iShares MSCI Eafe Value ETF (EFV)'s 30-day implied volatility (IV30) was 16.5% at the close on November 5, 2026, up from 14.4% the day before, against a 52-week range of 8.6% to 26.6%. Its 20-day historical volatility was 12.8%.

Key numbers

30-day implied volatility (IV30): 16.5%
IV30 52-week range: 8.6% to 26.6% (median 14.9%)
Historical volatility: 20-day 12.8%, 1-year 14.8%
Implied move by the nearest expiration: ±0.9%

Data as of November 5, 2026.

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

Name: EFV Implied Volatility
Creator: Market Chameleon