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
26.4%
62 strike
EXPECTED MOVE
$5.59
ATM straddle
MAX PAIN
$61.00
-1.3%
PUT/CALL VOLUME
0.01
8 / 1,247
DEC 31, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 12.55 | 17.50 | 18.34 | 2 | 37.0% | 0.965 | 0.0077 | -0.004 | 47 | -0.007 | 0.0089 | -0.043 | 44.3% | 147 | 0.12 | 0.66 | 0.00 | ||
| 12.10 | 16.40 | 11.20 | 42.1% | 0.959 | 0.0092 | -0.005 | 48 | -0.008 | 0.0105 | -0.051 | 44.8% | 16 | 0.14 | 0.89 | 0.00 | |||
| 11.10 | 15.40 | 0.00 | 39.2% | 0.951 | 0.0110 | -0.006 | 49 | -0.008 | 0.0124 | -0.060 | 42.6% | 5 | 0.21 | 0.95 | 0.00 | |||
| 10.60 | 14.00 | 16.05 | 17 | 38.0% | 0.941 | 0.0132 | -0.007 | 50 | -0.009 | 0.0146 | -0.071 | 34.4% | 626 | 0.28 | 0.45 | 0.09 | ||
| 9.40 | 13.50 | 0.00 | 38.9% | 0.929 | 0.0158 | -0.008 | 51 | -0.010 | 0.0172 | -0.084 | 31.0% | 261 | 0.39 | 0.48 | 0.00 | |||
| 8.45 | 12.55 | 0.00 | 36.9% | 0.915 | 0.0188 | -0.009 | 52 | -0.011 | 0.0203 | -0.100 | 30.7% | 125 | 0.53 | 0.57 | 0.08 | |||
| 7.55 | 11.55 | 0.00 | 34.9% | 0.897 | 0.0223 | -0.011 | 53 | -0.012 | 0.0237 | -0.119 | 31.8% | 1,231 | 0.55 | 0.68 | 0.32 | |||
| 6.80 | 10.05 | 8.25 | 1 | 1 | 29.4% | 0.876 | 0.0264 | -0.012 | 54 | -0.014 | 0.0277 | -0.141 | 43.5% | 35 | 0.38 | 2.70 | 0.01 | |
| 6.10 | 9.60 | 13.05 | 4 | 33.7% | 0.851 | 0.0310 | -0.013 | 55 | -0.015 | 0.0321 | -0.168 | 28.6% | 179 | 0.79 | 0.94 | 0.36 | ||
| 4.70 | 8.30 | 12.45 | 158 | 24.9% | 0.820 | 0.0360 | -0.015 | 56 | -0.016 | 0.0368 | -0.200 | 29.1% | 105 | 0.50 | 1.21 | 0.57 | ||
| 4.20 | 7.85 | 5.81 | 21 | 29.4% | 0.784 | 0.0414 | -0.016 | 57 | -0.017 | 0.0419 | -0.236 | 32.3% | 579 | 0.85 | 2.37 | 0.45 | ||
| 3.55 | 7.15 | 5.46 | 29.8% | 0.743 | 0.0469 | -0.018 | 58 | -0.018 | 0.0469 | -0.279 | 29.0% | 281 | 1.30 | 2.03 | 0.85 | |||
| 3.55 | 5.50 | 6.45 | 11 | 28.0% | 0.695 | 0.0522 | -0.019 | 59 | -0.019 | 0.0518 | -0.327 | 28.2% | 173 | 0.86 | 2.42 | 1.01 | ||
| 2.71 | 4.90 | 9.00 | 85 | 26.9% | 0.641 | 0.0568 | -0.020 | 60 | -0.020 | 0.0560 | -0.380 | 26.3% | 428 | 1.96 | 2.37 | 1.50 | ||
| 2.02 | 4.20 | 13.64 | 16 | 25.6% | 0.583 | 0.0604 | -0.020 | 61 | -0.020 | 0.0593 | -0.438 | 25.5% | 111 | 1.11 | 3.15 | 1.45 | ||
| 1.93 | 3.40 | 2.61 | 10 | 26.2% | 0.521 | 0.0626 | -0.020 | 62 | -0.020 | 0.0611 | -0.498 | 26.6% | 16 | 2.67 | 3.55 | 2.30 | ||
| 1.60 | 2.73 | 2.09 | 81 | 25.7% | 0.458 | 0.0630 | -0.020 | 63 | -0.019 | 0.0613 | -0.559 | 27.4% | 7 | 3.24 | 4.35 | 2.80 | ||
| 1.27 | 2.28 | 1.68 | 12 | 25.6% | 0.397 | 0.0616 | -0.019 | 64 | -0.018 | 0.0599 | -0.619 | 24.0% | 20 | 3.10 | 4.90 | 2.80 | ||
| 1.10 | 1.75 | 1.28 | 4 | 116 | 26.0% | 0.338 | 0.0586 | -0.018 | 65 | -0.017 | 0.0569 | -0.676 | 18.5% | 14 | 4.52 | 5.55 | 2.54 | |
| 0.51 | 1.63 | 0.97 | 11 | 9 | 24.6% | 0.284 | 0.0544 | -0.017 | 66 | -0.015 | 0.0528 | -0.728 | 23.7% | 126 | 4.25 | 6.85 | 3.65 | |
| 0.00 | 2.22 | 0.82 | 180 | 27.8% | 0.237 | 0.0493 | -0.015 | 67 | -0.014 | 0.0478 | -0.774 | 24.6% | 23 | 4.74 | 8.05 | 4.15 | ||
| 0.06 | 1.90 | 0.80 | 121 | 28.8% | 0.195 | 0.0438 | -0.013 | 68 | -0.012 | 0.0424 | -0.814 | 27.8% | 3 | 6.00 | 9.25 | 5.05 | ||
| 0.12 | 1.15 | 3.60 | 20 | 26.6% | 0.159 | 0.0382 | -0.012 | 69 | -0.011 | 0.0370 | -0.848 | 27.0% | 3 | 4.28 | 10.00 | 5.85 | ||
| 0.00 | 0.81 | 0.32 | 2 | 380 | 24.9% | 0.129 | 0.0329 | -0.010 | 70 | -0.009 | 0.0318 | -0.877 | 29.6% | 1 | 4.85 | 10.55 | 7.35 | |
| 0.05 | 0.19 | 0.10 | 1,227 | 3,652 | 26.1% | 0.045 | 0.0140 | -0.005 | 75 | -0.003 | 0.0132 | -0.957 | 31.1% | 2 | 10.70 | 15.55 | 11.50 | |
| 0.00 | 0.21 | 0.05 | 57 | 32.1% | 0.016 | 0.0056 | -0.002 | 80 | 0.000 | 0.0051 | -0.984 | 35.3% | 0.00 | 20.45 | 16.35 | |||
| 0.00 | 2.13 | 0.08 | 2 | 62.6% | 0.006 | 0.0023 | -0.001 | 85 | 0.000 | 0.0020 | -0.993 | 0.0% | 0.00 | 25.50 | 20.55 | |||
| 0.00 | 2.13 | 1.27 | 3 | 70.0% | 0.003 | 0.0010 | -0.000 | 90 | -0.005 | 0.0000 | -1.000 | 0.0% | 0.00 | 30.50 | 25.55 | |||
How this is calculated: Options Chain methodology
