FXI Options Chain
FXI $32.51 · Updated Oct 26, 4:00 PM ET
FXI is at $32.51. The nearest expiration, Oct 30, 2026 (4 days out), lists 23 strikes, with 949 calls and 1,293 puts traded in the latest session. At-the-money implied volatility is 0.1%. The at-the-money straddle prices a move of about $0.74 (2.3%) 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
- Feb 19, 2027
- Mar 19, 2027
- Mar 31, 2027
ATM IV
0.1%
32.5 strike
EXPECTED MOVE
$0.74
ATM straddle
MAX PAIN
$20.00
-38.5%
PUT/CALL VOLUME
1.36
1,293 / 949
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 13.10 | 100 | 0.0% | 1.000 | 0.0000 | -0.002 | 20 | ||||||||||
| 0.00 | 0.00 | 6.54 | 12 | 0.0% | 1.000 | 0.0000 | -0.003 | 27 | ||||||||||
| 0.00 | 0.00 | 5.55 | 12 | 0.0% | 1.000 | 0.0000 | -0.003 | 28 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.40 | 0.0% | 1.000 | 0.0000 | -0.004 | 29 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.05 | 0.00 | 0.00 | ||||
| 0.00 | 0.00 | 4.10 | 50 | 0.0% | 1.000 | 0.0000 | -0.004 | 30 | -0.000 | 0.0025 | -0.001 | 25.0% | 11 | 0.02 | 0.00 | 0.00 | ||
| 30.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 64 | 0.03 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 2.00 | 3 | 0.0% | 1.000 | 0.0000 | -0.004 | 31 | -0.000 | 0.0006 | -0.000 | 12.5% | 2 | 0.07 | 0.00 | 0.00 | ||
| 31.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 9 | 0.08 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 0.63 | 2 | 0.0% | 1.000 | 0.0000 | -0.004 | 32 | -0.000 | 0.0656 | -0.005 | 6.3% | 4 | 0.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.43 | 4 | 0.0% | 1.000 | 0.0000 | -0.004 | 32.5 | 0.000 | 0.0366 | -0.000 | 0.2% | 16 | 0.31 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.16 | 501 | 6.3% | 0.010 | 0.1330 | -0.001 | 33 | 0.004 | 0.0000 | -1.000 | 0.0% | 24 | 0.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.06 | 61 | 6.3% | 0.000 | 0.0000 | -0.000 | 33.5 | 0.004 | 0.0000 | -1.000 | 0.0% | 10 | 1.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 77 | 12.5% | 0.000 | 0.0018 | -0.000 | 34 | 0.004 | 0.0000 | -1.000 | 0.0% | 2 | 1.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 60 | 12.5% | 0.000 | 0.0000 | -0.000 | 34.5 | 0.004 | 0.0000 | -1.000 | 0.0% | 1,145 | 2.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 30 | 25.0% | 0.002 | 0.0068 | -0.001 | 35 | 0.004 | 0.0000 | -1.000 | 0.0% | 1 | 1.84 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 2 | 25.0% | 0.000 | 0.0011 | -0.000 | 35.5 | 0.004 | 0.0000 | -1.000 | 0.0% | 2 | 1.73 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 2 | 25.0% | 0.000 | 0.0001 | -0.000 | 36 | 0.004 | 0.0000 | -1.000 | 0.0% | 2 | 1.99 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.04 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 36.5 | ||||||||||
| 0.00 | 0.00 | 0.02 | 4 | 25.0% | 0.000 | 0.0000 | -0.000 | 37 | ||||||||||
| 0.00 | 0.00 | 0.02 | 20 | 25.0% | 0.000 | 0.0000 | -0.000 | 37.5 | ||||||||||
| 0.00 | 0.00 | 0.03 | 2 | 50.0% | 0.001 | 0.0021 | -0.001 | 38 | ||||||||||
| 0.00 | 0.07 | 0.11 | 1 | 85.2% | 0.026 | 0.0220 | -0.023 | 38.5 | ||||||||||
| 0.00 | 0.26 | 0.08 | 6 | 210 | 116.8% | 0.067 | 0.0343 | -0.068 | 39 | |||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology