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iShares MSCI EAFE Value ETF EFV

i

Market datapartial · fetched 2026-11-13T18:09:58.159Z

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 · 2026-11-13T18:09:46.816028611Z

FundamentalsAlpha Vantage · unavailable

Share price$40.30
1D+0.0%
$40.23$40.27$40.30$40.34$40.375:30 AM6:30 AM9:00 AM1:00 PMEFV
Sold putSold call

iShares MSCI EAFE Value ETF options

Live interpolated EFV call and put midpoint premiums by absolute delta.iShares MSCI EAFE Value ETF$0.35$0.61$0.88$1.15$1.41$38.46$39.28$40.11$40.93$41.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EFV spot · $40.30EFV PRICE$0.38$0.38$0.40$0.42$0.45$0.47$0.49$0.50$0.52$0.70$0.89$0.38$0.38$0.38$0.38$0.38$0.43$0.47$0.52$0.58$0.65$0.71$0.78$1.34
PutsExpensive1.63×
Calls——
Skew——
Implied moveBalanced±$0.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5960.3%7.6%
25Δ42.2346.3%5.7%38.6744.9%5.0%
30Δ41.4836.3%3.9%39.2735.6%3.5%
35Δ41.1632.3%3.1%39.6629.2%2.5%
40Δ40.8428.3%2.4%40.0223.3%1.6%
45Δ40.5324.3%1.7%40.1722.0%1.4%
50Δ40.3921.9%1.4%40.3220.8%1.1%
55Δ40.2619.7%1.1%40.4719.6%0.8%
60Δ40.1317.6%0.9%40.6018.8%0.7%
65Δ40.0115.4%0.6%40.7218.1%0.5%
70Δ39.8017.2%0.5%40.8417.3%0.4%
75Δ39.6019.3%0.5%40.9716.6%0.3%
80Δ41.5124.4%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.59
IV
60.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
42.23
IV
46.3%
B/E move
5.7%
Puts
Pseudo strike
38.67
IV
44.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
41.48
IV
36.3%
B/E move
3.9%
Puts
Pseudo strike
39.27
IV
35.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
41.16
IV
32.3%
B/E move
3.1%
Puts
Pseudo strike
39.66
IV
29.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
40.84
IV
28.3%
B/E move
2.4%
Puts
Pseudo strike
40.02
IV
23.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
40.53
IV
24.3%
B/E move
1.7%
Puts
Pseudo strike
40.17
IV
22.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
40.39
IV
21.9%
B/E move
1.4%
Puts
Pseudo strike
40.32
IV
20.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
40.26
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
40.47
IV
19.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
40.13
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
40.60
IV
18.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
40.01
IV
15.4%
B/E move
0.6%
Puts
Pseudo strike
40.72
IV
18.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
39.80
IV
17.2%
B/E move
0.5%
Puts
Pseudo strike
40.84
IV
17.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
39.60
IV
19.3%
B/E move
0.5%
Puts
Pseudo strike
40.97
IV
16.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.51
IV
24.4%
B/E move
0.3%

Options history

IV · four-Friday blend15.75%
Daily close
EFV12.8%17.9%22.9%2026-08-17: 18.33%2026-08-18: 18.63%2026-08-19: 20.12%2026-08-20: 22.22%2026-08-21: 14.59%2026-08-24: 14.66%2026-08-25: 13.52%2026-08-26: 14.82%2026-08-27: 13.78%2026-08-28: 14.16%2026-08-31: 14.27%2026-09-01: 15.61%2026-09-02: 14.77%2026-09-03: 14.40%2026-09-04: 13.94%2026-09-08: 16.40%2026-09-09: 16.92%2026-09-10: 16.95%2026-09-11: 14.63%2026-09-14: 16.96%2026-09-15: 20.54%2026-09-16: 18.89%2026-09-17: 17.30%2026-09-18: 16.03%2026-09-21: 15.75%2026-09-22: 15.68%2026-09-23: 15.79%2026-09-24: 17.19%2026-09-25: 15.29%2026-09-28: 15.66%2026-09-29: 16.09%2026-09-30: 16.13%2026-10-01: 15.77%2026-10-02: 16.15%2026-10-05: 16.17%2026-10-06: 16.80%2026-10-07: 16.52%2026-10-08: 15.34%2026-10-09: 15.61%2026-10-12: 16.12%2026-10-13: 16.91%2026-10-14: 17.72%2026-10-15: 19.24%2026-10-16: 15.49%2026-10-19: 15.23%2026-10-20: 15.71%2026-10-21: 15.35%2026-10-22: 15.36%2026-10-23: 16.68%2026-10-26: 15.64%2026-10-27: 16.57%2026-10-28: 16.08%2026-10-29: 15.05%2026-10-30: 15.75%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
18.33%
18.63%
20.12%
22.22%
14.59%
14.66%
13.52%
14.82%
13.78%
14.16%
14.27%
15.61%
14.77%
14.40%
13.94%
16.40%
16.92%
16.95%
14.63%
16.96%
20.54%
18.89%
17.30%
16.03%
15.75%
15.68%
15.79%
17.19%
15.29%
15.66%
16.09%
16.13%
15.77%
16.15%
16.17%
16.80%
16.52%
15.34%
15.61%
16.12%
16.91%
17.72%
19.24%
15.49%
15.23%
15.71%
15.35%
15.36%
16.68%
15.64%
16.57%
16.08%
15.05%
15.75%