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iShares MSCI EAFE Min Vol Factor ETF EFAV

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Market dataready · fetched 2026-11-07T01:12:41.062Z

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 · 2026-11-07T01:00:02.389316116Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:12:40.588554+00:00

Share price$95.13
1D+0.5%
AH$94.61$94.88$95.14$95.41$95.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFAV
Sold putSold callAH

iShares MSCI EAFE Min Vol Factor ETF options

Live interpolated EFAV call and put midpoint premiums by absolute delta.iShares MSCI EAFE Min Vol Factor ETF$0.64$1.44$2.25$3.05$3.85$90.67$92.71$94.75$96.80$98.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EFAV spot · $95.13EFAV PRICE$1.65$1.78$1.96$2.25$2.71$3.06$0.73$1.04$1.47$1.69$1.75$1.65$2.16$2.34$2.50$2.79$3.14$3.62
Puts——
Calls——
Skew——
Implied moveBullish±$3.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.5932.4%5.5%
25Δ91.1136.2%5.3%
30Δ91.8039.7%5.1%
35Δ92.9037.3%4.1%
40Δ97.0232.4%3.7%93.9832.0%3.0%
45Δ96.1529.3%2.9%
50Δ95.4527.5%2.4%95.4321.0%1.4%
55Δ94.7826.8%2.0%95.9624.1%1.4%
60Δ94.0928.0%1.8%96.4122.7%1.1%
65Δ96.8621.0%0.8%
70Δ97.3520.2%0.6%
75Δ97.8719.8%0.4%
80Δ92.5917.5%0.5%98.4919.5%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.59
IV
32.4%
B/E move
5.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.11
IV
36.2%
B/E move
5.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.80
IV
39.7%
B/E move
5.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.90
IV
37.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
97.02
IV
32.4%
B/E move
3.7%
Puts
Pseudo strike
93.98
IV
32.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
96.15
IV
29.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
95.45
IV
27.5%
B/E move
2.4%
Puts
Pseudo strike
95.43
IV
21.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
94.78
IV
26.8%
B/E move
2.0%
Puts
Pseudo strike
95.96
IV
24.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
94.09
IV
28.0%
B/E move
1.8%
Puts
Pseudo strike
96.41
IV
22.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.86
IV
21.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.35
IV
20.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.87
IV
19.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
92.59
IV
17.5%
B/E move
0.5%
Puts
Pseudo strike
98.49
IV
19.5%
B/E move
0.3%

Options history

IV · four-Friday blend14.96%
Daily close
EFAV10.8%20.2%29.7%2026-08-10: 13.99%2026-08-11: 15.28%2026-08-12: 16.11%2026-08-13: 14.47%2026-08-14: 14.52%2026-08-17: 16.66%2026-08-18: 17.34%2026-08-19: 18.80%2026-08-20: 21.18%2026-08-21: 12.54%2026-08-24: 12.85%2026-08-25: 12.81%2026-08-26: 12.94%2026-08-27: 12.21%2026-08-28: 12.33%2026-08-31: 12.87%2026-09-01: 12.11%2026-09-02: 13.66%2026-09-03: 12.81%2026-09-04: 12.56%2026-09-08: 13.80%2026-09-09: 13.81%2026-09-10: 16.07%2026-09-11: 14.15%2026-09-14: 16.64%2026-09-15: 16.87%2026-09-16: 24.06%2026-09-17: 28.39%2026-09-18: 13.20%2026-09-21: 14.32%2026-09-22: 14.85%2026-09-23: 15.71%2026-09-24: 13.88%2026-09-25: 13.90%2026-09-28: 14.25%2026-09-29: 14.84%2026-09-30: 14.50%2026-10-01: 14.79%2026-10-02: 15.48%2026-10-05: 15.46%2026-10-06: 15.48%2026-10-07: 14.45%2026-10-08: 15.01%2026-10-09: 15.24%2026-10-12: 17.46%2026-10-13: 17.43%2026-10-14: 17.45%2026-10-15: 20.33%2026-10-16: 14.42%2026-10-19: 14.57%2026-10-20: 14.96%2026-10-21: 15.03%2026-10-22: 14.98%2026-10-23: 15.16%2026-10-26: 16.24%2026-10-27: 15.94%2026-10-28: 16.16%2026-10-29: 15.98%2026-10-30: 14.96%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
13.99%
15.28%
16.11%
14.47%
14.52%
16.66%
17.34%
18.80%
21.18%
12.54%
12.85%
12.81%
12.94%
12.21%
12.33%
12.87%
12.11%
13.66%
12.81%
12.56%
13.80%
13.81%
16.07%
14.15%
16.64%
16.87%
24.06%
28.39%
13.20%
14.32%
14.85%
15.71%
13.88%
13.90%
14.25%
14.84%
14.50%
14.79%
15.48%
15.46%
15.48%
14.45%
15.01%
15.24%
17.46%
17.43%
17.45%
20.33%
14.42%
14.57%
14.96%
15.03%
14.98%
15.16%
16.24%
15.94%
16.16%
15.98%
14.96%