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iShares Core MSCI EAFE ETF IEFA

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Market dataready · fetched 2026-11-12T03:10:48.903Z

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 · 2026-11-12T01:00:03.782746624Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:48.476119+00:00

Share price$97.43
1D+0.7%
AH$96.73$96.94$97.14$97.35$97.555:30 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$0.19$0.65$1.12$1.58$2.04$92.32$95.09$97.85$100.61$103.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IEFA spot · $97.43IEFA PRICE$0.24$0.31$0.41$0.51$0.61$0.72$0.83$0.94$1.05$1.24$1.44$1.65$1.91$0.39$0.40$0.51$0.65$0.80$0.98$1.19$1.39$1.46$1.49$1.53$1.57
Puts——
CallsCheap0.42×
Skew——
Implied moveBearish±$2.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.4113.9%2.3%94.6823.1%3.2%
25Δ98.9713.7%1.9%95.7417.6%2.1%
30Δ98.6813.8%1.7%96.2416.6%1.7%
35Δ98.3914.0%1.5%96.5617.2%1.6%
40Δ98.1014.1%1.3%96.8817.7%1.4%
45Δ97.8314.0%1.2%97.2318.2%1.2%
50Δ97.5713.6%1.0%97.5818.7%1.1%
55Δ97.3113.3%0.8%97.9419.1%0.9%
60Δ97.0513.0%0.7%98.1617.8%0.7%
65Δ96.7612.9%0.6%98.3516.1%0.6%
70Δ96.4713.0%0.5%98.5414.4%0.4%
75Δ96.1813.0%0.4%98.7312.7%0.3%
80Δ95.8413.1%0.3%

20Δ

Calls
Pseudo strike
99.41
IV
13.9%
B/E move
2.3%
Puts
Pseudo strike
94.68
IV
23.1%
B/E move
3.2%

25Δ

Calls
Pseudo strike
98.97
IV
13.7%
B/E move
1.9%
Puts
Pseudo strike
95.74
IV
17.6%
B/E move
2.1%

30Δ

Calls
Pseudo strike
98.68
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
96.24
IV
16.6%
B/E move
1.7%

35Δ

Calls
Pseudo strike
98.39
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
96.56
IV
17.2%
B/E move
1.6%

40Δ

Calls
Pseudo strike
98.10
IV
14.1%
B/E move
1.3%
Puts
Pseudo strike
96.88
IV
17.7%
B/E move
1.4%

45Δ

Calls
Pseudo strike
97.83
IV
14.0%
B/E move
1.2%
Puts
Pseudo strike
97.23
IV
18.2%
B/E move
1.2%

50Δ

Calls
Pseudo strike
97.57
IV
13.6%
B/E move
1.0%
Puts
Pseudo strike
97.58
IV
18.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
97.31
IV
13.3%
B/E move
0.8%
Puts
Pseudo strike
97.94
IV
19.1%
B/E move
0.9%

60Δ

Calls
Pseudo strike
97.05
IV
13.0%
B/E move
0.7%
Puts
Pseudo strike
98.16
IV
17.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
96.76
IV
12.9%
B/E move
0.6%
Puts
Pseudo strike
98.35
IV
16.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
96.47
IV
13.0%
B/E move
0.5%
Puts
Pseudo strike
98.54
IV
14.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
96.18
IV
13.0%
B/E move
0.4%
Puts
Pseudo strike
98.73
IV
12.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
95.84
IV
13.1%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.21%
Daily close
IEFA13.9%17.5%21.1%2026-08-13: 15.42%2026-08-14: 14.40%2026-08-17: 15.11%2026-08-18: 19.68%2026-08-19: 15.81%2026-08-20: 20.61%2026-08-21: 14.95%2026-08-24: 15.93%2026-08-25: 14.52%2026-08-26: 15.04%2026-08-27: 14.73%2026-08-28: 14.85%2026-08-31: 14.71%2026-09-01: 15.41%2026-09-02: 15.25%2026-09-03: 15.10%2026-09-04: 15.30%2026-09-08: 16.37%2026-09-09: 16.43%2026-09-10: 17.26%2026-09-11: 17.21%2026-09-14: 16.38%2026-09-15: 16.92%2026-09-16: 16.45%2026-09-17: 16.57%2026-09-18: 15.94%2026-09-21: 15.22%2026-09-22: 14.47%2026-09-23: 16.59%2026-09-24: 16.03%2026-09-25: 15.18%2026-09-28: 15.95%2026-09-29: 16.98%2026-09-30: 16.95%2026-10-01: 16.63%2026-10-02: 16.43%2026-10-05: 16.78%2026-10-06: 16.19%2026-10-07: 16.21%2026-10-08: 16.45%2026-10-09: 16.02%2026-10-12: 18.20%2026-10-13: 17.12%2026-10-14: 17.22%2026-10-15: 20.45%2026-10-16: 16.12%2026-10-19: 16.15%2026-10-20: 16.06%2026-10-21: 15.80%2026-10-22: 16.00%2026-10-23: 17.27%2026-10-26: 16.33%2026-10-27: 16.06%2026-10-28: 16.02%2026-10-29: 15.93%2026-10-30: 16.21%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.42%
14.40%
15.11%
19.68%
15.81%
20.61%
14.95%
15.93%
14.52%
15.04%
14.73%
14.85%
14.71%
15.41%
15.25%
15.10%
15.30%
16.37%
16.43%
17.26%
17.21%
16.38%
16.92%
16.45%
16.57%
15.94%
15.22%
14.47%
16.59%
16.03%
15.18%
15.95%
16.98%
16.95%
16.63%
16.43%
16.78%
16.19%
16.21%
16.45%
16.02%
18.20%
17.12%
17.22%
20.45%
16.12%
16.15%
16.06%
15.80%
16.00%
17.27%
16.33%
16.06%
16.02%
15.93%
16.21%