iShares MSCI EAFE ETF

AMEX: EFA · Real-Time Price · USD
92.10
0.01 (0.01%)
At close: Aug 19, 2025, 3:59 PM

EFA Option Overview

Overview for all option chains of EFA. As of August 20, 2025, EFA options have an IV of 38.58% and an IV rank of 117.46%. The volume is 32,648 contracts, which is 97.68% of average daily volume of 33,422 contracts. The volume put-call ratio is 0.79, indicating a neutral sentiment in the market.

Implied Volatility

Implied Volatility (30d)
38.58%
IV Rank
117.46%
Historical Volatility
13.27%
IV Low
20.93% on Sep 19, 2024
IV High
35.96% on Aug 19, 2025

Open Interest (OI)

Today's Open Interest
1,134,134
Put-Call Ratio
1.88
Put Open Interest
740,152
Call Open Interest
393,982
Open Interest Avg (30-day)
890,075
Today vs Open Interest Avg (30-day)
127.42%

Option Volume

Today's Volume
32,648
Put-Call Ratio
0.79
Put Volume
14,447
Call Volume
18,201
Volume Avg (30-day)
33,422
Today vs Volume Avg (30-day)
97.68%

Option Chain Statistics

This table provides a comprehensive overview of all EFA options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Aug 22, 2025 7,759 5,082 0.65 30,084 18,550 0.62 42.97% 90.5
Aug 29, 2025 2,178 460 0.21 18,373 26,942 1.47 38.58% 90
Sep 05, 2025 823 6 0.01 6,963 6,428 0.92 25.39% 90
Sep 12, 2025 2 12 6 3,986 6,092 1.53 25.53% 89.5
Sep 19, 2025 3,109 5,511 1.77 145,402 241,639 1.66 41.26% 90
Sep 26, 2025 1,163 1,019 0.88 5,355 3,740 0.7 22.45% 92
Sep 30, 2025 5 1,082 216.4 19,704 40,001 2.03 30.09% 86
Oct 17, 2025 151 224 1.48 21,367 66,095 3.09 25.84% 90
Oct 31, 2025 0 43 0 8,946 20,693 2.31 23.59% 90
Nov 21, 2025 66 980 14.85 4,625 22,163 4.79 28.08% 94
Dec 19, 2025 2,133 13 0.01 77,807 153,095 1.97 27.49% 85
Dec 31, 2025 2 0 0 6,503 1,252 0.19 29.74% 81
Jan 16, 2026 2 0 0 28,857 58,428 2.02 31.24% 80
Mar 20, 2026 206 14 0.07 5,855 33,205 5.67 21.16% 90
Mar 31, 2026 3 0 0 763 342 0.45 25.39% 75
Jun 18, 2026 306 0 0 1,253 18,653 14.89 25.69% 90
Jun 30, 2026 0 1 0 64 372 5.81 18.41% 87
Jan 15, 2027 293 0 0 8,075 22,462 2.78 21.86% 83