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iShares MSCI EAFE Value ETF EFV

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Market datapartial · fetched 2026-10-23T14:18:02.016Z

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 · 2026-10-23T14:17:38.983316102Z

FundamentalsAlpha Vantage · unavailable

Share price$78.42
1D-0.1%
$78.38$78.44$78.51$78.57$78.645:30 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$0.61$1.63$2.65$3.67$4.69$72.99$75.87$78.74$81.62$84.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFV spot · $78.42EFV PRICE$0.72$0.79$0.93$1.11$1.25$1.51$1.81$2.19$2.55$2.90$3.11$3.36$4.40$0.83$0.87$0.94$1.16$1.21$1.42$1.78$1.94$1.97$1.99$2.26$2.62$4.33
PutsExpensive1.17×
CallsExpensive1.44×
SkewBullish-3.00 pp
Implied moveBalanced±$3.59
TiltBullish6.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.1231.4%9.5%73.1732.7%7.7%
25Δ82.7925.3%6.6%75.1525.8%5.3%
30Δ81.5623.2%5.2%76.3321.8%3.9%
35Δ80.7522.6%4.4%76.9722.0%3.3%
40Δ79.9420.8%3.5%77.6719.1%2.5%
45Δ79.3721.1%3.1%78.2818.4%2.0%
50Δ78.7821.6%2.8%78.7919.6%1.8%
55Δ78.1822.4%2.5%79.2018.8%1.5%
60Δ77.5622.7%2.2%79.5516.7%1.1%
65Δ76.9422.5%1.8%79.9014.5%0.6%
70Δ76.4620.9%1.5%80.3514.0%0.4%
75Δ75.9319.6%1.1%80.8314.1%0.3%
80Δ74.7821.9%1.0%82.5419.4%0.3%

20Δ

Calls
Pseudo strike
85.12
IV
31.4%
B/E move
9.5%
Puts
Pseudo strike
73.17
IV
32.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
82.79
IV
25.3%
B/E move
6.6%
Puts
Pseudo strike
75.15
IV
25.8%
B/E move
5.3%

30Δ

Calls
Pseudo strike
81.56
IV
23.2%
B/E move
5.2%
Puts
Pseudo strike
76.33
IV
21.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
80.75
IV
22.6%
B/E move
4.4%
Puts
Pseudo strike
76.97
IV
22.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
79.94
IV
20.8%
B/E move
3.5%
Puts
Pseudo strike
77.67
IV
19.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
79.37
IV
21.1%
B/E move
3.1%
Puts
Pseudo strike
78.28
IV
18.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
78.78
IV
21.6%
B/E move
2.8%
Puts
Pseudo strike
78.79
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
78.18
IV
22.4%
B/E move
2.5%
Puts
Pseudo strike
79.20
IV
18.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
77.56
IV
22.7%
B/E move
2.2%
Puts
Pseudo strike
79.55
IV
16.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
76.94
IV
22.5%
B/E move
1.8%
Puts
Pseudo strike
79.90
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
76.46
IV
20.9%
B/E move
1.5%
Puts
Pseudo strike
80.35
IV
14.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
75.93
IV
19.6%
B/E move
1.1%
Puts
Pseudo strike
80.83
IV
14.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
74.78
IV
21.9%
B/E move
1.0%
Puts
Pseudo strike
82.54
IV
19.4%
B/E move
0.3%

Options history

EFV15.3315.5315.732026-10-20: 15.70%2026-10-21: 15.35%Oct 20Oct 21
Table
DateIV
15.70%
15.35%