FXI option chain iShares China Large-Cap ETF
Cboe delayed options data · as of 12:36 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 ±10.1% (30.52–37.34) · ATM IV 24.9% · P/C open interest 1.21
| 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 | |
| 14.95 | 19.50 | 10 | 93.9% | 1.00 | 0.0014 | -0.001 | 17 | 0 | 4.90 | 92 | 176.2% | -0.01 | 0.0024 | -0.001 | ||
| 14.20 | 18.50 | 1 | 95.0% | 1.00 | 0.0018 | -0.001 | 18 | 0 | 4.90 | 15 | 165.1% | -0.01 | 0.0030 | -0.002 | ||
| 12.60 | 17.50 | 2 | 60.9% | 1.00 | 0.0023 | -0.001 | 19 | 0 | 4.90 | 53 | 154.7% | -0.01 | 0.0037 | -0.002 | ||
| 11.60 | 16.50 | 125 | 54.6% | 0.99 | 0.0030 | -0.001 | 20 | 0 | 0.3700 | 184 | 65.2% | -0.02 | 0.0046 | -0.002 | ||
| 10.50 | 15.05 | 6 | 0.99 | 0.0038 | -0.001 | 21 | 0 | 0.5500 | 35 | 65.5% | -0.02 | 0.0056 | -0.002 | |||
| 9.70 | 14.50 | 10 | 50.9% | 0.99 | 0.0048 | -0.001 | 22 | 0 | 0.6500 | 468 | 62.8% | -0.02 | 0.0070 | -0.002 | ||
| 8.65 | 13.50 | 4 | 42.3% | 0.99 | 0.0061 | -0.002 | 23 | 0 | 0.7500 | 12 | 59.7% | -0.03 | 0.0086 | -0.002 | ||
| 7.75 | 12.50 | 66 | 43.1% | 0.98 | 0.0079 | -0.002 | 24 | 0 | 0.1500 | 96 | 38.1% | -0.03 | 0.0108 | -0.002 | ||
| 6.50 | 11.00 | 217 | 0.98 | 0.0103 | -0.002 | 25 | 0.0100 | 1.05 | 2,277 | 54.8% | -0.04 | 0.0137 | -0.003 | |||
| 5.50 | 10.10 | 147 | 0.97 | 0.0137 | -0.002 | 26 | 0 | 0.1800 | 578 | 31.6% | -0.05 | 0.0178 | -0.003 | |||
| 4.80 | 9.50 | 266 | 31.1% | 0.96 | 0.0187 | -0.003 | 27 | 0 | 4.90 | 851 | 86.6% | -0.06 | 0.0234 | -0.003 | ||
| 3.80 | 8.50 | 350 | 26.7% | 0.95 | 0.0263 | -0.003 | 28 | 0 | 4.90 | 35.6K | 79.3% | -0.08 | 0.0316 | -0.004 | ||
| 2.88 | 7.50 | 114 | 24.6% | 0.92 | 0.0376 | -0.004 | 29 | 0 | 4.90 | 21.9K | 72.0% | -0.11 | 0.0430 | -0.004 | ||
| 2.00 | 6.85 | 1,116 | 25.9% | 0.88 | 0.0533 | -0.005 | 30 | 0.1000 | 0.4200 | 33 | 54.7K | 22.5% | -0.15 | 0.0582 | -0.005 | |
| 1.00 | 5.75 | 4,925 | 21.7% | 0.83 | 0.0729 | -0.006 | 31 | 0.2600 | 0.6700 | 53 | 28.0K | 22.1% | -0.21 | 0.0761 | -0.006 | |
| 0 | 4.90 | 4,628 | 18.4% | 0.75 | 0.0937 | -0.007 | 32 | 0 | 4.90 | 1 | 29.2K | 50.4% | -0.30 | 0.0949 | -0.007 | |
