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
$4.02
ATM straddle
MAX PAIN
$40.00
-35.3%
PUT/CALL VOLUME
6.08
474 / 78
NOV 27, 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 | 25.0% | 16 | 0.04 | 0.00 | 0.00 | ||||||||||
| 45 | -0.000 | 0.0000 | -0.000 | 25.0% | 12 | 0.05 | 0.00 | 0.00 | ||||||||||
| 50 | -0.000 | 0.0000 | -0.000 | 12.5% | 0.11 | 0.00 | 0.00 | |||||||||||
| 55 | -0.000 | 0.0008 | -0.000 | 12.5% | 21 | 0.30 | 0.00 | 0.00 | ||||||||||
| 56 | -0.000 | 0.0000 | -0.000 | 6.3% | 16 | 0.40 | 0.00 | 0.00 | ||||||||||
| 57 | -0.000 | 0.0000 | -0.000 | 6.3% | 5 | 0.52 | 0.00 | 0.00 | ||||||||||
| 58 | -0.000 | 0.0004 | -0.000 | 6.3% | 1 | 0.69 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 5.34 | 1 | 0.0% | 1.000 | 0.0000 | -0.007 | 59 | -0.000 | 0.0000 | -0.000 | 3.1% | 3 | 0.84 | 0.00 | 0.00 | ||
| 60 | -0.000 | 0.0008 | -0.000 | 3.1% | 313 | 1.13 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 3.78 | 0.0% | 1.000 | 0.0000 | -0.007 | 61 | -0.000 | 0.0012 | -0.000 | 1.6% | 2 | 1.59 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 2.30 | 3 | 0.0% | 1.000 | 0.0000 | -0.008 | 61.5 | -0.000 | 0.0012 | -0.000 | 0.8% | 5 | 1.62 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.07 | 10 | 0.4% | 0.806 | 3.8595 | -0.006 | 62 | 0.000 | 0.0000 | 0.000 | 0.0% | 4 | 1.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.93 | 1.6% | 0.063 | 0.4371 | -0.001 | 62.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 8 | 2.22 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.46 | 1 | 1.6% | 0.001 | 0.0070 | -0.000 | 63 | 0.008 | 0.0000 | -1.000 | 0.0% | 7 | 1.61 | 0.00 | 0.00 | ||
| 63.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 1 | 1.93 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 1.57 | 1 | 3.1% | 0.000 | 0.0027 | -0.000 | 64 | 0.008 | 0.0000 | -1.000 | 0.0% | 12 | 2.97 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.80 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 65 | 0.008 | 0.0000 | -1.000 | 0.0% | 9 | 2.56 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.55 | 1 | 6.3% | 0.002 | 0.0049 | -0.000 | 65.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 25 | 2.86 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.00 | 33 | 6.3% | 0.000 | 0.0014 | -0.000 | 66 | 0.008 | 0.0000 | -1.000 | 0.0% | 5 | 3.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.40 | 1 | 6.3% | 0.000 | 0.0001 | -0.000 | 67 | 0.008 | 0.0000 | -1.000 | 0.0% | 9 | 3.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.33 | 11 | 6.3% | 0.000 | 0.0000 | -0.000 | 67.5 | ||||||||||
| 0.00 | 0.00 | 0.30 | 2 | 6.3% | 0.000 | 0.0000 | -0.000 | 68 | ||||||||||
| 0.00 | 0.00 | 0.27 | 6.3% | 0.000 | 0.0000 | -0.000 | 68.5 | |||||||||||
| 0.00 | 0.00 | 0.19 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 69 | ||||||||||
| 0.00 | 0.00 | 0.19 | 12.5% | 0.001 | 0.0016 | -0.000 | 69.5 | |||||||||||
| 0.00 | 0.00 | 0.18 | 12.5% | 0.001 | 0.0009 | -0.000 | 70 | |||||||||||
| 0.00 | 0.00 | 0.16 | 1 | 12.5% | 0.000 | 0.0005 | -0.000 | 70.5 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology