IntraAlpha
Create free account Start free

iShares Core MSCI EAFE ETF IEFA

i

Market dataready · fetched 2026-10-23T02:03:15.308Z

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 · 2026-10-23T00:00:03.801024267Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:03:14.308810+00:00

Share price$96.15
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$0.29$1.59$2.89$4.19$5.49$90.11$93.08$96.05$99.02$101.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEFA spot · $96.15IEFA PRICE$0.44$0.58$0.72$0.87$1.15$1.43$1.59$1.74$2.23$2.73$3.19$4.04$5.12$0.61$0.76$0.91$1.11$1.30$1.48$1.71$1.95$2.17$2.39$2.76$3.16$3.70
PutsCheap0.87×
CallsCheap0.91×
SkewNeutral-0.16 pp
Implied moveBearish±$3.31
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.9514.6%4.4%92.2119.5%4.7%
25Δ99.2514.5%3.8%93.2418.4%3.8%
30Δ98.6114.3%3.3%94.1317.2%3.1%
35Δ98.0014.0%2.8%94.7916.9%2.6%
40Δ97.5414.9%2.6%95.4116.4%2.1%
45Δ97.0815.8%2.5%96.0115.7%1.7%
50Δ96.5715.2%2.1%96.5315.4%1.4%
55Δ96.0514.1%1.7%97.0515.0%1.1%
60Δ95.4415.5%1.6%97.5214.4%0.8%
65Δ94.8116.7%1.4%97.9813.8%0.6%
70Δ94.1517.0%1.2%98.5213.7%0.4%
75Δ93.1818.8%1.1%99.0713.7%0.2%
80Δ91.9520.5%1.0%99.7513.8%0.1%

20Δ

Calls
Pseudo strike
99.95
IV
14.6%
B/E move
4.4%
Puts
Pseudo strike
92.21
IV
19.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
99.25
IV
14.5%
B/E move
3.8%
Puts
Pseudo strike
93.24
IV
18.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
98.61
IV
14.3%
B/E move
3.3%
Puts
Pseudo strike
94.13
IV
17.2%
B/E move
3.1%

35Δ

Calls
Pseudo strike
98.00
IV
14.0%
B/E move
2.8%
Puts
Pseudo strike
94.79
IV
16.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
97.54
IV
14.9%
B/E move
2.6%
Puts
Pseudo strike
95.41
IV
16.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
97.08
IV
15.8%
B/E move
2.5%
Puts
Pseudo strike
96.01
IV
15.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
96.57
IV
15.2%
B/E move
2.1%
Puts
Pseudo strike
96.53
IV
15.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
96.05
IV
14.1%
B/E move
1.7%
Puts
Pseudo strike
97.05
IV
15.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
95.44
IV
15.5%
B/E move
1.6%
Puts
Pseudo strike
97.52
IV
14.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
94.81
IV
16.7%
B/E move
1.4%
Puts
Pseudo strike
97.98
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
94.15
IV
17.0%
B/E move
1.2%
Puts
Pseudo strike
98.52
IV
13.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
93.18
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
99.07
IV
13.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
91.95
IV
20.5%
B/E move
1.0%
Puts
Pseudo strike
99.75
IV
13.8%
B/E move
0.1%

Options history

No recorded observations