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iShares MSCI EAFE Growth ETF EFG

i

Market dataready · fetched 2026-11-03T22:32:15.086Z

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 · 2026-11-03T21:10:02.39982597Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:32:14.478740+00:00

Share price$118.41
1D-0.8%
AH$118.33$118.61$118.90$119.18$119.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFG
Sold putSold callAH

iShares MSCI EAFE Growth ETF options

Live interpolated EFG call and put midpoint premiums by absolute delta.iShares MSCI EAFE Growth ETF$1.13$2.70$4.28$5.85$7.43$111.77$115.21$118.65$122.09$125.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EFG spot · $118.41EFG PRICE$1.30$1.70$2.04$2.20$2.42$2.59$2.75$2.94$3.37$4.35$5.76$6.98$1.82$1.90$2.00$2.12$2.25$2.35$2.43$2.51$2.60$2.68$2.76$2.84
Puts——
Calls——
Skew——
Implied moveBullish±$5.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.3259.9%10.9%
25Δ123.8530.0%5.7%111.3247.5%7.6%
30Δ123.3733.7%5.6%113.9139.3%5.5%
35Δ122.5835.5%5.2%115.6633.9%4.1%
40Δ120.9931.5%4.0%116.9829.8%3.1%
45Δ119.8629.1%3.3%118.0026.3%2.3%
50Δ118.9426.5%2.6%118.5024.1%2.0%
55Δ118.0223.9%2.0%118.9921.9%1.6%
60Δ117.3622.1%1.6%119.4819.8%1.3%
65Δ116.6021.9%1.3%119.9717.6%0.9%
70Δ115.5024.7%1.2%120.4615.4%0.6%
75Δ113.9928.7%1.1%120.9513.3%0.3%
80Δ112.5230.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.32
IV
59.9%
B/E move
10.9%

25Δ

Calls
Pseudo strike
123.85
IV
30.0%
B/E move
5.7%
Puts
Pseudo strike
111.32
IV
47.5%
B/E move
7.6%

30Δ

Calls
Pseudo strike
123.37
IV
33.7%
B/E move
5.6%
Puts
Pseudo strike
113.91
IV
39.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
122.58
IV
35.5%
B/E move
5.2%
Puts
Pseudo strike
115.66
IV
33.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
120.99
IV
31.5%
B/E move
4.0%
Puts
Pseudo strike
116.98
IV
29.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
119.86
IV
29.1%
B/E move
3.3%
Puts
Pseudo strike
118.00
IV
26.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
118.94
IV
26.5%
B/E move
2.6%
Puts
Pseudo strike
118.50
IV
24.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
118.02
IV
23.9%
B/E move
2.0%
Puts
Pseudo strike
118.99
IV
21.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
117.36
IV
22.1%
B/E move
1.6%
Puts
Pseudo strike
119.48
IV
19.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
116.60
IV
21.9%
B/E move
1.3%
Puts
Pseudo strike
119.97
IV
17.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
115.50
IV
24.7%
B/E move
1.2%
Puts
Pseudo strike
120.46
IV
15.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
113.99
IV
28.7%
B/E move
1.1%
Puts
Pseudo strike
120.95
IV
13.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
112.52
IV
30.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.94%
Daily close
EFG14.0%24.9%35.8%2026-08-06: 17.94%2026-08-07: 18.17%2026-08-14: 20.53%2026-08-18: 24.66%2026-08-19: 27.69%2026-08-20: 33.48%2026-08-21: 15.54%2026-08-24: 16.02%2026-08-25: 15.72%2026-08-26: 15.77%2026-08-27: 16.00%2026-08-28: 16.29%2026-08-31: 16.83%2026-09-01: 16.87%2026-09-02: 17.01%2026-09-03: 17.11%2026-09-04: 17.25%2026-09-08: 18.69%2026-09-09: 19.68%2026-09-10: 20.48%2026-09-11: 20.44%2026-09-14: 23.88%2026-09-15: 25.93%2026-09-16: 28.41%2026-09-17: 34.33%2026-09-18: 16.59%2026-09-21: 16.52%2026-09-22: 15.98%2026-09-23: 16.24%2026-09-24: 16.82%2026-09-25: 16.85%2026-09-28: 17.23%2026-09-29: 17.76%2026-09-30: 18.18%2026-10-01: 18.99%2026-10-02: 18.58%2026-10-05: 19.44%2026-10-06: 19.43%2026-10-07: 20.28%2026-10-08: 20.30%2026-10-09: 20.79%2026-10-12: 22.00%2026-10-13: 24.75%2026-10-14: 27.69%2026-10-15: 32.61%2026-10-16: 16.49%2026-10-19: 16.32%2026-10-20: 15.79%2026-10-21: 15.89%2026-10-22: 16.80%2026-10-23: 17.03%2026-10-26: 16.69%2026-10-27: 17.24%2026-10-28: 17.25%2026-10-29: 17.02%2026-10-30: 17.94%Aug 6Sep 22Oct 30
56 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
17.94%
18.17%
20.53%
24.66%
27.69%
33.48%
15.54%
16.02%
15.72%
15.77%
16.00%
16.29%
16.83%
16.87%
17.01%
17.11%
17.25%
18.69%
19.68%
20.48%
20.44%
23.88%
25.93%
28.41%
34.33%
16.59%
16.52%
15.98%
16.24%
16.82%
16.85%
17.23%
17.76%
18.18%
18.99%
18.58%
19.44%
19.43%
20.28%
20.30%
20.79%
22.00%
24.75%
27.69%
32.61%
16.49%
16.32%
15.79%
15.89%
16.80%
17.03%
16.69%
17.24%
17.25%
17.02%
17.94%