iShares Core MSCI Eafe ETF (IEFA)'s 30-day implied volatility (IV30) was 15.3% at the close on November 3, 2026, down from 15.4% the day before, against a 52-week range of 8.5% to 29.5%. Its 20-day historical volatility was 11.1%.

Key numbers

30-day implied volatility (IV30): 15.3%
IV30 52-week range: 8.5% to 29.5% (median 15.2%)
Historical volatility: 20-day 11.1%, 1-year 15.7%
Implied move by the nearest expiration: ±1.0%

Data as of November 3, 2026.

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

Name: IEFA Implied Volatility
Creator: Market Chameleon