EFA Posts iShares MSCI Eafe ETF

10/23/2026 11:10:49 AM

30-day Implied Volatility (IV30) Climbs to its Highest Mark in 2 months

EFA iShares MSCI Eafe ETF102.48-0.67 (-0.7%)

The IV30 rose to 16.7, the highest level since Aug 2, 2026 when it reached 16.6. Stock Option traders are pricing in an average daily move of ±1.0%. The 52-Week historical volatility is 14.7 with an average daily move of ±0.9%. View Implied Vol

10/23/2026 11:08:34 AM

30-Day Downside Put Protection goes to its Highest Mark in 2 months

EFA iShares MSCI Eafe ETF102.51-0.64 (-0.6%)

The cost to protect downside risk climbed to 1.8%, the highest level since Aug 2, 2026 when it was at 1.7%. The 52-Week average is 1.6% and the 52-Week range is 1.0% - 3.3%.

10/21/2026 9:56:59 AM

Large Increase in Open Interest

EFA iShares MSCI Eafe ETF104.20+0.51 (+0.5%)

The open interest (OI) on the 17-Jun-27 91.00 strike had no change for calls and increased by 25,500 put contracts. The total OI for the expiration was increased by 51,051. View Open Interest

10/20/2026 10:49:30 AM

Unusual Option Volume

EFA iShares MSCI Eafe ETF103.90+1.03 (+1.0%)

iShares MSCI Eafe ETF trades 38,318 contracts.

View Details...

10/15/2026 12:04:32 PM

30-day Implied Volatility (IV30) Falls to Lowest Level in 6 weeks

EFA iShares MSCI Eafe ETF103.37+0.62 (+0.6%)

The IV30 fell to 12.4, the lowest level since Sep 5, 2026 when it traded at 12.7. Stock Option traders are pricing in an average daily move of ±0.8%. The 52-Week historical volatility is 14.7 with an average daily move of ±0.9%. View Implied Vol

10/15/2026 12:02:47 PM

30-Day Downside Put Protection Falls to Lowest Level in 6 weeks

EFA iShares MSCI Eafe ETF103.36+0.61 (+0.6%)

The cost to protect downside risk fell to 1.3%, the lowest level since Sep 5, 2026 when it was at 1.3%. The 52-Week average is 1.6% and the 52-Week range is 1.0% - 3.3%.

Load Earlier Posts

EFA Stock Posts