iShares MSCI Eafe ETF (EFA)'s 30-day implied volatility (IV30) was 14.4% at the close on October 27, 2026, down from 15.2% the day before, against a 52-week range of 10.0% to 29.9%. Its 20-day historical volatility was 12.0%.

Key numbers

30-day implied volatility (IV30): 14.4%
IV30 52-week range: 10.0% to 29.9% (median 14.5%)
Historical volatility: 20-day 12.0%, 1-year 15.9%
Implied move by the nearest expiration: ±1.0%

Data as of October 27, 2026.

EFA Implied Volatility (IV) vs Historical Volatility (HV)

Name: EFA Implied Volatility
Creator: Market Chameleon