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
25.3%
62 strike
EXPECTED MOVE
$5.05
ATM straddle
MAX PAIN
$65.00
+5.1%
PUT/CALL VOLUME
3.21
7,275 / 2,269
DEC 18, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 9.85 | 10.90 | 16.85 | 1,123 | 35.2% | 0.922 | 0.0178 | -0.010 | 52 | -0.012 | 0.0196 | -0.090 | 34.0% | 7,200 | 3 | 0.28 | 0.56 | 0.07 | |
| 8.15 | 11.10 | 14.48 | 33 | 38.3% | 0.907 | 0.0213 | -0.011 | 53 | -0.014 | 0.0232 | -0.107 | 31.6% | 30,979 | 3 | 0.44 | 0.67 | 0.00 | |
| 7.05 | 9.85 | 18.40 | 56 | 31.0% | 0.888 | 0.0254 | -0.013 | 54 | -0.015 | 0.0274 | -0.128 | 33.0% | 51,038 | 15 | 0.45 | 0.86 | 0.20 | |
| 6.35 | 9.10 | 7.80 | 6,788 | 33.5% | 0.864 | 0.0301 | -0.014 | 55 | -0.016 | 0.0322 | -0.153 | 29.2% | 66,820 | 5 | 0.53 | 0.86 | 0.14 | |
| 5.55 | 7.45 | 6.86 | 3,004 | 25.8% | 0.836 | 0.0355 | -0.016 | 56 | -0.018 | 0.0375 | -0.184 | 30.8% | 42,504 | 5 | 0.69 | 1.01 | 0.55 | |
| 5.00 | 7.35 | 7.15 | 8,396 | 26.6% | 0.801 | 0.0415 | -0.017 | 57 | -0.019 | 0.0434 | -0.221 | 30.7% | 39,828 | 9 | 0.88 | 1.60 | 0.43 | |
| 4.10 | 7.50 | 0.00 | 33.2% | 0.782 | 0.0446 | -0.018 | 57.5 | -0.019 | 0.0465 | -0.242 | 34.4% | 875 | 2 | 0.98 | 2.33 | 0.54 | ||
| 4.20 | 6.15 | 5.50 | 7,524 | 29.6% | 0.760 | 0.0479 | -0.019 | 58 | -0.020 | 0.0495 | -0.264 | 29.7% | 22,040 | 4 | 1.11 | 1.42 | 1.03 | |
| 3.25 | 6.70 | 0.00 | 31.5% | 0.737 | 0.0511 | -0.020 | 58.5 | -0.021 | 0.0525 | -0.288 | 33.6% | 91 | 1 | 1.20 | 2.72 | 0.69 | ||
| 3.15 | 5.60 | 8.45 | 238 | 28.1% | 0.712 | 0.0543 | -0.020 | 59 | -0.021 | 0.0555 | -0.314 | 30.0% | 33,023 | 5,500 | 1.43 | 2.40 | 0.79 | |
| 3.30 | 4.70 | 3.85 | 36 | 27.5% | 0.685 | 0.0573 | -0.021 | 59.5 | -0.022 | 0.0583 | -0.342 | 21.4% | 4,704 | 0.86 | 2.10 | 0.00 | ||
| 2.77 | 5.05 | 3.32 | 1 | 18,787 | 30.1% | 0.657 | 0.0603 | -0.021 | 60 | -0.022 | 0.0609 | -0.371 | 26.5% | 54,959 | 3 | 1.68 | 1.98 | 1.29 |
| 2.87 | 4.00 | 3.25 | 48 | 5 | 28.0% | 0.627 | 0.0628 | -0.022 | 60.5 | -0.022 | 0.0631 | -0.401 | 34.3% | 97 | 1.86 | 4.10 | 1.09 | |
| 2.50 | 4.90 | 3.09 | 11 | 1,939 | 34.1% | 0.595 | 0.0652 | -0.022 | 61 | -0.022 | 0.0650 | -0.433 | 27.4% | 6,885 | 649 | 2.06 | 2.72 | 1.68 |
| 2.41 | 3.25 | 2.65 | 2 | 1,387 | 27.4% | 0.562 | 0.0670 | -0.022 | 61.5 | -0.022 | 0.0664 | -0.466 | 26.3% | 1,531 | 94 | 2.22 | 2.95 | 1.73 |
