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iShares MSCI EAFE Growth ETF EFG

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Market datapartial · fetched 2026-10-23T18:45:32.032Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T18:45:12.109433739Z

FundamentalsAlpha Vantage · unavailable

Share price$117.64
1D+0.3%
$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$2.32$3.74$5.17$6.60$8.02$104.83$111.10$117.36$123.63$129.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFG spot · $117.64EFG PRICE$3.06$3.71$4.36$5.01$5.66$6.31$6.96$7.61$2.47$2.96$3.45$3.93$4.42$4.91$5.40$5.88$6.37
PutsCheap0.83×
CallsCheap0.86×
SkewBearish+0.39 pp
Implied moveBearish±$7.64
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ115.0421.7%4.3%
40Δ116.1120.9%3.8%
45Δ119.9219.0%4.5%117.1920.2%3.3%
50Δ118.7618.8%4.1%118.2619.5%2.8%
55Δ117.5918.6%3.7%119.3318.7%2.3%
60Δ116.4318.4%3.2%120.4018.0%1.8%
65Δ115.2718.3%2.8%121.4717.3%1.3%
70Δ114.1118.1%2.4%122.5416.6%0.8%
75Δ112.9417.9%1.9%123.6115.8%0.3%
80Δ111.7817.7%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.04
IV
21.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
116.11
IV
20.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
119.92
IV
19.0%
B/E move
4.5%
Puts
Pseudo strike
117.19
IV
20.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
118.76
IV
18.8%
B/E move
4.1%
Puts
Pseudo strike
118.26
IV
19.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
117.59
IV
18.6%
B/E move
3.7%
Puts
Pseudo strike
119.33
IV
18.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
116.43
IV
18.4%
B/E move
3.2%
Puts
Pseudo strike
120.40
IV
18.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
115.27
IV
18.3%
B/E move
2.8%
Puts
Pseudo strike
121.47
IV
17.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
114.11
IV
18.1%
B/E move
2.4%
Puts
Pseudo strike
122.54
IV
16.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
112.94
IV
17.9%
B/E move
1.9%
Puts
Pseudo strike
123.61
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
111.78
IV
17.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

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%