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
0.4%
33 strike
EXPECTED MOVE
$3.32
ATM straddle
MAX PAIN
$31.00
-4.6%
PUT/CALL VOLUME
0.37
433 / 1,178
FEB 19, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 20 | -0.004 | 0.0085 | -0.040 | 55.8% | 51 | 50 | 0.15 | 0.21 | 0.00 | |||||||||
| 10.45 | 12.20 | 11.90 | 2 | 1 | 109.5% | 0.776 | 0.0149 | -0.028 | 25 | -0.000 | 0.0001 | -0.000 | 12.5% | 50 | 0.10 | 0.00 | 0.00 | |
| 26 | -0.000 | 0.0005 | -0.000 | 12.5% | 2 | 0.20 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 7.48 | 0.0% | 1.000 | 0.0000 | -0.003 | 27 | -0.000 | 0.0000 | -0.000 | 6.3% | 100 | 0.25 | 0.00 | 0.00 | |||
| 2.59 | 7.00 | 6.70 | 3 | 6 | 64.8% | 0.736 | 0.0276 | -0.019 | 28 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 0.36 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 4.60 | 5 | 0.0% | 1.000 | 0.0000 | -0.004 | 29 | -0.000 | 0.0004 | -0.000 | 6.3% | 5 | 0.32 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.62 | 15 | 0.0% | 1.000 | 0.0000 | -0.004 | 30 | -0.000 | 0.0000 | -0.000 | 3.1% | 146 | 0.69 | 0.00 | 0.00 | ||
| 0.30 | 4.65 | 4.15 | 3 | 14 | 54.1% | 0.639 | 0.0378 | -0.018 | 31 | -0.000 | 0.0014 | -0.000 | 3.1% | 1 | 0.87 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 4.10 | 0.0% | 1.000 | 0.0000 | -0.004 | 32 | -0.000 | 0.0000 | -0.000 | 0.8% | 1 | 1.41 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.40 | 250 | 0.8% | 0.437 | 2.7527 | -0.002 | 33 | 0.004 | 0.0000 | -1.000 | 0.0% | 2 | 1.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.22 | 250 | 1.6% | 0.000 | 0.0034 | -0.000 | 34 | 0.004 | 0.0000 | -1.000 | 0.0% | 35 | 2.54 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.75 | 1 | 3.1% | 0.000 | 0.0023 | -0.000 | 35 | 0.004 | 0.0000 | -1.000 | 0.0% | 1 | 2.73 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.50 | 10 | 6.3% | 0.007 | 0.0163 | -0.000 | 36 | 0.004 | 0.0000 | -1.000 | 0.0% | 27 | 2.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.34 | 9 | 6.3% | 0.001 | 0.0018 | -0.000 | 37 | 0.004 | 0.0000 | -1.000 | 0.0% | 2 | 3.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.41 | 1 | 6.3% | 0.000 | 0.0001 | -0.000 | 38 | 0.005 | 0.0000 | -1.000 | 0.0% | 4 | 5.69 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.40 | 21 | 6.3% | 0.000 | 0.0000 | -0.000 | 39 | 0.005 | 0.0000 | -1.000 | 0.0% | 13 | 1 | 4.50 | 5.25 | 3.30 | |
| 0.00 | 0.00 | 0.11 | 400 | 6.3% | 0.000 | 0.0000 | -0.000 | 40 | 0.005 | 0.0000 | -1.000 | 0.0% | 4.95 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.57 | 1 | 12.5% | 0.001 | 0.0016 | -0.000 | 41 | ||||||||||
| 0.00 | 0.00 | 0.16 | 31 | 12.5% | 0.000 | 0.0005 | -0.000 | 42 | ||||||||||
| 0.00 | 0.00 | 0.39 | 2 | 12.5% | 0.000 | 0.0002 | -0.000 | 43 | ||||||||||
| 0.00 | 0.69 | 0.10 | 20 | 22 | 48.4% | 0.178 | 0.0294 | -0.011 | 44 | |||||||||
| 0.00 | 0.00 | 0.02 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 45 | ||||||||||
| 0.00 | 0.00 | 0.28 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 46 | ||||||||||
| 0.00 | 0.00 | 0.36 | 7 | 12.5% | 0.000 | 0.0000 | -0.000 | 47 | 0.006 | 0.0000 | -1.000 | 0.0% | 3 | 4 | 10.82 | 12.85 | 10.40 | |
| 0.00 | 0.00 | 0.16 | 57 | 12.5% | 0.000 | 0.0000 | -0.000 | 49 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology