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iShares MSCI EAFE Value ETF EFV

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Market datapartial · fetched 2026-10-23T15:19:19.192Z

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 · 2026-10-23T15:19:16.213175314Z

FundamentalsAlpha Vantage · unavailable

Share price$78.71
1D+0.2%
$78.34$78.44$78.54$78.63$78.735:30 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$0.32$1.77$3.22$4.66$6.11$73.09$75.86$78.63$81.40$84.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFV spot · $78.70EFV PRICE$0.48$0.69$0.89$1.09$1.28$1.47$1.65$1.99$2.34$2.67$2.93$3.10$3.26$1.00$1.24$1.48$1.72$1.93$1.96$1.99$2.37$2.93$4.31$5.69
PutsExpensive1.23×
CallsExpensive1.26×
SkewBearish+0.71 pp
Implied moveBearish±$3.58
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.7719.4%5.8%
25Δ82.3021.1%5.4%
30Δ81.7222.1%5.0%76.4923.0%4.1%
35Δ80.9621.9%4.2%77.1623.1%3.5%
40Δ80.3321.1%3.7%77.8022.7%3.0%
45Δ79.7020.4%3.1%78.4522.2%2.5%
50Δ79.0719.7%2.6%79.0621.4%2.0%
55Δ78.5020.2%2.3%79.4919.0%1.5%
60Δ77.9320.7%2.0%79.9216.5%1.0%
65Δ77.3620.4%1.7%80.4816.8%0.8%
70Δ76.8619.6%1.4%81.1617.8%0.6%
75Δ76.4718.0%1.1%82.6321.3%0.5%
80Δ76.0916.3%0.8%84.0924.7%0.4%

20Δ

Calls
Pseudo strike
82.77
IV
19.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
82.30
IV
21.1%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
81.72
IV
22.1%
B/E move
5.0%
Puts
Pseudo strike
76.49
IV
23.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
80.96
IV
21.9%
B/E move
4.2%
Puts
Pseudo strike
77.16
IV
23.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
80.33
IV
21.1%
B/E move
3.7%
Puts
Pseudo strike
77.80
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
79.70
IV
20.4%
B/E move
3.1%
Puts
Pseudo strike
78.45
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
79.07
IV
19.7%
B/E move
2.6%
Puts
Pseudo strike
79.06
IV
21.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
78.50
IV
20.2%
B/E move
2.3%
Puts
Pseudo strike
79.49
IV
19.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
77.93
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
79.92
IV
16.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
77.36
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
80.48
IV
16.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
76.86
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
81.16
IV
17.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
76.47
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
82.63
IV
21.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
76.09
IV
16.3%
B/E move
0.8%
Puts
Pseudo strike
84.09
IV
24.7%
B/E move
0.4%

Options history

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