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
26.7%
62 strike
EXPECTED MOVE
$3.47
ATM straddle
MAX PAIN
$66.00
+6.8%
PUT/CALL VOLUME
0.33
3,144 / 9,399
NOV 20, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 7.55 | 8.00 | 13.44 | 1 | 38.3% | 0.917 | 0.0256 | -0.017 | 54.5 | -0.018 | 0.0258 | -0.084 | 34.8% | 1,140 | 0.24 | 0.29 | 0.08 | ||
| 6.15 | 7.55 | 9.02 | 5 | 0.0% | 0.906 | 0.0286 | -0.018 | 55 | -0.019 | 0.0289 | -0.095 | 35.5% | 15,124 | 1,167 | 0.23 | 0.30 | 0.20 | |
| 6.20 | 7.05 | 11.70 | 4 | 27.8% | 0.894 | 0.0320 | -0.019 | 55.5 | -0.021 | 0.0323 | -0.107 | 32.9% | 352 | 281 | 0.27 | 0.31 | 0.16 | |
| 5.70 | 6.60 | 6.75 | 4 | 27.1% | 0.881 | 0.0358 | -0.021 | 56 | -0.022 | 0.0361 | -0.120 | 34.5% | 10,749 | 0.38 | 0.42 | 0.27 | ||
| 4.85 | 6.15 | 11.53 | 4 | 0.0% | 0.865 | 0.0399 | -0.022 | 56.5 | -0.024 | 0.0402 | -0.136 | 32.0% | 6,892 | 1 | 0.48 | 0.49 | 0.17 | |
| 5.30 | 5.70 | 5.50 | 7 | 6 | 34.1% | 0.848 | 0.0444 | -0.024 | 57 | -0.025 | 0.0448 | -0.154 | 33.3% | 35,804 | 4 | 0.43 | 0.55 | 0.37 |
| 4.00 | 5.25 | 6.47 | 38 | 20.3% | 0.828 | 0.0492 | -0.025 | 57.5 | -0.026 | 0.0497 | -0.174 | 32.7% | 6,020 | 11 | 0.46 | 0.63 | 0.43 | |
| 4.10 | 4.75 | 6.03 | 12 | 27.5% | 0.805 | 0.0544 | -0.027 | 58 | -0.028 | 0.0550 | -0.197 | 31.0% | 24,836 | 0.61 | 0.64 | 0.48 | ||
| 3.90 | 4.30 | 5.55 | 5 | 29.1% | 0.780 | 0.0599 | -0.029 | 58.5 | -0.029 | 0.0606 | -0.223 | 31.0% | 279 | 0.49 | 0.76 | 0.59 | ||
| 3.65 | 3.90 | 3.35 | 38 | 30 | 30.0% | 0.751 | 0.0655 | -0.030 | 59 | -0.031 | 0.0663 | -0.252 | 29.8% | 3,709 | 3 | 0.76 | 0.82 | 0.67 |
| 3.20 | 3.55 | 3.60 | 15 | 29.2% | 0.720 | 0.0711 | -0.031 | 59.5 | -0.032 | 0.0721 | -0.284 | 29.2% | 294 | 3 | 0.89 | 0.93 | 0.79 | |
| 2.86 | 3.25 | 3.05 | 202 | 362 | 29.4% | 0.685 | 0.0766 | -0.033 | 60 | -0.033 | 0.0777 | -0.319 | 28.8% | 24,471 | 107 | 1.00 | 1.06 | 0.95 |
| 2.50 | 2.84 | 3.82 | 4 | 28.2% | 0.647 | 0.0817 | -0.033 | 60.5 | -0.034 | 0.0831 | -0.358 | 28.1% | 926 | 11 | 1.10 | 1.23 | 1.06 | |
| 2.19 | 2.54 | 2.50 | 5 | 378 | 28.1% | 0.606 | 0.0862 | -0.034 | 61 | -0.035 | 0.0878 | -0.399 | 27.6% | 14,919 | 154 | 1.28 | 1.41 | 1.22 |
| 1.96 | 2.21 | 2.23 | 452 | 28.1% | 0.563 | 0.0898 | -0.034 | 61.5 | -0.035 | 0.0916 | -0.444 | 27.1% | 776 | 298 | 1.48 | 1.60 | 1.41 | |
