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
28.2%
62 strike
EXPECTED MOVE
$2.44
ATM straddle
MAX PAIN
$63.00
+1.9%
PUT/CALL VOLUME
0.94
915 / 970
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 21.75 | 22.15 | 0.00 | 125.3% | 0.998 | 0.0007 | -0.000 | 40 | -0.003 | 0.0007 | -0.002 | 109.7% | 15 | 32 | 0.02 | 0.07 | 0.00 | ||
| 15.50 | 17.35 | 0.00 | 0.0% | 0.995 | 0.0020 | -0.003 | 45 | -0.005 | 0.0020 | -0.005 | 117.7% | 6 | 32 | 0.03 | 0.55 | 0.00 | ||
| 10.05 | 12.90 | 0.00 | 0.0% | 0.985 | 0.0061 | -0.008 | 50 | -0.010 | 0.0061 | -0.015 | 60.4% | 690 | 2 | 0.05 | 0.09 | 0.00 | ||
| 6.85 | 7.50 | 0.00 | 54.9% | 0.945 | 0.0237 | -0.021 | 55 | -0.022 | 0.0238 | -0.055 | 41.6% | 1,490 | 3 | 0.10 | 0.13 | 0.05 | ||
| 5.10 | 6.60 | 7.55 | 95 | 0.0% | 0.926 | 0.0319 | -0.026 | 56 | -0.027 | 0.0321 | -0.074 | 38.0% | 6 | 178 | 0.10 | 0.15 | 0.07 | |
| 4.10 | 5.40 | 0.00 | 0.0% | 0.899 | 0.0431 | -0.031 | 57 | -0.032 | 0.0434 | -0.101 | 36.6% | 4 | 58 | 0.14 | 0.22 | 0.13 | ||
| 3.20 | 4.45 | 0.00 | 0.0% | 0.861 | 0.0582 | -0.037 | 58 | -0.038 | 0.0586 | -0.140 | 35.7% | 141 | 0.43 | 0.38 | 0.19 | |||
| 2.50 | 3.55 | 0.00 | 22.8% | 0.806 | 0.0775 | -0.044 | 59 | -0.044 | 0.0782 | -0.195 | 32.0% | 10,680 | 0.43 | 0.43 | 0.30 | |||
| 2.39 | 2.61 | 2.48 | 79 | 17 | 31.9% | 0.729 | 0.1004 | -0.050 | 60 | -0.050 | 0.1013 | -0.274 | 30.5% | 1,022 | 193 | 0.54 | 0.62 | 0.50 |
| 1.54 | 1.87 | 1.92 | 130 | 28.3% | 0.624 | 0.1224 | -0.054 | 61 | -0.055 | 0.1237 | -0.380 | 28.7% | 36 | 1 | 0.85 | 0.92 | 0.75 | |
| 1.29 | 1.55 | 1.40 | 1 | 1 | 28.3% | 0.562 | 0.1306 | -0.055 | 61.5 | -0.055 | 0.1322 | -0.442 | 28.6% | 94 | 2 | 1.04 | 1.25 | 0.84 |
| 1.07 | 1.25 | 1.16 | 7 | 124 | 28.2% | 0.496 | 0.1352 | -0.054 | 62 | -0.055 | 0.1370 | -0.509 | 28.2% | 99 | 43 | 1.27 | 1.37 | 1.18 |
| 0.81 | 1.03 | 1.12 | 81 | 27.8% | 0.428 | 0.1353 | -0.052 | 62.5 | -0.053 | 0.1374 | -0.579 | 26.3% | 151 | 1.55 | 1.65 | 1.30 | ||
| 0.63 | 0.82 | 0.72 | 751 | 1,096 | 27.6% | 0.361 | 0.1306 | -0.049 | 63 | -0.050 | 0.1331 | -0.647 | 26.3% | 164 | 34 | 1.81 | 1.92 | 1.66 |
| 0.44 | 0.61 | 0.55 | 13 | 47 | 26.5% | 0.299 | 0.1216 | -0.045 | 63.5 | -0.046 | 0.1245 | -0.710 | 26.8% | 271 | 1 | 2.03 | 2.32 | 1.99 |
| 0.31 | 0.48 | 0.42 | 20 | 7 | 26.4% | 0.243 | 0.1095 | -0.041 | 64 | -0.042 | 0.1128 | -0.768 | 25.3% | 91 | 239 | 2.48 | 2.61 | 2.36 |
| 0.09 | 0.39 | 0.40 | 167 | 24.5% | 0.195 | 0.0958 | -0.036 | 64.5 | -0.037 | 0.0996 | -0.817 | 23.4% | 159 | 32 | 2.72 | 3.05 | 2.64 | |
| 0.06 | 0.30 | 0.22 | 27 | 154 | 25.0% | 0.155 | 0.0820 | -0.031 | 65 | -0.032 | 0.0861 | -0.858 | 21.2% | 583 | 2 | 3.10 | 3.45 | 3.05 |
| 0.06 | 0.21 | 0.53 | 266 | 25.2% | 0.123 | 0.0690 | -0.026 | 65.5 | -0.028 | 0.0730 | -0.892 | 0.0% | 41 | 51 | 3.60 | 3.90 | 3.50 | |
| 0.06 | 0.18 | 0.13 | 56 | 261 | 27.1% | 0.098 | 0.0574 | -0.023 | 66 | -0.024 | 0.0613 | -0.919 | 27.6% | 64 | 12 | 4.00 | 4.50 | 4.05 |
| 0.03 | 0.16 | 0.16 | 103 | 27.9% | 0.077 | 0.0473 | -0.019 | 66.5 | -0.020 | 0.0512 | -0.940 | 42.7% | 47 | 4.95 | 5.70 | 4.40 | ||
| 0.05 | 0.22 | 0.07 | 11 | 366 | 32.6% | 0.061 | 0.0388 | -0.016 | 67 | -0.017 | 0.0432 | -0.957 | 0.0% | 16 | 5.40 | 5.35 | 4.90 | |
| 0.02 | 0.25 | 0.08 | 38 | 34.9% | 0.049 | 0.0318 | -0.014 | 67.5 | -0.014 | 0.0354 | -0.971 | 50.1% | 139 | 4.18 | 6.90 | 5.30 | ||
| 0.01 | 0.11 | 0.04 | 1 | 59 | 31.3% | 0.039 | 0.0260 | -0.011 | 68 | -0.012 | 0.0280 | -0.981 | 52.8% | 1 | 2.52 | 7.40 | 5.80 | |
| 0.01 | 0.11 | 0.06 | 1 | 41 | 33.2% | 0.032 | 0.0213 | -0.010 | 68.5 | -0.010 | 0.0205 | -0.988 | 49.0% | 2.26 | 7.90 | 6.00 | ||
| 0.01 | 0.11 | 0.05 | 1,002 | 35.1% | 0.025 | 0.0174 | -0.008 | 69 | -0.009 | 0.0136 | -0.993 | 51.5% | 4.29 | 8.40 | 6.50 | |||
| 0.00 | 0.95 | 0.28 | 37 | 60.6% | 0.021 | 0.0143 | -0.007 | 69.5 | -0.008 | 0.0086 | -0.996 | 46.7% | 5.99 | 9.15 | 6.50 | |||
How this is calculated: Options Chain methodology
