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 34.7%. 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
34.7%
62 strike
EXPECTED MOVE
$1.57
ATM straddle
MAX PAIN
$65.00
+5.1%
PUT/CALL VOLUME
1.38
1,403 / 1,017
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 |
| 40 | -0.441 | 0.0068 | -0.080 | 352.9% | 2 | 0.03 | 2.13 | 0.00 | ||||||||||
| 45 | -0.227 | 0.0089 | -0.062 | 221.3% | 6 | 16 | 0.03 | 0.95 | 0.00 | |||||||||
| 50 | -0.008 | 0.0024 | -0.004 | 81.3% | 34,005 | 16 | 0.02 | 0.02 | 0.00 | |||||||||
| 55 | -0.024 | 0.0137 | -0.020 | 57.8% | 11,060 | 16 | 0.04 | 0.06 | 0.01 | |||||||||
| 5.80 | 6.20 | 5.50 | 1 | 2 | 70.3% | 0.925 | 0.0324 | -0.090 | 56 | -0.030 | 0.0204 | -0.030 | 53.1% | 13 | 2 | 0.05 | 0.08 | 0.02 |
| 57 | -0.062 | 0.0384 | -0.069 | 55.9% | 920 | 8 | 0.09 | 0.13 | 0.02 | |||||||||
| 3.70 | 4.20 | 4.00 | 9 | 20 | 64.8% | 0.846 | 0.0590 | -0.136 | 58 | -0.055 | 0.0510 | -0.077 | 45.5% | 11 | 4 | 0.12 | 0.12 | 0.05 |
| 2.70 | 3.30 | 2.56 | 16 | 6 | 58.8% | 0.796 | 0.0775 | -0.146 | 59 | -0.071 | 0.0798 | -0.126 | 41.6% | 133 | 524 | 0.15 | 0.19 | 0.06 |
| 1.97 | 2.36 | 2.12 | 6 | 23 | 48.9% | 0.739 | 0.1068 | -0.139 | 60 | -0.084 | 0.1230 | -0.199 | 36.5% | 914 | 28 | 0.20 | 0.29 | 0.20 |
| 1.19 | 1.43 | 1.37 | 43 | 64 | 37.6% | 0.650 | 0.1585 | -0.122 | 61 | -0.113 | 0.1599 | -0.349 | 37.2% | 12,263 | 104 | 0.43 | 0.60 | 0.37 |
| 0.91 | 1.12 | 1.03 | 7 | 1,039 | 36.9% | 0.568 | 0.1713 | -0.126 | 61.5 | -0.110 | 0.1846 | -0.428 | 34.2% | 768 | 12 | 0.59 | 0.73 | 0.56 |
| 0.62 | 0.83 | 0.78 | 123 | 209 | 35.4% | 0.480 | 0.1807 | -0.122 | 62 | -0.110 | 0.1890 | -0.522 | 33.9% | 1,058 | 114 | 0.88 | 0.97 | 0.72 |
| 0.48 | 0.59 | 0.57 | 283 | 493 | 34.3% | 0.387 | 0.1796 | -0.113 | 62.5 | -0.110 | 0.1742 | -0.609 | 35.4% | 882 | 1 | 0.99 | 1.30 | 0.98 |
| 0.12 | 0.41 | 0.33 | 115 | 291 | 33.6% | 0.298 | 0.1660 | -0.100 | 63 | -0.117 | 0.1453 | -0.669 | 40.1% | 7,457 | 6 | 1.37 | 1.74 | 1.30 |
| 0.11 | 0.44 | 0.21 | 27 | 523 | 41.2% | 0.269 | 0.1288 | -0.117 | 63.5 | -0.099 | 0.1332 | -0.744 | 38.9% | 1,036 | 4 | 1.98 | 2.07 | 1.62 |
| 0.05 | 0.18 | 0.13 | 153 | 266 | 33.0% | 0.155 | 0.1163 | -0.068 | 64 | -0.210 | 0.0821 | -0.672 | 70.8% | 524 | 218 | 2.25 | 3.15 | 2.02 |
| 0.04 | 0.18 | 0.11 | 10 | 70 | 37.7% | 0.138 | 0.0941 | -0.071 | 64.5 | -0.074 | 0.0951 | -0.845 | 40.3% | 3,591 | 1 | 2.69 | 2.90 | 2.46 |
| 0.01 | 0.08 | 0.05 | 7 | 211 | 34.0% | 0.075 | 0.0672 | -0.041 | 65 | -0.048 | 0.0739 | -0.902 | 37.7% | 1,569 | 3 | 3.10 | 3.30 | 2.99 |
| 0.01 | 0.06 | 0.03 | 60 | 487 | 35.4% | 0.055 | 0.0508 | -0.034 | 65.5 | -0.050 | 0.0623 | -0.910 | 41.8% | 865 | 5 | 3.56 | 3.80 | 3.40 |
| 0.01 | 0.04 | 0.03 | 40 | 528 | 35.9% | 0.038 | 0.0367 | -0.025 | 66 | -0.084 | 0.0600 | -0.879 | 53.9% | 75 | 3 | 4.00 | 4.40 | 4.00 |
| 0.01 | 0.12 | 0.03 | 2 | 100 | 49.6% | 0.077 | 0.0466 | -0.061 | 66.5 | -0.079 | 0.0520 | -0.895 | 56.3% | 200 | 1 | 5.19 | 5.40 | 4.35 |
| 0.00 | 0.19 | 0.08 | 1 | 309 | 50.6% | 0.061 | 0.0383 | -0.052 | 67 | -0.054 | 0.0412 | -0.929 | 53.3% | 587 | 4 | 5.13 | 5.30 | 4.95 |
| 0.00 | 0.25 | 0.01 | 4 | 50 | 57.6% | 0.069 | 0.0373 | -0.065 | 67.5 | -0.319 | 0.0428 | -0.746 | 120.5% | 1 | 3.18 | 6.85 | 4.45 | |
| 0.00 | 0.02 | 0.03 | 10 | 122 | 43.8% | 0.016 | 0.0151 | -0.015 | 68 | -0.148 | 0.0425 | -0.862 | 83.4% | 273 | 6.30 | 7.30 | 5.85 | |
| 0.00 | 0.02 | 0.05 | 25 | 141 | 46.5% | 0.015 | 0.0134 | -0.015 | 68.5 | -0.112 | 0.0372 | -0.895 | 78.4% | 1 | 7.17 | 7.55 | 6.35 | |
| 0.00 | 0.02 | 0.05 | 2 | 387 | 49.2% | 0.014 | 0.0120 | -0.015 | 69 | -0.035 | 0.0223 | -0.961 | 60.5% | 90 | 2 | 7.66 | 7.60 | 6.90 |
| 0.00 | 0.02 | 0.17 | 2 | 78 | 52.3% | 0.014 | 0.0112 | -0.016 | 69.5 | -0.098 | 0.0304 | -0.916 | 81.6% | 1 | 8.09 | 8.45 | 7.35 | |
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