| 1.62 | 1.86 | 1.82 | 2 | 3,496 | 26.7% | 0.517 | 0.0923 | -0.034 | 62 | -0.035 | 0.0943 | -0.490 | 26.7% | 16,907 | 1.81 | 1.83 | 1.62 | |
| 1.43 | 1.68 | 1.47 | 23 | 421 | 27.4% | 0.471 | 0.0934 | -0.034 | 62.5 | -0.035 | 0.0956 | -0.538 | 26.4% | 5,752 | 254 | 1.99 | 2.08 | 1.88 |
| 1.19 | 1.38 | 1.34 | 10 | 5,224 | 26.5% | 0.424 | 0.0929 | -0.033 | 63 | -0.034 | 0.0955 | -0.586 | 25.7% | 24,221 | 65 | 2.19 | 2.36 | 2.10 |
| 0.96 | 1.12 | 1.05 | 109 | 608 | 25.5% | 0.378 | 0.0910 | -0.032 | 63.5 | -0.032 | 0.0939 | -0.634 | 25.3% | 821 | 100 | 2.84 | 2.67 | 2.38 |
| 0.77 | 0.98 | 0.89 | 9 | 1,296 | 25.5% | 0.334 | 0.0876 | -0.030 | 64 | -0.031 | 0.0908 | -0.679 | 25.7% | 1,880 | 5 | 2.80 | 3.05 | 2.72 |
| 0.48 | 0.83 | 0.68 | 56 | 374 | 24.1% | 0.292 | 0.0831 | -0.028 | 64.5 | -0.029 | 0.0866 | -0.723 | 24.2% | 503 | 3.16 | 3.35 | 2.99 | |
| 0.56 | 0.63 | 0.61 | 26 | 3,489 | 25.3% | 0.254 | 0.0775 | -0.026 | 65 | -0.027 | 0.0815 | -0.763 | 23.5% | 9,966 | 79 | 3.45 | 3.70 | 3.35 |
| 0.40 | 0.62 | 0.58 | 209 | 25.8% | 0.218 | 0.0714 | -0.024 | 65.5 | -0.025 | 0.0760 | -0.801 | 26.2% | 9,826 | 1 | 4.70 | 4.40 | 3.70 | |
| 0.29 | 0.59 | 0.39 | 644 | 27,039 | 26.3% | 0.187 | 0.0649 | -0.022 | 66 | -0.023 | 0.0700 | -0.834 | 23.2% | 25,052 | 1 | 4.50 | 4.55 | 4.15 |
| 0.24 | 0.42 | 0.32 | 1 | 467 | 25.5% | 0.159 | 0.0583 | -0.020 | 66.5 | -0.021 | 0.0641 | -0.864 | 32.5% | 199 | 5.17 | 5.75 | 4.55 | |
| 0.20 | 0.31 | 0.25 | 16 | 6,475 | 25.4% | 0.135 | 0.0520 | -0.018 | 67 | -0.019 | 0.0583 | -0.891 | 18.7% | 8,873 | 1 | 5.10 | 5.40 | 5.00 |
| 0.14 | 0.27 | 0.22 | 2 | 1,669 | 25.3% | 0.114 | 0.0459 | -0.016 | 67.5 | -0.017 | 0.0522 | -0.914 | 20.0% | 53 | 4.40 | 5.90 | 5.50 | |
| 0.07 | 0.22 | 0.18 | 7 | 3,744 | 24.6% | 0.097 | 0.0403 | -0.014 | 68 | -0.016 | 0.0461 | -0.934 | 26.0% | 600 | 6.15 | 6.60 | 5.90 | |
| 0.09 | 0.18 | 0.15 | 1 | 1,630 | 25.7% | 0.082 | 0.0352 | -0.013 | 68.5 | -0.014 | 0.0432 | -0.952 | 29.8% | 40 | 6.85 | 7.20 | 6.40 | |
| 0.05 | 0.23 | 0.32 | 1 | 6,797 | 27.3% | 0.069 | 0.0306 | -0.011 | 69 | -0.012 | 0.0384 | -0.966 | 0.0% | 202 | 3.27 | 7.40 | 6.95 | |
| 0.05 | 0.19 | 0.14 | 2 | 146 | 27.8% | 0.058 | 0.0265 | -0.010 | 69.5 | -0.011 | 0.0310 | -0.979 | 0.0% | 3.35 | 9.65 | 5.60 | ||
How this is calculated: Options Chain methodology
