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iShares Currency Hedged MSCI EAFE ETF HEFA

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Market dataready · fetched 2026-11-11T16:01:06.683Z

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 · 2026-11-11T16:00:56.065109226Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:01:06.166242+00:00

Share price$47.30
1D+0.1%
$47.09$47.15$47.21$47.27$47.325:30 AM6:30 AM9:00 AM1:00 PMHEFA
Sold putSold call

iShares Currency Hedged MSCI EAFE ETF options

Live interpolated HEFA call and put midpoint premiums by absolute delta.iShares Currency Hedged MSCI EAFE ETF$0.62$0.89$1.16$1.43$1.71$45.22$46.59$47.95$49.31$50.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HEFA spot · $47.30HEFA PRICE$0.65$0.65$0.65$0.69$0.75$0.81$0.87$0.93$0.99$1.05$1.11$1.17$1.23$0.74$0.80$0.87$0.93$1.00$1.06$1.16$1.32$1.47$1.63
Puts——
CallsExpensive1.62×
Skew——
Implied moveBearish±$1.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.3482.5%14.1%
25Δ50.8161.0%8.8%
30Δ49.4547.7%5.9%
35Δ48.8541.5%4.7%46.1841.1%3.9%
40Δ48.5939.0%4.3%46.5038.1%3.4%
45Δ48.3336.5%3.9%46.8335.1%2.8%
50Δ48.0734.0%3.5%47.1532.1%2.3%
55Δ47.8131.5%3.0%47.4829.1%1.7%
60Δ47.5528.9%2.6%47.8026.1%1.2%
65Δ47.2926.4%2.2%48.0924.0%0.8%
70Δ47.0323.9%1.8%48.3223.2%0.6%
75Δ46.7721.4%1.4%48.5522.5%0.5%
80Δ46.5218.9%0.9%48.7821.7%0.3%

20Δ

Calls
Pseudo strike
53.34
IV
82.5%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
50.81
IV
61.0%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
49.45
IV
47.7%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
48.85
IV
41.5%
B/E move
4.7%
Puts
Pseudo strike
46.18
IV
41.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
48.59
IV
39.0%
B/E move
4.3%
Puts
Pseudo strike
46.50
IV
38.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
48.33
IV
36.5%
B/E move
3.9%
Puts
Pseudo strike
46.83
IV
35.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
48.07
IV
34.0%
B/E move
3.5%
Puts
Pseudo strike
47.15
IV
32.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
47.81
IV
31.5%
B/E move
3.0%
Puts
Pseudo strike
47.48
IV
29.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
47.55
IV
28.9%
B/E move
2.6%
Puts
Pseudo strike
47.80
IV
26.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
47.29
IV
26.4%
B/E move
2.2%
Puts
Pseudo strike
48.09
IV
24.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
47.03
IV
23.9%
B/E move
1.8%
Puts
Pseudo strike
48.32
IV
23.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
46.77
IV
21.4%
B/E move
1.4%
Puts
Pseudo strike
48.55
IV
22.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
46.52
IV
18.9%
B/E move
0.9%
Puts
Pseudo strike
48.78
IV
21.7%
B/E move
0.3%

Options history

IV · four-Friday blend18.36%
Daily close
HEFA14.5%25.7%36.9%2026-08-13: 17.62%2026-08-14: 18.56%2026-08-18: 22.38%2026-08-19: 24.00%2026-08-20: 28.98%2026-08-21: 16.27%2026-08-24: 16.34%2026-08-25: 16.15%2026-08-26: 16.09%2026-08-27: 16.43%2026-08-28: 16.41%2026-08-31: 16.91%2026-09-01: 17.65%2026-09-02: 18.10%2026-09-03: 16.99%2026-09-04: 18.07%2026-09-08: 18.84%2026-09-09: 19.30%2026-09-10: 20.84%2026-09-11: 19.85%2026-09-14: 22.44%2026-09-15: 23.95%2026-09-16: 25.96%2026-09-17: 30.03%2026-09-18: 16.66%2026-09-21: 17.16%2026-09-22: 17.00%2026-09-23: 17.21%2026-09-24: 16.90%2026-09-25: 17.46%2026-09-28: 17.57%2026-09-29: 17.56%2026-09-30: 17.95%2026-10-01: 18.31%2026-10-02: 18.51%2026-10-05: 18.90%2026-10-06: 19.13%2026-10-07: 19.63%2026-10-08: 20.07%2026-10-09: 20.50%2026-10-12: 22.69%2026-10-13: 23.92%2026-10-14: 26.33%2026-10-15: 35.39%2026-10-16: 17.02%2026-10-19: 17.51%2026-10-20: 17.00%2026-10-21: 17.28%2026-10-22: 17.49%2026-10-23: 18.20%2026-10-26: 18.16%2026-10-27: 17.88%2026-10-28: 18.07%2026-10-29: 18.02%2026-10-30: 18.36%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.62%
18.56%
22.38%
24.00%
28.98%
16.27%
16.34%
16.15%
16.09%
16.43%
16.41%
16.91%
17.65%
18.10%
16.99%
18.07%
18.84%
19.30%
20.84%
19.85%
22.44%
23.95%
25.96%
30.03%
16.66%
17.16%
17.00%
17.21%
16.90%
17.46%
17.57%
17.56%
17.95%
18.31%
18.51%
18.90%
19.13%
19.63%
20.07%
20.50%
22.69%
23.92%
26.33%
35.39%
17.02%
17.51%
17.00%
17.28%
17.49%
18.20%
18.16%
17.88%
18.07%
18.02%
18.36%