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30-day Implied Volatility (IV30) Falls to Lowest Level in 2 months

EFA iShares MSCI Eafe ETF104.17-0.48 (-0.5%)

The IV30 fell to 12.8, the lowest level since May 29, 2026 when it traded at 13.0. 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
30-day Implied Volatility (IV30) Falls to Lowest Level in 2 months

EFA iShares MSCI Eafe ETF104.14+0.90 (+0.9%)

The IV30 fell to 13.6, the lowest level since May 29, 2026 when it traded at 13.7. Stock Option traders are pricing in an average daily move of ±0.9%. The 52-Week historical volatility is 14.7 with an average daily move of ±0.9%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 2 months

EFA iShares MSCI Eafe ETF104.14+0.90 (+0.9%)

The cost to protect downside risk fell to 1.4%, the lowest level since May 29, 2026 when it was at 1.4%. The 52-Week average is 1.6% and the 52-Week range is 1.0% - 3.3%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 2 months

EFA iShares MSCI Eafe ETF103.74-0.59 (-0.6%)

The IV30 fell to 13.2, the lowest level since May 29, 2026 when it traded at 13.7. Stock Option traders are pricing in an average daily move of ±0.8%. The 52-Week historical volatility is 14.6 with an average daily move of ±0.9%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 2 months

EFA iShares MSCI Eafe ETF103.74-0.59 (-0.6%)

The cost to protect downside risk fell to 1.3%, the lowest level since May 29, 2026 when it was at 1.4%. The 52-Week average is 1.6% and the 52-Week range is 1.0% - 3.3%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 2 months

EFA iShares MSCI Eafe ETF103.76-0.57 (-0.6%)

The IV30 fell to 12.1, the lowest level since May 29, 2026 when it traded at 13.7. Stock Option traders are pricing in an average daily move of ±0.8%. The 52-Week historical volatility is 14.6 with an average daily move of ±0.9%. View Implied Vol
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