IntraAlpha
Create free account Start free

iShares Currency Hedged MSCI EAFE ETF HEFA

i

Market datapartial · fetched 2026-10-22T16:05:38.693Z

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 · 2026-10-22T16:05:33.553367741Z

FundamentalsAlpha Vantage · unavailable

Share price$46.11
1D-0.3%
$46.00$46.08$46.17$46.25$46.335:30 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$0.74$1.26$1.78$2.30$2.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHEFA PRICE$2.21$0.79$0.98$1.17$1.35$1.54$1.73$1.92$2.10$2.29$2.48$2.67
PutsExpensive2.11×
CallsExpensive1.51×
SkewBearish+8.05 pp
Implied move——
TiltBearish79.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ44.3129.3%5.6%
35Δ44.7328.3%5.1%
40Δ45.1527.3%4.6%
45Δ45.5626.4%4.1%
50Δ45.9825.4%3.6%
55Δ46.4024.4%3.1%
60Δ46.8123.4%2.6%
65Δ47.2322.5%2.1%
70Δ47.6521.5%1.6%
75Δ48.0620.5%1.1%
80Δ44.2316.4%0.7%48.4819.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.31
IV
29.3%
B/E move
5.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.73
IV
28.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.15
IV
27.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.56
IV
26.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.98
IV
25.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.40
IV
24.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.81
IV
23.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.23
IV
22.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.65
IV
21.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.06
IV
20.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
44.23
IV
16.4%
B/E move
0.7%
Puts
Pseudo strike
48.48
IV
19.5%
B/E move
0.6%

Options history

No recorded observations