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iShares MSCI EAFE Value ETF EFV

i

Market dataready · fetched 2026-11-04T06:29:44.335Z

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 · 2026-11-04T01:00:02.372975276Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:29:42.782420+00:00

Share price$78.89
1D-0.6%
AH$78.82$78.97$79.12$79.27$79.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFV
Sold putSold callAH

iShares MSCI EAFE Value ETF options

Live interpolated EFV call and put midpoint premiums by absolute delta.iShares MSCI EAFE Value ETF$0.32$1.34$2.37$3.39$4.42$76.32$78.08$79.85$81.61$83.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EFV spot · $78.89EFV PRICE$0.48$0.69$0.55$0.61$0.78$0.98$1.18$1.62$2.12$2.65$3.20$3.74$4.12$0.43$0.53$0.65$0.82$0.99$1.14$1.18$1.23$1.28$1.37$2.00
Puts——
CallsExpensive2.21×
Skew——
Implied moveBalanced±$2.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.6724.4%5.4%
25Δ82.2927.1%5.2%77.2116.7%2.7%
30Δ80.7118.1%3.0%77.6316.4%2.3%
35Δ80.1216.1%2.3%78.0416.2%1.9%
40Δ79.7416.4%2.1%78.3916.6%1.7%
45Δ79.4017.3%1.9%78.7317.0%1.5%
50Δ79.0718.2%1.7%79.0516.9%1.2%
55Δ78.6021.1%1.7%79.2915.5%1.0%
60Δ78.0924.4%1.7%79.5314.0%0.7%
65Δ77.4426.6%1.5%79.7812.5%0.5%
70Δ76.7428.1%1.3%80.0511.3%0.3%
75Δ76.0128.8%1.1%80.6914.1%0.3%
80Δ75.4327.3%0.8%

20Δ

Calls
Pseudo strike
82.67
IV
24.4%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
82.29
IV
27.1%
B/E move
5.2%
Puts
Pseudo strike
77.21
IV
16.7%
B/E move
2.7%

30Δ

Calls
Pseudo strike
80.71
IV
18.1%
B/E move
3.0%
Puts
Pseudo strike
77.63
IV
16.4%
B/E move
2.3%

35Δ

Calls
Pseudo strike
80.12
IV
16.1%
B/E move
2.3%
Puts
Pseudo strike
78.04
IV
16.2%
B/E move
1.9%

40Δ

Calls
Pseudo strike
79.74
IV
16.4%
B/E move
2.1%
Puts
Pseudo strike
78.39
IV
16.6%
B/E move
1.7%

45Δ

Calls
Pseudo strike
79.40
IV
17.3%
B/E move
1.9%
Puts
Pseudo strike
78.73
IV
17.0%
B/E move
1.5%

50Δ

Calls
Pseudo strike
79.07
IV
18.2%
B/E move
1.7%
Puts
Pseudo strike
79.05
IV
16.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
78.60
IV
21.1%
B/E move
1.7%
Puts
Pseudo strike
79.29
IV
15.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
78.09
IV
24.4%
B/E move
1.7%
Puts
Pseudo strike
79.53
IV
14.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
77.44
IV
26.6%
B/E move
1.5%
Puts
Pseudo strike
79.78
IV
12.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
76.74
IV
28.1%
B/E move
1.3%
Puts
Pseudo strike
80.05
IV
11.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
76.01
IV
28.8%
B/E move
1.1%
Puts
Pseudo strike
80.69
IV
14.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
75.43
IV
27.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.75%
Daily close
EFV12.8%17.9%22.9%2026-08-06: 13.78%2026-08-07: 14.51%2026-08-10: 14.79%2026-08-11: 14.97%2026-08-12: 14.96%2026-08-13: 15.75%2026-08-14: 15.24%2026-08-17: 18.33%2026-08-18: 18.63%2026-08-19: 20.12%2026-08-20: 22.22%2026-08-21: 14.59%2026-08-24: 14.66%2026-08-25: 13.52%2026-08-26: 14.82%2026-08-27: 13.78%2026-08-28: 14.16%2026-08-31: 14.27%2026-09-01: 15.61%2026-09-02: 14.77%2026-09-03: 14.40%2026-09-04: 13.94%2026-09-08: 16.40%2026-09-09: 16.92%2026-09-10: 16.95%2026-09-11: 14.63%2026-09-14: 16.96%2026-09-15: 20.54%2026-09-16: 18.89%2026-09-17: 17.30%2026-09-18: 16.03%2026-09-21: 15.75%2026-09-22: 15.68%2026-09-23: 15.79%2026-09-24: 17.19%2026-09-25: 15.29%2026-09-28: 15.66%2026-09-29: 16.09%2026-09-30: 16.13%2026-10-01: 15.77%2026-10-02: 16.15%2026-10-05: 16.17%2026-10-06: 16.80%2026-10-07: 16.52%2026-10-08: 15.34%2026-10-09: 15.61%2026-10-12: 16.12%2026-10-13: 16.91%2026-10-14: 17.72%2026-10-15: 19.24%2026-10-16: 15.49%2026-10-19: 15.23%2026-10-20: 15.71%2026-10-21: 15.35%2026-10-22: 15.36%2026-10-23: 16.68%2026-10-26: 15.64%2026-10-27: 16.57%2026-10-28: 16.08%2026-10-29: 15.05%2026-10-30: 15.75%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
13.78%
14.51%
14.79%
14.97%
14.96%
15.75%
15.24%
18.33%
18.63%
20.12%
22.22%
14.59%
14.66%
13.52%
14.82%
13.78%
14.16%
14.27%
15.61%
14.77%
14.40%
13.94%
16.40%
16.92%
16.95%
14.63%
16.96%
20.54%
18.89%
17.30%
16.03%
15.75%
15.68%
15.79%
17.19%
15.29%
15.66%
16.09%
16.13%
15.77%
16.15%
16.17%
16.80%
16.52%
15.34%
15.61%
16.12%
16.91%
17.72%
19.24%
15.49%
15.23%
15.71%
15.35%
15.36%
16.68%
15.64%
16.57%
16.08%
15.05%
15.75%