| 0 | 2.16 | 61.0K | 0.64 | 0.1115 | -0.008 | 33 | 0.9500 | 1.80 | 3 | 17.1K | 26.4% | -0.40 | 0.1105 | -0.008 | ||
| 0 | 4.90 | 319 | 19.1K | 37.3% | 0.53 | 0.1204 | -0.008 | 34 | 0 | 1.92 | 36 | 35.8K | 12.5% | -0.51 | 0.1180 | -0.008 |
| 0.7500 | 1.60 | 24 | 6,798 | 23.6% | 0.41 | 0.1175 | -0.008 | 35 | 1.80 | 5.00 | 23.0K | 40.6% | -0.63 | 0.1144 | -0.007 | |
| 0.1200 | 2.15 | 5 | 28.6K | 29.1% | 0.30 | 0.1047 | -0.007 | 36 | 0.5000 | 5.00 | 55.1K | 19.6% | -0.73 | 0.1012 | -0.007 | |
| 0 | 4.90 | 27.1K | 54.5% | 0.22 | 0.0868 | -0.006 | 37 | 1.00 | 5.90 | 11.2K | 16.8% | -0.81 | 0.0828 | -0.005 | ||
| 0.2000 | 0.8700 | 35 | 57.7K | 27.2% | 0.15 | 0.0676 | -0.004 | 38 | 2.00 | 6.75 | 2,442 | 17.4% | -0.88 | 0.0631 | -0.004 | |
| 0 | 0.9000 | 4,275 | 28.9% | 0.10 | 0.0499 | -0.003 | 39 | 3.00 | 7.65 | 10.1K | 17.9% | -0.92 | 0.0450 | -0.003 | ||
| 0.0600 | 0.5900 | 1 | 18.6K | 28.9% | 0.06 | 0.0357 | -0.002 | 40 | 4.00 | 8.65 | 1,082 | 20.7% | -0.95 | 0.0308 | -0.002 | |
| 0.0400 | 0.2500 | 1 | 3,852 | 25.9% | 0.04 | 0.0255 | -0.002 | 41 | 5.00 | 9.60 | 21 | 21.7% | -0.97 | 0.0212 | -0.001 | |
| 0 | 0.3200 | 2,993 | 28.9% | 0.03 | 0.0191 | -0.001 | 42 | 6.00 | 10.65 | 26.2% | -0.98 | 0.0154 | -0.001 | |||
| 0.0100 | 0.0300 | 3 | 14.5K | 21.8% | 0.03 | 0.0151 | -0.001 | 43 | 7.00 | 11.60 | 27.1% | -0.98 | 0.0120 | -0.001 | ||
| 0 | 0.2100 | 7,877 | 30.8% | 0.02 | 0.0126 | -0.001 | 44 | 8.00 | 12.55 | 27.4% | -0.99 | 0.0099 | -0.001 | |||
| 0 | 0.0300 | 2 | 16.8K | 24.4% | 0.02 | 0.0108 | -0.001 | 45 | 9.00 | 13.65 | 34.0% | -0.99 | 0.0084 | -0.001 | ||
| 0 | 4.90 | 1,741 | 88.3% | 0.02 | 0.0094 | -0.001 | 46 | 9.65 | 14.50 | -0.99 | 0.0073 | -0.001 | ||||
| 0 | 2.40 | 40 | 68.4% | 0.02 | 0.0083 | -0.001 | 47 | 10.60 | 15.50 | -0.99 | 0.0065 | -0.001 | ||||
| 0 | 4.90 | 16 | 94.1% | 0.02 | 0.0074 | -0.001 | 48 | 11.50 | 15.85 | -0.99 | 0.0058 | -0.001 | ||||
| 0 | 4.90 | 219 | 96.8% | 0.01 | 0.0067 | -0.001 | 49 | 12.55 | 17.50 | -0.99 | 0.0052 | -0.001 | ||||
| 0 | 0.0500 | 1 | 2,946 | 34.0% | 0.01 | 0.0060 | -0.001 | 50 | 13.60 | 18.50 | 6 | -0.99 | 0.0047 | -0.001 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs