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iShares China Large-Cap ETF FXI

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Market dataready · fetched 2026-10-15T20:03:46.263Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:22.009724904Z

FundamentalsAlpha Vantage · ready

Share price$34.30
1D+1.4%
AH$33.81$33.95$34.08$34.21$34.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXI
Sold putSold callAH

iShares China Large-Cap ETF options

Live interpolated FXI call and put midpoint premiums by absolute delta.iShares China Large-Cap ETF$0.02$0.62$1.22$1.82$2.42$32.34$33.09$33.84$34.59$35.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $34.30OPTION PRICELive FXI spot · $34.30FXI PRICE$0.10$0.10$0.09$0.11$0.14$0.18$0.21$0.25$0.28$0.32$0.35$0.71$2.25$0.67$1.06$0.68$0.17$0.19$0.21$0.22$0.24$0.26$0.28$0.59$1.11$1.17
PutsExpensive8.07×
CallsExpensive2.66×
SkewBearish+51.37 pp
Implied moveBearish±$0.44
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.1985.3%5.8%31.67245.0%9.6%
25Δ35.4859.2%3.7%30.72362.3%13.5%
30Δ34.7833.2%1.6%32.56200.9%7.1%
35Δ34.4623.2%0.8%34.0339.4%1.3%
40Δ34.4023.7%0.7%34.1037.0%1.1%
45Δ34.3424.1%0.6%34.1734.7%1.0%
50Δ34.2924.6%0.6%34.2532.3%0.8%
55Δ34.2325.1%0.5%34.3230.0%0.6%
60Δ34.1725.5%0.4%34.4027.6%0.5%
65Δ34.1126.0%0.4%34.4725.3%0.3%
70Δ34.0526.4%0.3%34.7840.7%0.3%
75Δ33.6943.9%0.3%35.2568.8%0.5%
80Δ32.24123.9%0.6%35.3368.0%0.4%

20Δ

Calls
Pseudo strike
36.19
IV
85.3%
B/E move
5.8%
Puts
Pseudo strike
31.67
IV
245.0%
B/E move
9.6%

25Δ

Calls
Pseudo strike
35.48
IV
59.2%
B/E move
3.7%
Puts
Pseudo strike
30.72
IV
362.3%
B/E move
13.5%

30Δ

Calls
Pseudo strike
34.78
IV
33.2%
B/E move
1.6%
Puts
Pseudo strike
32.56
IV
200.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
34.46
IV
23.2%
B/E move
0.8%
Puts
Pseudo strike
34.03
IV
39.4%
B/E move
1.3%

40Δ

Calls
Pseudo strike
34.40
IV
23.7%
B/E move
0.7%
Puts
Pseudo strike
34.10
IV
37.0%
B/E move
1.1%

45Δ

Calls
Pseudo strike
34.34
IV
24.1%
B/E move
0.6%
Puts
Pseudo strike
34.17
IV
34.7%
B/E move
1.0%

50Δ

Calls
Pseudo strike
34.29
IV
24.6%
B/E move
0.6%
Puts
Pseudo strike
34.25
IV
32.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
34.23
IV
25.1%
B/E move
0.5%
Puts
Pseudo strike
34.32
IV
30.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
34.17
IV
25.5%
B/E move
0.4%
Puts
Pseudo strike
34.40
IV
27.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
34.11
IV
26.0%
B/E move
0.4%
Puts
Pseudo strike
34.47
IV
25.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
34.05
IV
26.4%
B/E move
0.3%
Puts
Pseudo strike
34.78
IV
40.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
33.69
IV
43.9%
B/E move
0.3%
Puts
Pseudo strike
35.25
IV
68.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.24
IV
123.9%
B/E move
0.6%
Puts
Pseudo strike
35.33
IV
68.0%
B/E move
0.4%