FXI option chain iShares China Large-Cap ETF

Expiration Cboe delayed options data · as of 12:34 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 ±12.1% (30.86–39.34) · ATM IV 21.8% · P/C open interest 0.50

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
13.50	18.20			44.4%	0.99	0.0034	0.000	20	0	0.1700		51	44.8%	-0.02	0.0045	-0.002
10.10	11.65		1	20.5%	0.96	0.0105	0.000	25	0.0100	0.6300		336	39.1%	-0.05	0.0122	-0.002
9.05	10.75			23.0%	0.96	0.0132	0.000	26	0.0300	0.2900		93	30.3%	-0.06	0.0150	-0.003
8.15	9.85			27.6%	0.94	0.0168	-0.001	27	0	0.5100		253	30.5%	-0.07	0.0186	-0.003
7.05	9.15		6	28.0%	0.93	0.0214	-0.001	28	0.1800	0.3900		1,579	28.2%	-0.08	0.0232	-0.003
6.15	8.20			26.7%	0.91	0.0274	-0.002	29	0.0700	0.4700		121	24.7%	-0.11	0.0290	-0.003
5.80	6.60			23.8%	0.88	0.0348	-0.002	30	0.1500	0.7800	10	11.8K	25.8%	-0.14	0.0361	-0.004
4.85	6.05		1	25.2%	0.84	0.0434	-0.003	31	0.3000	0.8200		9	24.0%	-0.17	0.0443	-0.004
4.05	5.00		1	22.6%	0.80	0.0525	-0.004	32	0.4600	1.05		346	23.4%	-0.22	0.0532	-0.005
3.35	4.20			22.2%	0.74	0.0615	-0.005	33	0.5200	1.37		125	22.0%	-0.28	0.0620	-0.005
2.67	3.60			22.3%	0.67	0.0695	-0.005	34	1.01	1.72		292	22.7%	-0.35	0.0701	-0.006
2.09	2.87		288	21.3%	0.60	0.0754	-0.006	35	1.40	2.12		1,599	22.3%	-0.42	0.0763	-0.006
1.57	2.35		75	21.1%	0.52	0.0785	-0.006	36	1.89	2.62		36	22.1%	-0.50	0.0797	-0.006
1.13	1.91		512	20.9%	0.45	0.0784	-0.006	37	2.42	3.15	5	64	21.5%	-0.58	0.0797	-0.005
0.7900	1.58		1,881	21.0%	0.37	0.0752	-0.005	38	1.00	4.10		83	10.0%	-0.65	0.0763	-0.005
0.5300	1.22		16.2K	20.6%	0.31	0.0696	-0.005	39	3.50	4.60		13	20.1%	-0.72	0.0702	-0.004
0.5000	0.8200	6	269	20.7%	0.25	0.0624	-0.005	40	4.60	5.40		169	22.4%	-0.78	0.0623	-0.004
0.1700	0.8100		106	20.8%	0.20	0.0545	-0.004	41	5.35	6.30			22.5%	-0.83	0.0536	-0.003
0.0400	0.6700		153	20.7%	0.16	0.0466	-0.004	42	6.25	7.20			23.3%	-0.87	0.0450	-0.002
0.1600	0.5700		67	23.0%	0.12	0.0393	-0.003	43	6.75	8.60			24.7%	-0.90	0.0376	-0.001
0.0500	0.5000		32	23.0%	0.10	0.0328	-0.003	44	7.65	9.70			26.9%	-0.92	0.0345	-0.001
0.0100	0.4500		12.5K	23.7%	0.08	0.0273	-0.002	45	7.35	11.60			24.4%	-0.95	0.0442	-0.001
0	0.4000		1,620	24.6%	0.06	0.0229	-0.002	46	8.35	12.60			26.4%	-0.98	0.0386	-0.003
0.0200	0.3700		41	26.0%	0.05	0.0193	-0.002	47	9.40	13.90			32.7%	-0.99	0.0155	-0.006
0	0.3600			27.0%	0.05	0.0164	-0.002	48	10.30	14.80			32.3%	-1.00	0.0020	-0.007
0	0.1500		57	24.2%	0.04	0.0142	-0.001	49	11.15	15.80			32.0%	-1.00	0.0000	-0.007
0	0.1300		26	24.8%	0.03	0.0124	-0.001	50	12.15	16.80			33.8%	-1.00	0.0000	-0.007
0	0.3000		1	30.1%	0.03	0.0109	-0.001	51	13.35	17.30				-1.00	0.0000	-0.007
0	0.2900			31.2%	0.03	0.0098	-0.001	52	14.35	18.60			37.2%	-1.00	0.0000	-0.007

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 — Feb 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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FXI option chain iShares China Large-Cap ETF

Volatility smile — Feb 19, 2027

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