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iShares MSCI EAFE Growth ETF EFG

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Market datapartial · fetched 2026-11-04T07:11:27.132Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceEFG
1D
Price history unavailable.

iShares MSCI EAFE Growth ETF options

Live interpolated EFG call and put midpoint premiums by absolute delta.iShares MSCI EAFE Growth ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEFG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
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%