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iShares MSCI EAFE ETF EFA

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Market dataready · fetched 2026-10-16T00:18:50.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.098110794Z

FundamentalsAlpha Vantage · ready

Share price$103.67
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$0.50$1.94$3.39$4.84$6.28$96.63$100.57$104.52$108.46$112.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFA spot · $103.67EFA PRICE$1.41$2.48$1.92$1.04$1.28$1.56$1.90$2.23$2.56$2.86$3.53$4.52$5.87$0.65$0.85$1.06$1.23$1.50$1.72$1.89$1.98$2.20$2.75$3.21$3.65$4.17
PutsCheap0.86×
CallsExpensive1.59×
SkewBullish-7.65 pp
Implied moveBalanced±$3.79
TiltBullish10.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.3042.1%15.5%99.4917.5%4.7%
25Δ118.9055.6%17.1%100.5317.0%3.9%
30Δ112.1036.0%10.0%101.3816.6%3.2%
35Δ105.9413.9%3.2%102.2515.6%2.6%
40Δ105.3514.1%2.9%102.9115.7%2.2%
45Δ104.7614.4%2.6%103.5515.1%1.8%
50Δ104.1815.0%2.3%104.1514.2%1.4%
55Δ103.5715.1%2.1%104.6412.9%1.0%
60Δ102.9515.1%1.8%105.1812.1%0.7%
65Δ102.3714.6%1.5%105.8513.1%0.6%
70Δ101.5215.6%1.3%106.4813.3%0.4%
75Δ100.4217.5%1.2%107.1113.1%0.2%
80Δ98.9219.7%1.1%107.7912.9%0.0%

20Δ

Calls
Pseudo strike
118.30
IV
42.1%
B/E move
15.5%
Puts
Pseudo strike
99.49
IV
17.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
118.90
IV
55.6%
B/E move
17.1%
Puts
Pseudo strike
100.53
IV
17.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
112.10
IV
36.0%
B/E move
10.0%
Puts
Pseudo strike
101.38
IV
16.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
105.94
IV
13.9%
B/E move
3.2%
Puts
Pseudo strike
102.25
IV
15.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
105.35
IV
14.1%
B/E move
2.9%
Puts
Pseudo strike
102.91
IV
15.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
104.76
IV
14.4%
B/E move
2.6%
Puts
Pseudo strike
103.55
IV
15.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
104.18
IV
15.0%
B/E move
2.3%
Puts
Pseudo strike
104.15
IV
14.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
103.57
IV
15.1%
B/E move
2.1%
Puts
Pseudo strike
104.64
IV
12.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
102.95
IV
15.1%
B/E move
1.8%
Puts
Pseudo strike
105.18
IV
12.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
102.37
IV
14.6%
B/E move
1.5%
Puts
Pseudo strike
105.85
IV
13.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
101.52
IV
15.6%
B/E move
1.3%
Puts
Pseudo strike
106.48
IV
13.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
100.42
IV
17.5%
B/E move
1.2%
Puts
Pseudo strike
107.11
IV
13.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
98.92
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
107.79
IV
12.9%
B/E move
0.0%