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iShares MSCI EAFE ETF EFA

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Market dataready · fetched 2026-10-15T21:07:37.839Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:55.968772392Z

FundamentalsAlpha Vantage · ready

Share price$103.74
1D+0.8%
AH$102.68$102.96$103.25$103.53$103.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFA
Sold putSold callAH

iShares MSCI EAFE ETF options

Live interpolated EFA call and put midpoint premiums by absolute delta.iShares MSCI EAFE ETF$0.00$1.94$3.87$5.81$7.74$101.78$102.60$103.41$104.23$105.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $103.74OPTION PRICELive EFA spot · $103.74EFA PRICE$0.20$0.16$0.18$0.21$0.24$0.28$0.32$0.37$0.41$0.50$0.67$0.84$1.68$0.11$0.15$0.20$0.24$0.29$0.30$0.31$0.32$0.34$0.35$1.62$3.24$7.18
PutsExpensive5.17×
CallsExpensive1.59×
SkewBearish+12.40 pp
Implied moveBalanced±$0.64
TiltBearish41.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.1732.4%1.6%102.9417.8%0.9%
25Δ104.4920.5%0.9%103.1117.6%0.8%
30Δ104.3118.6%0.7%103.2418.1%0.7%
35Δ104.1316.7%0.6%103.3718.6%0.6%
40Δ103.9715.3%0.5%103.5019.1%0.5%
45Δ103.8715.0%0.4%103.5917.4%0.4%
50Δ103.7714.7%0.3%103.6815.7%0.4%
55Δ103.6714.3%0.3%103.7714.0%0.3%
60Δ103.5714.0%0.2%103.8512.4%0.2%
65Δ103.4414.5%0.2%103.9410.7%0.1%
70Δ103.2516.5%0.2%104.9740.0%0.4%
75Δ103.0618.6%0.2%106.4171.1%0.6%
80Δ102.2430.6%0.2%110.17130.4%0.7%

20Δ

Calls
Pseudo strike
105.17
IV
32.4%
B/E move
1.6%
Puts
Pseudo strike
102.94
IV
17.8%
B/E move
0.9%

25Δ

Calls
Pseudo strike
104.49
IV
20.5%
B/E move
0.9%
Puts
Pseudo strike
103.11
IV
17.6%
B/E move
0.8%

30Δ

Calls
Pseudo strike
104.31
IV
18.6%
B/E move
0.7%
Puts
Pseudo strike
103.24
IV
18.1%
B/E move
0.7%

35Δ

Calls
Pseudo strike
104.13
IV
16.7%
B/E move
0.6%
Puts
Pseudo strike
103.37
IV
18.6%
B/E move
0.6%

40Δ

Calls
Pseudo strike
103.97
IV
15.3%
B/E move
0.5%
Puts
Pseudo strike
103.50
IV
19.1%
B/E move
0.5%

45Δ

Calls
Pseudo strike
103.87
IV
15.0%
B/E move
0.4%
Puts
Pseudo strike
103.59
IV
17.4%
B/E move
0.4%

50Δ

Calls
Pseudo strike
103.77
IV
14.7%
B/E move
0.3%
Puts
Pseudo strike
103.68
IV
15.7%
B/E move
0.4%

55Δ

Calls
Pseudo strike
103.67
IV
14.3%
B/E move
0.3%
Puts
Pseudo strike
103.77
IV
14.0%
B/E move
0.3%

60Δ

Calls
Pseudo strike
103.57
IV
14.0%
B/E move
0.2%
Puts
Pseudo strike
103.85
IV
12.4%
B/E move
0.2%

65Δ

Calls
Pseudo strike
103.44
IV
14.5%
B/E move
0.2%
Puts
Pseudo strike
103.94
IV
10.7%
B/E move
0.1%

70Δ

Calls
Pseudo strike
103.25
IV
16.5%
B/E move
0.2%
Puts
Pseudo strike
104.97
IV
40.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
103.06
IV
18.6%
B/E move
0.2%
Puts
Pseudo strike
106.41
IV
71.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
102.24
IV
30.6%
B/E move
0.2%
Puts
Pseudo strike
110.17
IV
130.4%
B/E move
0.7%