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iShares MSCI EAFE Min Vol Factor ETF EFAV

i

Market dataready · fetched 2026-11-11T15:32:19.970Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:32:02.462732008Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:32:20.032101+00:00

Share price$95.65
1D-0.1%
$95.56$95.61$95.66$95.71$95.765:30 AM6:30 AM9:00 AM1:00 PMEFAV
Sold putSold call

iShares MSCI EAFE Min Vol Factor ETF options

Live interpolated EFAV call and put midpoint premiums by absolute delta.iShares MSCI EAFE Min Vol Factor ETF$0.21$2.09$3.97$5.85$7.72$90.09$92.91$95.73$98.55$101.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFAV spot · $95.65EFAV PRICE$0.41$0.68$0.95$1.22$1.48$1.75$2.02$2.29$2.55$2.82$3.16$5.06$6.59$0.52$0.76$0.99$1.23$1.46$1.69$1.93$2.16$2.40$2.71$3.04$3.84$7.18
PutsExpensive1.18×
CallsExpensive1.59×
SkewBullish-1.06 pp
Implied moveBullish±$3.95
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.9223.7%3.9%92.3627.0%4.0%
25Δ98.3824.5%3.6%92.9327.2%3.6%
30Δ97.8425.4%3.3%93.5027.4%3.3%
35Δ97.3026.2%3.0%94.0727.6%2.9%
40Δ96.7627.0%2.7%94.6527.8%2.6%
45Δ96.2227.8%2.4%95.2228.0%2.2%
50Δ95.6828.6%2.1%95.7928.2%1.9%
55Δ95.1429.5%1.9%96.3628.4%1.5%
60Δ94.6030.3%1.6%96.9328.6%1.2%
65Δ94.0631.1%1.3%97.4728.0%0.9%
70Δ93.4830.4%1.0%98.0227.4%0.7%
75Δ91.6743.0%1.1%98.9329.8%0.6%
80Δ89.9848.7%1.0%102.1347.2%0.7%

20Δ

Calls
Pseudo strike
98.92
IV
23.7%
B/E move
3.9%
Puts
Pseudo strike
92.36
IV
27.0%
B/E move
4.0%

25Δ

Calls
Pseudo strike
98.38
IV
24.5%
B/E move
3.6%
Puts
Pseudo strike
92.93
IV
27.2%
B/E move
3.6%

30Δ

Calls
Pseudo strike
97.84
IV
25.4%
B/E move
3.3%
Puts
Pseudo strike
93.50
IV
27.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
97.30
IV
26.2%
B/E move
3.0%
Puts
Pseudo strike
94.07
IV
27.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
96.76
IV
27.0%
B/E move
2.7%
Puts
Pseudo strike
94.65
IV
27.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
96.22
IV
27.8%
B/E move
2.4%
Puts
Pseudo strike
95.22
IV
28.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
95.68
IV
28.6%
B/E move
2.1%
Puts
Pseudo strike
95.79
IV
28.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
95.14
IV
29.5%
B/E move
1.9%
Puts
Pseudo strike
96.36
IV
28.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
94.60
IV
30.3%
B/E move
1.6%
Puts
Pseudo strike
96.93
IV
28.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
94.06
IV
31.1%
B/E move
1.3%
Puts
Pseudo strike
97.47
IV
28.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
93.48
IV
30.4%
B/E move
1.0%
Puts
Pseudo strike
98.02
IV
27.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
91.67
IV
43.0%
B/E move
1.1%
Puts
Pseudo strike
98.93
IV
29.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
89.98
IV
48.7%
B/E move
1.0%
Puts
Pseudo strike
102.13
IV
47.2%
B/E move
0.7%

Options history

IV · four-Friday blend14.96%
Daily close
EFAV10.8%20.2%29.7%2026-08-13: 14.47%2026-08-14: 14.52%2026-08-17: 16.66%2026-08-18: 17.34%2026-08-19: 18.80%2026-08-20: 21.18%2026-08-21: 12.54%2026-08-24: 12.85%2026-08-25: 12.81%2026-08-26: 12.94%2026-08-27: 12.21%2026-08-28: 12.33%2026-08-31: 12.87%2026-09-01: 12.11%2026-09-02: 13.66%2026-09-03: 12.81%2026-09-04: 12.56%2026-09-08: 13.80%2026-09-09: 13.81%2026-09-10: 16.07%2026-09-11: 14.15%2026-09-14: 16.64%2026-09-15: 16.87%2026-09-16: 24.06%2026-09-17: 28.39%2026-09-18: 13.20%2026-09-21: 14.32%2026-09-22: 14.85%2026-09-23: 15.71%2026-09-24: 13.88%2026-09-25: 13.90%2026-09-28: 14.25%2026-09-29: 14.84%2026-09-30: 14.50%2026-10-01: 14.79%2026-10-02: 15.48%2026-10-05: 15.46%2026-10-06: 15.48%2026-10-07: 14.45%2026-10-08: 15.01%2026-10-09: 15.24%2026-10-12: 17.46%2026-10-13: 17.43%2026-10-14: 17.45%2026-10-15: 20.33%2026-10-16: 14.42%2026-10-19: 14.57%2026-10-20: 14.96%2026-10-21: 15.03%2026-10-22: 14.98%2026-10-23: 15.16%2026-10-26: 16.24%2026-10-27: 15.94%2026-10-28: 16.16%2026-10-29: 15.98%2026-10-30: 14.96%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.47%
14.52%
16.66%
17.34%
18.80%
21.18%
12.54%
12.85%
12.81%
12.94%
12.21%
12.33%
12.87%
12.11%
13.66%
12.81%
12.56%
13.80%
13.81%
16.07%
14.15%
16.64%
16.87%
24.06%
28.39%
13.20%
14.32%
14.85%
15.71%
13.88%
13.90%
14.25%
14.84%
14.50%
14.79%
15.48%
15.46%
15.48%
14.45%
15.01%
15.24%
17.46%
17.43%
17.45%
20.33%
14.42%
14.57%
14.96%
15.03%
14.98%
15.16%
16.24%
15.94%
16.16%
15.98%
14.96%