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iShares MSCI EAFE Growth ETF EFG

i

Market datapartial · fetched 2026-11-13T02:09:43.490Z

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 · 2026-11-13T01:00:02.244863928Z

FundamentalsAlpha Vantage · unavailable

Share price$39.37
1D-0.4%
AH$39.37$39.45$39.52$39.60$39.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFG
Sold putSold callAH

iShares MSCI EAFE Growth ETF options

Live interpolated EFG call and put midpoint premiums by absolute delta.iShares MSCI EAFE Growth ETF$2.34$2.44$2.54$2.64$2.74$31.26$34.27$37.27$40.28$43.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EFG spot · $39.37EFG PRICE$2.35$2.35$2.35$2.40$2.45$2.45$2.45$2.45$2.45$2.71$2.35$2.35$2.35$2.35$2.35$2.42$2.45$2.45$2.45$2.45$2.45$2.45$2.45
PutsExpensive2.00×
Calls——
Skew——
Implied moveBalanced±$4.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.11293.7%29.5%
25Δ33.25229.3%21.5%
30Δ35.47184.9%15.9%
35Δ46.17202.6%23.3%37.07152.6%11.8%
40Δ43.11163.8%15.5%38.24128.3%8.8%
45Δ41.22135.3%10.7%39.12112.0%6.8%
50Δ39.98116.1%7.7%39.8097.5%5.1%
55Δ39.11100.7%5.6%40.3384.4%3.8%
60Δ38.4886.2%4.0%40.7273.5%2.8%
65Δ38.0274.1%2.8%41.0264.3%2.0%
70Δ37.6963.9%2.0%41.2057.2%1.6%
75Δ37.4755.4%1.4%41.3750.2%1.1%
80Δ37.0452.1%1.0%41.5543.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.11
IV
293.7%
B/E move
29.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.25
IV
229.3%
B/E move
21.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.47
IV
184.9%
B/E move
15.9%

35Δ

Calls
Pseudo strike
46.17
IV
202.6%
B/E move
23.3%
Puts
Pseudo strike
37.07
IV
152.6%
B/E move
11.8%

40Δ

Calls
Pseudo strike
43.11
IV
163.8%
B/E move
15.5%
Puts
Pseudo strike
38.24
IV
128.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
41.22
IV
135.3%
B/E move
10.7%
Puts
Pseudo strike
39.12
IV
112.0%
B/E move
6.8%

50Δ

Calls
Pseudo strike
39.98
IV
116.1%
B/E move
7.7%
Puts
Pseudo strike
39.80
IV
97.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
39.11
IV
100.7%
B/E move
5.6%
Puts
Pseudo strike
40.33
IV
84.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
38.48
IV
86.2%
B/E move
4.0%
Puts
Pseudo strike
40.72
IV
73.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
38.02
IV
74.1%
B/E move
2.8%
Puts
Pseudo strike
41.02
IV
64.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
37.69
IV
63.9%
B/E move
2.0%
Puts
Pseudo strike
41.20
IV
57.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
37.47
IV
55.4%
B/E move
1.4%
Puts
Pseudo strike
41.37
IV
50.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
37.04
IV
52.1%
B/E move
1.0%
Puts
Pseudo strike
41.55
IV
43.1%
B/E move
0.7%

Options history

IV · four-Friday blend17.94%
Daily close
EFG14.0%24.9%35.8%2026-08-14: 20.53%2026-08-18: 24.66%2026-08-19: 27.69%2026-08-20: 33.48%2026-08-21: 15.54%2026-08-24: 16.02%2026-08-25: 15.72%2026-08-26: 15.77%2026-08-27: 16.00%2026-08-28: 16.29%2026-08-31: 16.83%2026-09-01: 16.87%2026-09-02: 17.01%2026-09-03: 17.11%2026-09-04: 17.25%2026-09-08: 18.69%2026-09-09: 19.68%2026-09-10: 20.48%2026-09-11: 20.44%2026-09-14: 23.88%2026-09-15: 25.93%2026-09-16: 28.41%2026-09-17: 34.33%2026-09-18: 16.59%2026-09-21: 16.52%2026-09-22: 15.98%2026-09-23: 16.24%2026-09-24: 16.82%2026-09-25: 16.85%2026-09-28: 17.23%2026-09-29: 17.76%2026-09-30: 18.18%2026-10-01: 18.99%2026-10-02: 18.58%2026-10-05: 19.44%2026-10-06: 19.43%2026-10-07: 20.28%2026-10-08: 20.30%2026-10-09: 20.79%2026-10-12: 22.00%2026-10-13: 24.75%2026-10-14: 27.69%2026-10-15: 32.61%2026-10-16: 16.49%2026-10-19: 16.32%2026-10-20: 15.79%2026-10-21: 15.89%2026-10-22: 16.80%2026-10-23: 17.03%2026-10-26: 16.69%2026-10-27: 17.24%2026-10-28: 17.25%2026-10-29: 17.02%2026-10-30: 17.94%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.53%
24.66%
27.69%
33.48%
15.54%
16.02%
15.72%
15.77%
16.00%
16.29%
16.83%
16.87%
17.01%
17.11%
17.25%
18.69%
19.68%
20.48%
20.44%
23.88%
25.93%
28.41%
34.33%
16.59%
16.52%
15.98%
16.24%
16.82%
16.85%
17.23%
17.76%
18.18%
18.99%
18.58%
19.44%
19.43%
20.28%
20.30%
20.79%
22.00%
24.75%
27.69%
32.61%
16.49%
16.32%
15.79%
15.89%
16.80%
17.03%
16.69%
17.24%
17.25%
17.02%
17.94%