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iShares MSCI EAFE Min Vol Factor ETF EFAV

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Market datapartial · fetched 2026-10-22T18:44:44.633Z

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 · 2026-10-22T18:43:31.271673708Z

FundamentalsAlpha Vantage · unavailable

Share price$96.10
1D+1.2%
$94.91$95.25$95.59$95.92$96.265:30 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$1.10$2.32$3.53$4.75$5.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEFAV PRICE$2.29$2.80$3.32$3.84$3.86$1.23$1.44$1.64$1.84$2.04$2.24$2.44$2.64$2.84$3.36$4.02$3.41$5.61
PutsExpensive1.22×
CallsCheap0.73×
SkewBearish+9.73 pp
Implied move——
TiltBearish36.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.2139.3%9.5%
25Δ89.3936.8%8.5%
30Δ90.5734.3%7.5%
35Δ91.7531.7%6.4%
40Δ92.9329.2%5.4%
45Δ94.1126.7%4.4%
50Δ95.2924.2%3.4%
55Δ96.4721.6%2.4%
60Δ95.3515.2%1.6%97.6519.1%1.3%
65Δ94.6616.0%1.4%98.6018.9%0.9%
70Δ93.9716.8%1.2%99.4519.6%0.7%
75Δ93.2817.5%1.1%99.2414.7%0.3%
80Δ92.9915.3%0.8%101.4120.6%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.21
IV
39.3%
B/E move
9.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.39
IV
36.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.57
IV
34.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.75
IV
31.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.93
IV
29.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.11
IV
26.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.29
IV
24.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.47
IV
21.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
95.35
IV
15.2%
B/E move
1.6%
Puts
Pseudo strike
97.65
IV
19.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
94.66
IV
16.0%
B/E move
1.4%
Puts
Pseudo strike
98.60
IV
18.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
93.97
IV
16.8%
B/E move
1.2%
Puts
Pseudo strike
99.45
IV
19.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
93.28
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
99.24
IV
14.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
92.99
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
101.41
IV
20.6%
B/E move
0.3%

Options history

EFAV15.0015.0515.102026-10-20: 15.01%2026-10-21: 15.09%Oct 20Oct 21
Table
DateIV
15.01%
15.09%