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iShares Core MSCI EAFE ETF IEFA

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Market datapartial · fetched 2026-10-22T21:52:59.103Z

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 · 2026-10-22T20:34:35.131951519Z

FundamentalsAlpha Vantage · unavailable

Share price$96.20
1D-0.2%
AH$95.81$95.97$96.13$96.29$96.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEFA
Sold putSold callAH

iShares Core MSCI EAFE ETF options

Live interpolated IEFA call and put midpoint premiums by absolute delta.iShares Core MSCI EAFE ETF$0.30$1.55$2.79$4.04$5.29$90.16$93.13$96.10$99.07$102.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEFA spot · $96.20IEFA PRICE$0.43$0.57$0.72$0.87$1.13$1.41$1.58$1.72$2.16$2.67$3.12$3.89$4.93$0.61$0.77$0.92$1.12$1.31$1.50$1.74$1.97$2.20$2.45$2.84$3.28$3.84
PutsCheap0.88×
CallsCheap0.89×
SkewBearish+0.41 pp
Implied moveBearish±$3.32
TiltBalanced1.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.9714.5%4.4%92.2319.6%4.8%
25Δ99.2714.4%3.8%93.2818.5%3.8%
30Δ98.6314.1%3.3%94.1617.4%3.1%
35Δ98.0413.8%2.8%94.8317.1%2.6%
40Δ97.5714.7%2.6%95.4516.5%2.1%
45Δ97.1215.6%2.4%96.0515.9%1.7%
50Δ96.6215.0%2.1%96.5915.6%1.4%
55Δ96.1114.0%1.7%97.1115.2%1.1%
60Δ95.5215.0%1.5%97.5814.6%0.9%
65Δ94.9016.4%1.4%98.0714.1%0.6%
70Δ94.2516.6%1.2%98.6314.1%0.4%
75Δ93.3518.0%1.1%99.2314.2%0.3%
80Δ92.1619.7%0.9%99.9214.3%0.1%

20Δ

Calls
Pseudo strike
99.97
IV
14.5%
B/E move
4.4%
Puts
Pseudo strike
92.23
IV
19.6%
B/E move
4.8%

25Δ

Calls
Pseudo strike
99.27
IV
14.4%
B/E move
3.8%
Puts
Pseudo strike
93.28
IV
18.5%
B/E move
3.8%

30Δ

Calls
Pseudo strike
98.63
IV
14.1%
B/E move
3.3%
Puts
Pseudo strike
94.16
IV
17.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
98.04
IV
13.8%
B/E move
2.8%
Puts
Pseudo strike
94.83
IV
17.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
97.57
IV
14.7%
B/E move
2.6%
Puts
Pseudo strike
95.45
IV
16.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
97.12
IV
15.6%
B/E move
2.4%
Puts
Pseudo strike
96.05
IV
15.9%
B/E move
1.7%

50Δ

Calls
Pseudo strike
96.62
IV
15.0%
B/E move
2.1%
Puts
Pseudo strike
96.59
IV
15.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
96.11
IV
14.0%
B/E move
1.7%
Puts
Pseudo strike
97.11
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
95.52
IV
15.0%
B/E move
1.5%
Puts
Pseudo strike
97.58
IV
14.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
94.90
IV
16.4%
B/E move
1.4%
Puts
Pseudo strike
98.07
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
94.25
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
98.63
IV
14.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
93.35
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
99.23
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
92.16
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
99.92
IV
14.3%
B/E move
0.1%

Options history

No recorded observations