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 1,017 calls and 1,403 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $1.66 (2.7%) 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
0.2%
62 strike
EXPECTED MOVE
$3.96
ATM straddle
MAX PAIN
$40.00
-35.3%
PUT/CALL VOLUME
0.60
1,464 / 2,423
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 40 | -0.000 | 0.0000 | -0.000 | 50.0% | 0.04 | 0.00 | 0.00 | |||||||||||
| 45 | -0.000 | 0.0000 | -0.000 | 25.0% | 14 | 0.04 | 0.00 | 0.00 | ||||||||||
| 50 | -0.000 | 0.0001 | -0.000 | 25.0% | 2 | 0.07 | 0.00 | 0.00 | ||||||||||
| 55 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.16 | 0.00 | 0.00 | ||||||||||
| 56 | -0.000 | 0.0003 | -0.000 | 12.5% | 100 | 0.22 | 0.00 | 0.00 | ||||||||||
| 57 | -0.000 | 0.0023 | -0.001 | 12.5% | 2 | 0.27 | 0.00 | 0.00 | ||||||||||
| 58 | -0.000 | 0.0000 | -0.000 | 6.3% | 10 | 0.50 | 0.00 | 0.00 | ||||||||||
| 59 | -0.000 | 0.0008 | -0.000 | 6.3% | 2 | 0.58 | 0.00 | 0.00 | ||||||||||
| 60 | -0.000 | 0.0000 | -0.000 | 3.1% | 128 | 0.97 | 0.00 | 0.00 | ||||||||||
| 61 | -0.000 | 0.0001 | -0.000 | 1.6% | 101 | 1.07 | 0.00 | 0.00 | ||||||||||
| 61.5 | -0.000 | 0.0004 | -0.000 | 0.8% | 1 | 1.28 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 2.47 | 0.4% | 0.198 | 5.2208 | -0.002 | 62 | 0.008 | 0.0000 | -1.000 | 0.0% | 417 | 1.49 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.22 | 1 | 1.6% | 0.005 | 0.0730 | -0.000 | 62.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 100 | 1.93 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.02 | 5 | 3.1% | 0.008 | 0.0489 | -0.000 | 63 | 0.008 | 0.0000 | -1.000 | 0.0% | 228 | 1.98 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.80 | 8 | 3.1% | 0.000 | 0.0015 | -0.000 | 63.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 94 | 2.27 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.74 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 64 | 0.008 | 0.0000 | -1.000 | 0.0% | 168 | 2.62 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.53 | 5 | 6.3% | 0.002 | 0.0066 | -0.000 | 64.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 87 | 2.34 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.38 | 172 | 6.3% | 0.000 | 0.0011 | -0.000 | 65 | 0.008 | 0.0000 | -1.000 | 0.0% | 2 | 3.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.40 | 3 | 6.3% | 0.000 | 0.0001 | -0.000 | 65.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 1 | 3.88 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.28 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 66 | ||||||||||
| 0.00 | 0.00 | 0.20 | 55 | 6.3% | 0.000 | 0.0000 | -0.000 | 66.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 1 | 2.99 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.20 | 2 | 12.5% | 0.002 | 0.0042 | -0.000 | 67 | 0.008 | 0.0000 | -1.000 | 0.0% | 1 | 5.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.20 | 1 | 12.5% | 0.001 | 0.0019 | -0.000 | 67.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 1 | 5.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.22 | 2,137 | 12.5% | 0.000 | 0.0008 | -0.000 | 68 | 0.008 | 0.0000 | -1.000 | 0.0% | 2 | 4.48 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.08 | 2 | 12.5% | 0.000 | 0.0003 | -0.000 | 68.5 | ||||||||||
| 0.00 | 0.00 | 0.05 | 10 | 12.5% | 0.000 | 0.0001 | -0.000 | 69 | 0.008 | 0.0000 | -1.000 | 0.0% | 5.30 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.05 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 69.5 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology