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iShares China Large-Cap ETF FXI

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Market dataready · fetched 2026-10-15T20:37:15.301Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:24:31.879067412Z

FundamentalsAlpha Vantage · ready

Share price$34.27
1D+1.2%
AH$33.81$33.94$34.08$34.21$34.345:30 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$0.00$1.95$3.90$5.85$7.80$28.11$31.80$35.49$39.18$42.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $34.27OPTION PRICELive FXI spot · $34.27FXI PRICE$2.27$1.56$0.86$0.15$2.48$2.48$2.48$2.48$2.48$2.48$2.48$4.55$7.23$1.67$1.55$0.75$0.87$2.48$2.48$2.48$2.48$2.20$1.43$0.66$1.13$2.45
PutsExpensive23.74×
CallsExpensive26.38×
SkewBullish-137.74 pp
Implied moveBalanced±$4.95
TiltBullish20.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.31733.4%59.3%27.70559.5%24.0%
25Δ46.41501.0%40.0%29.98495.5%17.0%
30Δ40.51268.7%20.7%32.37222.7%7.7%
35Δ34.6136.3%1.4%33.54174.2%4.7%
40Δ39.19594.4%21.6%33.18432.2%10.4%
45Δ38.11531.7%18.4%33.97371.9%8.1%
50Δ37.03469.0%15.3%34.66319.5%6.1%
55Δ35.95406.3%12.1%35.22274.4%4.5%
60Δ34.87343.6%9.0%35.37221.2%3.2%
65Δ33.79280.9%5.8%35.02140.3%2.0%
70Δ32.71218.2%2.7%34.6759.5%0.8%
75Δ30.67350.6%2.8%35.2566.1%0.4%
80Δ28.23529.5%3.5%36.46135.8%0.8%

20Δ

Calls
Pseudo strike
52.31
IV
733.4%
B/E move
59.3%
Puts
Pseudo strike
27.70
IV
559.5%
B/E move
24.0%

25Δ

Calls
Pseudo strike
46.41
IV
501.0%
B/E move
40.0%
Puts
Pseudo strike
29.98
IV
495.5%
B/E move
17.0%

30Δ

Calls
Pseudo strike
40.51
IV
268.7%
B/E move
20.7%
Puts
Pseudo strike
32.37
IV
222.7%
B/E move
7.7%

35Δ

Calls
Pseudo strike
34.61
IV
36.3%
B/E move
1.4%
Puts
Pseudo strike
33.54
IV
174.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
39.19
IV
594.4%
B/E move
21.6%
Puts
Pseudo strike
33.18
IV
432.2%
B/E move
10.4%

45Δ

Calls
Pseudo strike
38.11
IV
531.7%
B/E move
18.4%
Puts
Pseudo strike
33.97
IV
371.9%
B/E move
8.1%

50Δ

Calls
Pseudo strike
37.03
IV
469.0%
B/E move
15.3%
Puts
Pseudo strike
34.66
IV
319.5%
B/E move
6.1%

55Δ

Calls
Pseudo strike
35.95
IV
406.3%
B/E move
12.1%
Puts
Pseudo strike
35.22
IV
274.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
34.87
IV
343.6%
B/E move
9.0%
Puts
Pseudo strike
35.37
IV
221.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
33.79
IV
280.9%
B/E move
5.8%
Puts
Pseudo strike
35.02
IV
140.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
32.71
IV
218.2%
B/E move
2.7%
Puts
Pseudo strike
34.67
IV
59.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
30.67
IV
350.6%
B/E move
2.8%
Puts
Pseudo strike
35.25
IV
66.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
28.23
IV
529.5%
B/E move
3.5%
Puts
Pseudo strike
36.46
IV
135.8%
B/E move
0.8%