iShares MSCI EAFE ETF (EFA) ETF Options Analysis - Chain Data, Volume & Implied Volatility - Stocknear

iShares MSCI EAFE ETF

AMEX: EFA · Real-Time Price · USD
95.09
0.80 (0.85%)
At close: Oct 03, 2025, 3:59 PM
95.27
0.19%
After-hours: Oct 03, 2025, 06:22 PM EDT

EFA Option Overview

Overview for all option chains of EFA. As of October 05, 2025, EFA options have an IV of 46.65% and an IV rank of 99.88%. The volume is 65,317 contracts, which is 129.19% of average daily volume of 50,557 contracts. The volume put-call ratio is 3.77, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
46.65%
IV Rank
99.88%
Historical Volatility
10.42%
IV Low
22.29% on Apr 01, 2025
IV High
46.68% on Oct 03, 2025

Open Interest (OI)

Today's Open Interest
1,505,701
Put-Call Ratio
2.24
Put Open Interest
1,040,579
Call Open Interest
465,122
Open Interest Avg (30-day)
1,103,521
Today vs Open Interest Avg (30-day)
136.45%

Option Volume

Today's Volume
65,317
Put-Call Ratio
3.77
Put Volume
51,617
Call Volume
13,700
Volume Avg (30-day)
50,557
Today vs Volume Avg (30-day)
129.19%

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
Oct 10, 2025 2,517 1,868 0.74 6,414 15,016 2.34 49.99% 93
Oct 17, 2025 5,710 11,877 2.08 122,461 229,682 1.88 52.76% 93
Oct 24, 2025 55 498 9.05 3,324 5,686 1.71 33.74% 94
Oct 31, 2025 1,445 2,137 1.48 20,858 38,866 1.86 43.31% 93
Nov 07, 2025 582 214 0.37 2,280 6,761 2.97 28.43% 92.5
Nov 14, 2025 0 0 0 0 0 0 26.44% 65
Nov 21, 2025 1,076 16,548 15.38 53,608 110,606 2.06 41.53% 94
Nov 28, 2025 3 12 4 11,235 72,257 6.43 38.54% 92
Dec 19, 2025 71 194 2.73 101,084 229,860 2.27 34.31% 90
Dec 31, 2025 10 391 39.1 15,444 20,892 1.35 33.7% 90
Jan 16, 2026 2,116 8,816 4.17 58,051 164,984 2.84 34.61% 92
Mar 20, 2026 18 8,853 491.83 46,265 68,124 1.47 24.69% 94
Mar 31, 2026 0 0 0 945 5,447 5.76 32.43% 88
Jun 18, 2026 30 200 6.67 4,975 28,290 5.69 25.09% 90
Jun 30, 2026 0 0 0 461 377 0.82 20.23% 86
Sep 18, 2026 0 1 0 5,020 17,505 3.49 29.63% 90
Sep 30, 2026 0 0 0 0 0 0 24.2% 70
Dec 18, 2026 1 0 0 4,061 2,682 0.66 23.62% 94
Jan 15, 2027 37 5 0.14 8,480 23,521 2.77 27.71% 85
Jan 21, 2028 29 3 0.1 156 23 0.15 21.81% 90