iShares MSCI Eafe Min Vol Factor ETF (EFAV)'s 30-day implied volatility (IV30) was 15.5% at the close on November 6, 2026, up from 15.1% the day before, against a 52-week range of 8.2% to 19.9%. Its 20-day historical volatility was 13.2%.

Key numbers

30-day implied volatility (IV30): 15.5%
IV30 52-week range: 8.2% to 19.9% (median 13.6%)
Historical volatility: 20-day 13.2%, 1-year 11.3%
Implied move by the nearest expiration: ±1.0%

Data as of November 6, 2026.

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

Name: EFAV Implied Volatility
Creator: Market Chameleon