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30-day Implied Volatility (IV30) Climbs to its Highest Mark in 11 months

EFA iShares MSCI Eafe ETF94.99-0.85 (-0.9%)

The IV30 rose to 27.7, the highest level since Apr 10, 2025 when it reached 27.2. Stock Option traders are pricing in an average daily move of ±1.7%. The 52-Week historical volatility is 13.8 with an average daily move of ±0.9%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 11 months

EFA iShares MSCI Eafe ETF94.92-0.92 (-1.0%)

The cost to protect downside risk climbed to 3.0%, the highest level since Apr 10, 2025 when it was at 3.0%. The 52-Week average is 1.5% and the 52-Week range is 1.0% - 3.9%.
Unusual Option Volume

EFA iShares MSCI Eafe ETF95.43-1.26 (-1.3%)

iShares MSCI Eafe ETF trades 73,392 contracts.
$EFA positive imbalance of 202 K option volume delta...indicating traderes are more bullish on the stock

EFA 97.73+0.27 (+0.3%)iShares MSCI Eafe ETF

  • ATM straddle for 20-Mar-26 expiration returned a negative -36.3% from the previous business day
  • The upside wing (25 delta calls) declined -28.3%
  • Downside put (25 delta puts) lost -46.5%
  • The option volume for 20-Mar-26 expiration is 2,032
Unusual Option Volume

EFA iShares MSCI Eafe ETF97.72-1.29 (-1.3%)

iShares MSCI Eafe ETF trades 187,308 contracts.
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