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iShares MSCI EAFE Min Vol Factor ETF EFAV

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Market datapartial · fetched 2026-10-22T13:27:30.437Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T13:17:51.464086784Z

FundamentalsAlpha Vantage · unavailable

Share price$95.20
1D+0.2%
$94.95$95.03$95.10$95.17$95.255:30 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$0.43$1.84$3.26$4.67$6.09$87.92$91.63$95.33$99.04$102.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFAV spot · $95.20EFAV PRICE$0.58$0.87$1.17$1.28$1.39$1.69$2.01$2.33$2.51$2.73$3.08$3.63$5.68$0.68$1.03$1.34$1.43$1.56$1.70$1.84$2.03$2.36$2.64$2.86$3.20$4.14
PutsCheap0.84×
CallsCheap0.85×
SkewBullish-1.12 pp
Implied moveBullish±$3.85
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7618.0%5.4%91.2620.3%4.9%
25Δ99.4120.5%5.3%91.6723.4%4.8%
30Δ99.0723.1%5.3%92.2625.1%4.5%
35Δ97.9320.9%4.2%93.4321.9%3.4%
40Δ96.9618.6%3.3%94.2819.8%2.6%
45Δ96.3019.1%2.9%95.0118.1%2.0%
50Δ95.6419.3%2.6%95.5716.8%1.5%
55Δ94.9919.3%2.2%96.1315.7%1.2%
60Δ94.4318.0%1.8%96.6815.7%0.9%
65Δ93.8616.9%1.5%97.1815.4%0.7%
70Δ93.2916.5%1.2%97.6214.4%0.5%
75Δ92.5517.0%1.0%98.1614.0%0.3%
80Δ90.5323.4%1.1%99.1915.5%0.2%

20Δ

Calls
Pseudo strike
99.76
IV
18.0%
B/E move
5.4%
Puts
Pseudo strike
91.26
IV
20.3%
B/E move
4.9%

25Δ

Calls
Pseudo strike
99.41
IV
20.5%
B/E move
5.3%
Puts
Pseudo strike
91.67
IV
23.4%
B/E move
4.8%

30Δ

Calls
Pseudo strike
99.07
IV
23.1%
B/E move
5.3%
Puts
Pseudo strike
92.26
IV
25.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
97.93
IV
20.9%
B/E move
4.2%
Puts
Pseudo strike
93.43
IV
21.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
96.96
IV
18.6%
B/E move
3.3%
Puts
Pseudo strike
94.28
IV
19.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
96.30
IV
19.1%
B/E move
2.9%
Puts
Pseudo strike
95.01
IV
18.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
95.64
IV
19.3%
B/E move
2.6%
Puts
Pseudo strike
95.57
IV
16.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
94.99
IV
19.3%
B/E move
2.2%
Puts
Pseudo strike
96.13
IV
15.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
94.43
IV
18.0%
B/E move
1.8%
Puts
Pseudo strike
96.68
IV
15.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
93.86
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
97.18
IV
15.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
93.29
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
97.62
IV
14.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
92.55
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
98.16
IV
14.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
90.53
IV
23.4%
B/E move
1.1%
Puts
Pseudo strike
99.19
IV
15.5%
B/E move
0.2%

Options history

No recorded observations