| 2.18 | 2.90 | 2.38 | 4 | 19,323 | 25.3% | 0.528 | 0.0682 | -0.022 | 62 | -0.022 | 0.0673 | -0.499 | 25.3% | 35,989 | 216 | 2.50 | 2.87 | 2.14 |
| 0.20 | 4.05 | 2.22 | 1,026 | 25.0% | 0.494 | 0.0690 | -0.022 | 62.5 | -0.022 | 0.0676 | -0.533 | 26.5% | 1,158 | 143 | 2.75 | 3.75 | 2.04 | |
| 0.08 | 3.30 | 2.08 | 9 | 8,477 | 22.7% | 0.460 | 0.0691 | -0.022 | 63 | -0.021 | 0.0674 | -0.566 | 27.1% | 21,937 | 300 | 3.63 | 3.75 | 2.73 |
| 1.45 | 2.82 | 0.00 | 29.7% | 0.426 | 0.0686 | -0.022 | 63.5 | -0.021 | 0.0666 | -0.599 | 28.0% | 79 | 2.58 | 4.30 | 2.95 | |||
| 1.25 | 1.62 | 1.41 | 127 | 17,050 | 24.1% | 0.392 | 0.0675 | -0.021 | 64 | -0.020 | 0.0652 | -0.632 | 24.8% | 36,170 | 8 | 3.58 | 4.65 | 2.67 |
| 1.09 | 1.89 | 1.29 | 2 | 6 | 26.6% | 0.360 | 0.0659 | -0.020 | 64.5 | -0.019 | 0.0634 | -0.663 | 25.1% | 4,826 | 244 | 4.05 | 4.65 | 3.40 |
| 0.93 | 1.73 | 1.12 | 81 | 82,675 | 26.6% | 0.329 | 0.0638 | -0.020 | 65 | -0.018 | 0.0610 | -0.693 | 25.4% | 82,833 | 7 | 4.59 | 5.30 | 3.50 |
| 0.79 | 1.22 | 0.97 | 14 | 10,508 | 24.4% | 0.299 | 0.0613 | -0.019 | 65.5 | -0.018 | 0.0584 | -0.721 | 23.6% | 1,852 | 3.70 | 5.55 | 3.70 | |
| 0.68 | 1.28 | 0.79 | 1,050 | 22,262 | 25.7% | 0.271 | 0.0584 | -0.018 | 66 | -0.017 | 0.0555 | -0.747 | 21.7% | 3,890 | 1 | 5.24 | 5.40 | 4.15 |
| 0.58 | 1.23 | 0.73 | 8 | 1,036 | 26.3% | 0.244 | 0.0553 | -0.017 | 66.5 | -0.015 | 0.0524 | -0.772 | 28.1% | 79 | 4.40 | 7.35 | 4.10 | |
| 0.50 | 0.85 | 0.60 | 616 | 7,482 | 24.5% | 0.221 | 0.0520 | -0.016 | 67 | -0.015 | 0.0492 | -0.794 | 20.9% | 12,136 | 6.19 | 7.15 | 4.15 | |
| 0.07 | 0.97 | 0.49 | 2 | 270 | 23.5% | 0.199 | 0.0488 | -0.015 | 67.5 | -0.013 | 0.0459 | -0.815 | 28.5% | 224 | 6.00 | 8.15 | 4.95 | |
| 0.22 | 0.86 | 0.47 | 8 | 65,277 | 24.6% | 0.178 | 0.0454 | -0.014 | 68 | -0.013 | 0.0426 | -0.834 | 28.4% | 73,502 | 6.75 | 8.10 | 5.80 | |
| 0.00 | 1.34 | 0.40 | 19 | 54 | 28.5% | 0.160 | 0.0420 | -0.013 | 68.5 | -0.012 | 0.0395 | -0.851 | 24.7% | 147 | 4.30 | 9.05 | 5.25 | |
| 0.00 | 0.40 | 0.33 | 41 | 13,187 | 20.7% | 0.143 | 0.0388 | -0.013 | 69 | -0.011 | 0.0364 | -0.867 | 28.6% | 216 | 3.00 | 9.50 | 6.10 | |
| 0.17 | 0.51 | 0.25 | 5,016 | 25.0% | 0.128 | 0.0358 | -0.012 | 69.5 | -0.010 | 0.0335 | -0.881 | 28.5% | 0.00 | 10.05 | 6.40 | |||
How this is calculated: Options Chain methodology
