EEM Options Chain
EEM $61.82 · Updated Oct 26, 4:00 PM ET
EEM is at $61.82. The nearest expiration, Oct 30, 2026 (4 days out), lists 43 strikes, with 918 calls and 881 puts traded in the latest session. At-the-money implied volatility is 30.1%. The at-the-money straddle prices a move of about $1.57 (2.5%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Dec 31, 2026
- Jan 15, 2027
- Mar 19, 2027
- Mar 31, 2027
ATM IV
30.1%
62 strike
EXPECTED MOVE
$1.57
ATM straddle
MAX PAIN
$65.00
+5.1%
PUT/CALL VOLUME
0.96
881 / 918
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 19.80 | 23.90 | 0.00 | 172.4% | 0.999 | 0.0003 | 0.000 | 40 | -0.002 | 0.0003 | -0.001 | 352.8% | 2 | 0.03 | 2.13 | 0.00 | |||
| 15.65 | 17.40 | 0.00 | 0.0% | 0.998 | 0.0009 | -0.001 | 45 | -0.003 | 0.0009 | -0.002 | 221.3% | 6 | 0.03 | 0.95 | 0.00 | |||
| 11.00 | 12.25 | 0.00 | 0.0% | 0.994 | 0.0031 | -0.006 | 50 | -0.007 | 0.0031 | -0.006 | 81.9% | 34,005 | 16 | 0.02 | 0.02 | 0.00 | ||
| 6.70 | 7.20 | 0.00 | 71.5% | 0.975 | 0.0156 | -0.021 | 55 | -0.022 | 0.0156 | -0.025 | 57.7% | 11,060 | 16 | 0.04 | 0.06 | 0.01 | ||
| 5.80 | 6.20 | 5.50 | 1 | 2 | 68.4% | 0.964 | 0.0227 | -0.027 | 56 | -0.028 | 0.0229 | -0.036 | 53.4% | 13 | 2 | 0.05 | 0.08 | 0.02 |
| 4.65 | 5.15 | 5.04 | 2 | 46.9% | 0.947 | 0.0340 | -0.036 | 57 | -0.037 | 0.0342 | -0.053 | 49.3% | 920 | 0.09 | 0.13 | 0.02 | ||
| 3.70 | 4.20 | 4.00 | 9 | 20 | 44.5% | 0.920 | 0.0518 | -0.048 | 58 | -0.049 | 0.0522 | -0.080 | 42.0% | 11 | 0.12 | 0.12 | 0.05 | |
| 2.70 | 3.30 | 2.56 | 16 | 6 | 39.3% | 0.875 | 0.0800 | -0.063 | 59 | -0.064 | 0.0806 | -0.126 | 36.8% | 133 | 524 | 0.15 | 0.19 | 0.06 |
| 1.97 | 2.36 | 2.12 | 6 | 23 | 38.4% | 0.796 | 0.1226 | -0.082 | 60 | -0.083 | 0.1239 | -0.205 | 34.3% | 914 | 28 | 0.20 | 0.29 | 0.20 |
| 1.19 | 1.43 | 1.37 | 43 | 64 | 31.9% | 0.665 | 0.1760 | -0.099 | 61 | -0.100 | 0.1782 | -0.338 | 32.6% | 12,263 | 104 | 0.43 | 0.60 | 0.37 |
| 0.91 | 1.12 | 1.03 | 7 | 1,039 | 32.2% | 0.576 | 0.1983 | -0.103 | 61.5 | -0.104 | 0.2010 | -0.429 | 31.1% | 768 | 12 | 0.59 | 0.73 | 0.56 |
| 0.62 | 0.83 | 0.78 | 123 | 209 | 30.9% | 0.474 | 0.2086 | -0.101 | 62 | -0.102 | 0.2116 | -0.532 | 29.2% | 1,058 | 114 | 0.88 | 0.97 | 0.72 |
