FXI option chain iShares China Large-Cap ETF

Expiration Cboe delayed options data · as of 21:55 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 ±12.3% (29.40–37.66) · ATM IV 23.4% · P/C open interest 1.04

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
11.75	15.90				0.99	0.0055	0.000	20	0	0.1400		5	42.8%	-0.02	0.0056	-0.002
7.10	11.05			30.8%	0.96	0.0160	-0.001	25	0	0.4500		1,224	34.1%	-0.05	0.0165	-0.003
6.15	10.10		3	28.8%	0.94	0.0203	-0.001	26	0	0.4900		11	31.3%	-0.07	0.0210	-0.003
5.20	9.20		1	27.4%	0.92	0.0258	-0.002	27	0	0.2700		5,894	24.1%	-0.09	0.0269	-0.003
5.40	8.30		1	37.7%	0.90	0.0330	-0.003	28	0.2200	0.3400	1	3,025	25.4%	-0.11	0.0346	-0.004
4.70	6.25		3	26.2%	0.87	0.0418	-0.003	29	0.0400	2.06		6,537	36.2%	-0.15	0.0442	-0.004
3.75	5.20		134	22.1%	0.82	0.0520	-0.004	30	0.2500	0.8900		27.5K	24.0%	-0.19	0.0556	-0.005
1.76	5.80		16	22.9%	0.77	0.0630	-0.004	31	0.4300	1.26		36.3K	24.1%	-0.25	0.0682	-0.005
2.42	3.65		10.4K	21.8%	0.70	0.0737	-0.005	32	0.7700	1.40		8,683	22.7%	-0.33	0.0809	-0.006
0.4000	4.45		436	21.7%	0.63	0.0827	-0.005	33	1.11	2.37		1,759	25.6%	-0.41	0.0919	-0.006
0.4000	3.90		5,242	24.4%	0.54	0.0884	-0.006	34	1.60	2.36		5,041	22.4%	-0.51	0.0989	-0.006
1.02	1.56	104	13.0K	19.4%	0.46	0.0897	-0.006	35	2.19	3.00		72.2K	22.7%	-0.61	0.1000	-0.006
0.4900	1.42		31.4K	19.6%	0.37	0.0864	-0.005	36	1.13	5.10		61	20.5%	-0.70	0.0943	-0.006
0	2.80		319	28.8%	0.29	0.0793	-0.005	37	3.00	4.45		948	17.7%	-0.78	0.0828	-0.005
0	0.9300		11.2K	19.3%	0.23	0.0696	-0.004	38	4.20	5.15		3	19.5%	-0.85	0.0679	-0.004
0.0900	0.6500	2	70.2K	20.3%	0.17	0.0588	-0.004	39	4.70	7.55		5	30.6%	-0.90	0.0520	-0.002
0	0.3900		10.2K	18.9%	0.13	0.0481	-0.003	40	4.45	8.45		84	12.5%	-0.94	0.0376	-0.001
0	0.5000		2,202	22.4%	0.09	0.0384	-0.002	41	5.50	9.55		1	22.4%	-0.96	0.0261	-0.001
0.0500	0.4300		1,254	24.1%	0.07	0.0304	-0.002	42	6.40	10.40				-0.98	0.0178	0.000
0.0200	0.3800		96	25.0%	0.05	0.0242	-0.002	43	7.35	11.50				-0.99	0.0124	0.000
0.0100	0.3400		40	26.0%	0.04	0.0196	-0.001	44	8.35	12.50				-0.99	0.0106	0.000
0	0.3200		7,111	27.2%	0.04	0.0163	-0.001	45	9.35	13.35				-1.00	0.0000	-0.002
0	0.3000		10	28.4%	0.03	0.0138	-0.001	46	10.35	14.35				-1.00	0.0000	-0.005
0	0.0800			27.7%	0.02	0.0084	-0.001	50	14.35	18.30				-1.00	0.0000	-0.008

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 — Mar 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 — Mar 19, 2027

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