
| 9.55 | 13.60 | 42.3% | 0.97 | 0.0072 | 0.000 | 24 | 0 | 0.3700 | 2 | 46.0% | -0.03 | 0.0088 | -0.002 | |||
| 9.75 | 11.15 | 13 | 0.97 | 0.0089 | 0.000 | 25 | 0.0500 | 0.1700 | 1,011 | 37.6% | -0.03 | 0.0108 | -0.002 | |||
| 9.05 | 10.10 | 10 | 33.0% | 0.96 | 0.0112 | 0.000 | 26 | 0 | 0.1900 | 6 | 33.0% | -0.04 | 0.0135 | -0.003 | ||
| 7.90 | 9.50 | 36.0% | 0.96 | 0.0142 | 0.000 | 27 | 0 | 0.2100 | 13.2K | 30.1% | -0.05 | 0.0172 | -0.003 | |||
| 7.10 | 8.20 | 29.3% | 0.95 | 0.0186 | -0.000 | 28 | 0 | 0.2500 | 5,666 | 350 | 27.7% | -0.06 | 0.0222 | -0.003 | ||
| 5.95 | 9.10 | 49.0% | 0.93 | 0.0249 | -0.001 | 29 | 0 | 0.2900 | 16.1K | 25.1% | -0.08 | 0.0293 | -0.004 | |||
| 5.50 | 6.25 | 4,965 | 29.1% | 0.91 | 0.0336 | -0.002 | 30 | 0.0500 | 0.3500 | 46.5K | 23.5% | -0.11 | 0.0388 | -0.004 | ||
| 4.55 | 5.40 | 1,504 | 27.2% | 0.87 | 0.0452 | -0.003 | 31 | 0.0900 | 0.4800 | 26.0K | 22.1% | -0.15 | 0.0509 | -0.005 | ||
| 3.65 | 4.50 | 12 | 24.7% | 0.82 | 0.0593 | -0.004 | 32 | 0.3100 | 0.7800 | 10 | 48.2K | 23.5% | -0.20 | 0.0649 | -0.006 | |
| 2.93 | 3.65 | 526 | 23.8% | 0.76 | 0.0745 | -0.005 | 33 | 0.5900 | 0.9400 | 21.7K | 22.5% | -0.27 | 0.0792 | -0.006 | ||
| 2.04 | 2.96 | 16.4K | 21.8% | 0.68 | 0.0889 | -0.006 | 34 | 0.8200 | 1.30 | 25.5K | 21.6% | -0.36 | 0.0917 | -0.007 | ||
| 1.84 | 2.35 | 2,000 | 52.5K | 24.2% | 0.58 | 0.0992 | -0.007 | 35 | 1.09 | 1.81 | 2,000 | 83.4K | 20.8% | -0.46 | 0.0996 | -0.007 |
| 1.15 | 1.69 | 34.6K | 21.6% | 0.48 | 0.1031 | -0.007 | 36 | 1.71 | 2.22 | 63.9K | 20.4% | -0.55 | 0.1006 | -0.007 | ||
| 0.7700 | 1.28 | 20 | 70.0K | 21.5% | 0.38 | 0.0993 | -0.007 | 37 | 2.20 | 2.88 | 7,857 | 19.4% | -0.65 | 0.0948 | -0.006 | |
| 0.5100 | 0.9500 | 22.9K | 21.6% | 0.29 | 0.0896 | -0.006 | 38 | 2.70 | 3.80 | 17.7K | 19.0% | -0.73 | 0.0838 | -0.005 | ||
| 0.3400 | 0.6400 | 1,500 | 63.1K | 21.3% | 0.22 | 0.0765 | -0.005 | 39 | 3.65 | 4.75 | 13.2K | 21.7% | -0.80 | 0.0704 | -0.004 | |
| 0 | 0.6000 | 45.0K | 20.8% | 0.16 | 0.0623 | -0.004 | 40 | 4.55 | 5.45 | 20 | 12.0K | 20.8% | -0.86 | 0.0566 | -0.003 | |
| 0.1100 | 0.3000 | 9,354 | 21.1% | 0.12 | 0.0491 | -0.004 | 41 | 5.25 | 6.60 | 41 | 21.8% | -0.89 | 0.0442 | -0.002 | ||
| 0.0700 | 0.2300 | 14.0K | 21.9% | 0.08 | 0.0381 | -0.003 | 42 | 6.15 | 9.40 | 1 | 41.9% | -0.92 | 0.0342 | -0.001 | ||
| 0.0400 | 0.1800 | 7,622 | 22.6% | 0.06 | 0.0298 | -0.003 | 43 | 5.50 | 10.15 | 23.8% | -0.94 | 0.0268 | 0.000 | |||
| 0 | 0.3500 | 6,267 | 27.2% | 0.05 | 0.0238 | -0.002 | 44 | 6.45 | 10.80 | -0.95 | 0.0214 | 0.000 | ||||
| 0 | 0.1300 | 8,007 | 24.1% | 0.04 | 0.0196 | -0.002 | 45 | 7.40 | 12.00 | 21.2% | -0.96 | 0.0177 | 0.000 | |||
| 0 | 0.1100 | 2,733 | 25.2% | 0.04 | 0.0164 | -0.002 | 46 | 8.25 | 13.00 | -0.96 | 0.0149 | 0.000 | ||||
| 0 | 0.1100 | 1,000 | 26.9% | 0.03 | 0.0141 | -0.002 | 47 | 9.40 | 13.75 | -0.97 | 0.0140 | 0.000 | ||||
| 0 | 0.1000 | 357 | 28.1% | 0.03 | 0.0123 | -0.002 | 48 | 10.25 | 15.00 | -0.98 | 0.0213 | 0.000 | ||||
| 0 | 0.1000 | 6 | 29.7% | 0.03 | 0.0109 | -0.002 | 49 | 11.40 | 15.75 | -0.98 | 0.0271 | 0.000 | ||||
| 0 | 0.0900 | 26 | 30.8% | 0.02 | 0.0097 | -0.002 | 50 | 12.40 | 16.75 | -0.99 | 0.0173 | -0.001 | ||||
| 0 | 0.0900 | 5 | 32.2% | 0.02 | 0.0088 | -0.002 | 51 | 13.40 | 18.00 | 36.4% | -1.00 | 0.0076 | -0.004 | |||
| 0 | 0.0900 | 6 | 33.7% | 0.02 | 0.0080 | -0.001 | 52 | 14.40 | 18.75 | -1.00 | 0.0011 | -0.005 | ||||
| 0 | 0.0800 | 15 | 34.5% | 0.02 | 0.0072 | -0.001 | 53 | 15.40 | 20.00 | 40.6% | -1.00 | 0.0000 | -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 — 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.
callsputs