| 0.48 | 0.59 | 0.57 | 283 | 493 | 31.6% | 0.370 | 0.2018 | -0.093 | 62.5 | -0.094 | 0.2046 | -0.638 | 29.1% | 882 | 1 | 0.99 | 1.30 | 0.98 |
| 0.12 | 0.41 | 0.33 | 115 | 291 | 26.6% | 0.276 | 0.1789 | -0.081 | 63 | -0.081 | 0.1811 | -0.733 | 30.6% | 7,457 | 6 | 1.37 | 1.74 | 1.30 |
| 0.11 | 0.44 | 0.21 | 27 | 523 | 32.9% | 0.199 | 0.1475 | -0.066 | 63.5 | -0.067 | 0.1489 | -0.811 | 27.1% | 1,036 | 4 | 1.98 | 2.07 | 1.62 |
| 0.05 | 0.18 | 0.13 | 153 | 266 | 28.3% | 0.142 | 0.1156 | -0.053 | 64 | -0.053 | 0.1164 | -0.868 | 45.5% | 524 | 2.25 | 3.15 | 2.02 | |
| 0.04 | 0.18 | 0.11 | 10 | 70 | 32.3% | 0.101 | 0.0880 | -0.041 | 64.5 | -0.041 | 0.0888 | -0.909 | 0.0% | 3,591 | 1 | 2.69 | 2.90 | 2.46 |
| 0.01 | 0.08 | 0.05 | 7 | 211 | 29.6% | 0.072 | 0.0659 | -0.032 | 65 | -0.031 | 0.0673 | -0.938 | 0.0% | 1,569 | 3 | 3.10 | 3.30 | 2.99 |
| 0.01 | 0.06 | 0.03 | 60 | 487 | 31.6% | 0.052 | 0.0492 | -0.025 | 65.5 | -0.024 | 0.0511 | -0.958 | 0.0% | 865 | 3.56 | 3.80 | 3.40 | |
| 0.01 | 0.04 | 0.03 | 40 | 528 | 32.9% | 0.038 | 0.0369 | -0.019 | 66 | -0.018 | 0.0383 | -0.972 | 0.0% | 75 | 3 | 4.00 | 4.40 | 4.00 |
| 0.01 | 0.12 | 0.03 | 2 | 100 | 43.0% | 0.028 | 0.0278 | -0.015 | 66.5 | -0.015 | 0.0280 | -0.982 | 56.2% | 200 | 1 | 5.19 | 5.40 | 4.35 |
| 0.00 | 0.19 | 0.08 | 309 | 50.3% | 0.021 | 0.0211 | -0.012 | 67 | -0.012 | 0.0202 | -0.988 | 0.0% | 587 | 4 | 5.13 | 5.30 | 4.95 | |
| 0.00 | 0.25 | 0.01 | 50 | 57.4% | 0.016 | 0.0161 | -0.009 | 67.5 | -0.010 | 0.0138 | -0.993 | 0.0% | 3.18 | 6.85 | 4.45 | |||
| 0.00 | 0.02 | 0.03 | 10 | 122 | 39.6% | 0.013 | 0.0124 | -0.007 | 68 | -0.009 | 0.0093 | -0.995 | 83.6% | 6.30 | 7.30 | 5.85 | ||
| 0.00 | 0.02 | 0.05 | 141 | 42.2% | 0.010 | 0.0096 | -0.006 | 68.5 | -0.009 | 0.0060 | -0.997 | 78.5% | 1 | 7.17 | 7.55 | 6.35 | ||
| 0.00 | 0.02 | 0.05 | 387 | 44.8% | 0.008 | 0.0075 | -0.005 | 69 | -0.008 | 0.0038 | -0.998 | 59.2% | 90 | 2 | 7.66 | 7.60 | 6.90 | |
| 0.00 | 0.02 | 0.17 | 78 | 47.4% | 0.006 | 0.0060 | -0.004 | 69.5 | -0.008 | 0.0024 | -0.999 | 81.7% | 1 | 8.09 | 8.45 | 7.35 | ||
How this is calculated: Options Chain methodology
