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iShares Currency Hedged MSCI EAFE ETF HEFA

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Market datapartial · fetched 2026-10-22T06:28:28.487Z

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 · 2026-10-22T00:00:03.225676788Z

FundamentalsAlpha Vantage · unavailable

Share price$46.61
1D-0.1%
AH$46.42$46.49$46.56$46.63$46.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHEFA
Sold putSold callAH

iShares Currency Hedged MSCI EAFE ETF options

Live interpolated HEFA call and put midpoint premiums by absolute delta.iShares Currency Hedged MSCI EAFE ETF$0.56$0.94$1.32$1.71$2.09$43.31$44.95$46.58$48.22$49.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEFA spot · $46.61HEFA PRICE$0.60$0.60$0.62$0.67$0.72$0.78$0.84$0.91$0.97$1.04$1.13$1.34$1.54$0.60$0.64$0.68$0.74$0.80$0.86$0.91$0.99$1.11$1.22$1.34$1.45$1.98
PutsExpensive1.77×
CallsExpensive1.83×
SkewBearish+0.41 pp
Implied moveBearish±$1.75
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.2542.9%13.4%42.9138.5%9.2%
25Δ49.9331.7%8.4%44.2330.9%6.5%
30Δ48.7625.6%5.9%45.1026.2%4.7%
35Δ48.0422.3%4.5%45.6723.1%3.6%
40Δ47.6020.1%3.7%46.1320.6%2.7%
45Δ47.1818.0%2.9%46.4618.8%2.2%
50Δ46.8716.4%2.4%46.7916.9%1.6%
55Δ46.6415.3%2.0%47.0815.5%1.1%
60Δ46.4214.2%1.7%47.3014.9%0.9%
65Δ46.1913.1%1.3%47.5214.3%0.7%
70Δ45.9612.1%1.0%47.7413.6%0.5%
75Δ45.6912.1%0.9%47.9613.0%0.2%
80Δ45.4112.1%0.7%48.5314.9%0.1%

20Δ

Calls
Pseudo strike
52.25
IV
42.9%
B/E move
13.4%
Puts
Pseudo strike
42.91
IV
38.5%
B/E move
9.2%

25Δ

Calls
Pseudo strike
49.93
IV
31.7%
B/E move
8.4%
Puts
Pseudo strike
44.23
IV
30.9%
B/E move
6.5%

30Δ

Calls
Pseudo strike
48.76
IV
25.6%
B/E move
5.9%
Puts
Pseudo strike
45.10
IV
26.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
48.04
IV
22.3%
B/E move
4.5%
Puts
Pseudo strike
45.67
IV
23.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
47.60
IV
20.1%
B/E move
3.7%
Puts
Pseudo strike
46.13
IV
20.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
47.18
IV
18.0%
B/E move
2.9%
Puts
Pseudo strike
46.46
IV
18.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
46.87
IV
16.4%
B/E move
2.4%
Puts
Pseudo strike
46.79
IV
16.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
46.64
IV
15.3%
B/E move
2.0%
Puts
Pseudo strike
47.08
IV
15.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
46.42
IV
14.2%
B/E move
1.7%
Puts
Pseudo strike
47.30
IV
14.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
46.19
IV
13.1%
B/E move
1.3%
Puts
Pseudo strike
47.52
IV
14.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
45.96
IV
12.1%
B/E move
1.0%
Puts
Pseudo strike
47.74
IV
13.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
45.69
IV
12.1%
B/E move
0.9%
Puts
Pseudo strike
47.96
IV
13.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
45.41
IV
12.1%
B/E move
0.7%
Puts
Pseudo strike
48.53
IV
14.9%
B/E move
0.1%

Options history

No recorded observations