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 42.3%. The at-the-money straddle prices a move of about $0.80 (2.4%) 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
42.3%
32.5 strike
EXPECTED MOVE
$0.80
ATM straddle
MAX PAIN
$34.00
+4.6%
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 |
| 12.25 | 12.85 | 13.10 | 100 | 100 | 221.9% | 0.989 | 0.0040 | -0.031 | 20 | |||||||||
| 3.35 | 7.70 | 6.54 | 12 | 8 | 82.8% | 0.989 | 0.0110 | -0.014 | 27 | |||||||||
| 2.36 | 6.70 | 5.55 | 12 | 8 | 71.9% | 0.982 | 0.0184 | -0.017 | 28 | -0.025 | 0.0260 | -0.030 | 81.3% | 1 | 1 | 0.03 | 0.08 | 0.00 |
| 1.36 | 5.70 | 3.40 | 1 | 57.0% | 0.979 | 0.0274 | -0.016 | 29 | -0.261 | 0.0505 | -0.243 | 189.5% | 1 | 0.05 | 2.13 | 0.00 | ||
| 0.37 | 4.70 | 4.10 | 50 | 50 | 253.2% | 0.672 | 0.0436 | -0.407 | 30 | -0.026 | 0.0675 | -0.057 | 51.6% | 511 | 11 | 0.02 | 0.10 | 0.00 |
| 30.5 | -0.219 | 0.0747 | -0.302 | 142.8% | 66 | 64 | 0.03 | 2.08 | 0.00 | |||||||||
| 0.00 | 3.70 | 2.00 | 3 | 4 | 68.0% | 0.769 | 0.1368 | -0.094 | 31 | -0.209 | 0.0851 | -0.333 | 130.7% | 6 | 2 | 0.07 | 2.16 | 0.00 |
| 31.5 | -0.070 | 0.1962 | -0.254 | 49.9% | 12,180 | 9 | 0.08 | 0.28 | 0.00 | |||||||||
| 0.44 | 1.00 | 0.63 | 2 | 115 | 53.1% | 0.630 | 0.2174 | -0.091 | 32 | -0.070 | 0.2582 | -0.348 | 43.8% | 666 | 4 | 0.15 | 0.37 | 0.05 |
| 0.15 | 0.61 | 0.43 | 4 | 1,445 | 44.5% | 0.516 | 0.2737 | -0.081 | 32.5 | -0.069 | 0.3037 | -0.484 | 40.1% | 324 | 16 | 0.31 | 0.54 | 0.29 |
| 0.11 | 0.20 | 0.16 | 501 | 705 | 29.1% | 0.315 | 0.3734 | -0.047 | 33 | -0.070 | 0.2681 | -0.622 | 43.4% | 253 | 24 | 0.60 | 0.87 | 0.38 |
| 0.01 | 0.10 | 0.06 | 61 | 156 | 30.7% | 0.173 | 0.2552 | -0.035 | 33.5 | -0.072 | 0.2094 | -0.715 | 49.6% | 307 | 10 | 1.20 | 1.29 | 0.77 |
| 0.00 | 0.03 | 0.03 | 77 | 5,576 | 28.9% | 0.065 | 0.1348 | -0.017 | 34 | -0.118 | 0.1358 | -0.700 | 78.3% | 16,202 | 2 | 1.47 | 1.99 | 1.33 |
| 0.00 | 0.09 | 0.01 | 60 | 1,511 | 46.9% | 0.110 | 0.1226 | -0.039 | 34.5 | -0.055 | 0.1297 | -0.845 | 56.1% | 14 | 1,145 | 2.06 | 4.20 | 0.10 |
| 0.00 | 0.01 | 0.01 | 30 | 2,458 | 35.2% | 0.020 | 0.0419 | -0.008 | 35 | -0.405 | 0.0509 | -0.576 | 235.4% | 1 | 1.84 | 4.70 | 0.36 | |
| 0.00 | 0.07 | 0.01 | 2 | 3,444 | 50.0% | 0.043 | 0.0561 | -0.020 | 35.5 | -0.394 | 0.0508 | -0.602 | 232.4% | 2 | 1.73 | 5.00 | 0.86 | |
| 0.00 | 0.07 | 0.01 | 2 | 2,427 | 56.3% | 0.039 | 0.0456 | -0.021 | 36 | -0.325 | 0.0559 | -0.655 | 201.5% | 2 | 1.99 | 4.95 | 1.36 | |
| 0.00 | 0.31 | 0.04 | 1 | 720 | 87.5% | 0.103 | 0.0626 | -0.070 | 36.5 | |||||||||
| 0.00 | 0.06 | 0.02 | 4 | 232 | 66.4% | 0.029 | 0.0304 | -0.020 | 37 | |||||||||
| 0.00 | 0.30 | 0.02 | 20 | 385 | 100.8% | 0.088 | 0.0484 | -0.072 | 37.5 | |||||||||
| 0.00 | 0.07 | 0.03 | 2 | 20 | 79.7% | 0.029 | 0.0251 | -0.023 | 38 | |||||||||
| 0.00 | 0.07 | 0.11 | 1 | 85.2% | 0.027 | 0.0224 | -0.024 | 38.5 | ||||||||||
| 0.00 | 0.26 | 0.08 | 6 | 210 | 116.8% | 0.069 | 0.0346 | -0.069 | 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
