IntraAlpha
Create free account Start free

iShares MSCI EAFE Growth ETF EFG

i

Market datapartial · fetched 2026-10-23T16:41:41.342Z

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 · 2026-10-23T16:41:15.716484526Z

FundamentalsAlpha Vantage · unavailable

Share price$117.69
1D+0.4%
$117.09$117.31$117.53$117.75$117.975:30 AM6:30 AM9:00 AM1:00 PMEFG
Sold putSold call

iShares MSCI EAFE Growth ETF options

Live interpolated EFG call and put midpoint premiums by absolute delta.iShares MSCI EAFE Growth ETF$0.37$2.45$4.53$6.61$8.69$104.93$110.53$116.14$121.75$127.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFG spot · $117.69EFG PRICE$0.60$0.87$1.94$2.10$2.25$2.41$3.08$3.91$4.75$5.58$6.42$7.26$8.09$2.07$2.16$2.25$2.34$2.45$2.45$2.69$3.41$4.12$4.84$5.55$6.27$6.98
PutsExpensive1.57×
CallsExpensive1.14×
SkewBearish+9.48 pp
Implied moveBullish±$5.77
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.7716.2%4.8%92.5287.7%23.1%
25Δ122.2517.9%4.6%99.8168.6%17.0%
30Δ124.5132.8%7.4%107.0949.5%10.9%
35Δ122.4028.8%5.8%114.3730.3%4.8%
40Δ120.5225.1%4.3%116.2825.3%3.3%
45Δ119.2922.6%3.4%117.3921.4%2.3%
50Δ118.1222.0%3.0%118.3419.2%1.7%
55Δ116.9422.0%2.7%119.3319.4%1.5%
60Δ115.7622.1%2.4%120.3219.6%1.3%
65Δ114.5822.1%2.1%121.3119.8%1.0%
70Δ113.4022.2%1.8%122.3020.0%0.8%
75Δ112.2222.2%1.5%123.2920.2%0.6%
80Δ111.0422.2%1.2%124.2820.4%0.3%

20Δ

Calls
Pseudo strike
122.77
IV
16.2%
B/E move
4.8%
Puts
Pseudo strike
92.52
IV
87.7%
B/E move
23.1%

25Δ

Calls
Pseudo strike
122.25
IV
17.9%
B/E move
4.6%
Puts
Pseudo strike
99.81
IV
68.6%
B/E move
17.0%

30Δ

Calls
Pseudo strike
124.51
IV
32.8%
B/E move
7.4%
Puts
Pseudo strike
107.09
IV
49.5%
B/E move
10.9%

35Δ

Calls
Pseudo strike
122.40
IV
28.8%
B/E move
5.8%
Puts
Pseudo strike
114.37
IV
30.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
120.52
IV
25.1%
B/E move
4.3%
Puts
Pseudo strike
116.28
IV
25.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
119.29
IV
22.6%
B/E move
3.4%
Puts
Pseudo strike
117.39
IV
21.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
118.12
IV
22.0%
B/E move
3.0%
Puts
Pseudo strike
118.34
IV
19.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
116.94
IV
22.0%
B/E move
2.7%
Puts
Pseudo strike
119.33
IV
19.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
115.76
IV
22.1%
B/E move
2.4%
Puts
Pseudo strike
120.32
IV
19.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
114.58
IV
22.1%
B/E move
2.1%
Puts
Pseudo strike
121.31
IV
19.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
113.40
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
122.30
IV
20.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
112.22
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
123.29
IV
20.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
111.04
IV
22.2%
B/E move
1.2%
Puts
Pseudo strike
124.28
IV
20.4%
B/E move
0.3%

Options history

EFG15.5816.2416.892026-10-20: 15.67%2026-10-21: 15.89%2026-10-22: 16.80%Oct 20Oct 22
Table
DateIV
15.67%
15.89%
16.80%