iShares MSCI EAFE ETF (EFA) ETF Options Analysis - Chain Data, Volume & Implied Volatility - Stocknear
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    iShares MSCI EAFE ETF

    AMEX: EFA · Real-Time Price · USD
    92.67
    0.28 (0.30%)
    At close: Sep 09, 2025, 3:59 PM

    EFA Option Overview

    Overview for all option chains of EFA. As of September 10, 2025, EFA options have an IV of 31.91% and an IV rank of 57.12%. The volume is 37,890 contracts, which is 81.67% of average daily volume of 46,393 contracts. The volume put-call ratio is 0.96, indicating a neutral sentiment in the market.

    Implied Volatility

    Implied Volatility (30d)
    31.91%
    IV Rank
    57.12%
    Historical Volatility
    11.42%
    IV Low
    20.93% on Sep 19, 2024
    IV High
    40.15% on Sep 08, 2025

    Open Interest (OI)

    Today's Open Interest
    1,449,039
    Put-Call Ratio
    1.94
    Put Open Interest
    955,767
    Call Open Interest
    493,272
    Open Interest Avg (30-day)
    1,158,991
    Today vs Open Interest Avg (30-day)
    125.03%

    Option Volume

    Today's Volume
    37,890
    Put-Call Ratio
    0.96
    Put Volume
    18,600
    Call Volume
    19,290
    Volume Avg (30-day)
    46,393
    Today vs Volume Avg (30-day)
    81.67%

    Option Chain Statistics

    This table provides a comprehensive overview of all EFA options grouped by their expiration dates.

    Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
    Sep 12, 2025 11 2,843 258.45 8,973 12,829 1.43 45.74% 91.5
    Sep 19, 2025 5,943 5,902 0.99 191,010 321,735 1.68 42.66% 91
    Sep 26, 2025 250 116 0.46 9,499 7,383 0.78 22.16% 92
    Sep 30, 2025 6 82 13.67 19,594 43,431 2.22 39.7% 89
    Oct 03, 2025 62 2 0.03 1,195 3,153 2.64 24.13% 91
    Oct 10, 2025 56 101 1.8 541 1,331 2.46 21.69% 90.5
    Oct 17, 2025 8,277 8,479 1.02 59,850 125,836 2.1 29.34% 92
    Oct 24, 2025 7 43 6.14 12 1,244 103.67 23% 90
    Oct 31, 2025 10 91 9.1 11,220 22,961 2.05 28.62% 90
    Nov 21, 2025 82 778 9.49 15,377 57,247 3.72 33.85% 93
    Nov 28, 2025 0 80 0 9,019 18,116 2.01 26.2% 87
    Dec 19, 2025 4,500 70 0.02 85,538 162,247 1.9 28.09% 85
    Dec 31, 2025 0 0 0 6,548 2,608 0.4 30.9% 90
    Jan 16, 2026 44 0 0 51,021 88,290 1.73 32.88% 85
    Mar 20, 2026 14 10 0.71 12,367 44,418 3.59 21.82% 92
    Mar 31, 2026 0 0 0 943 387 0.41 25.89% 78
    Jun 18, 2026 0 0 0 1,814 18,664 10.29 24.81% 90
    Jun 30, 2026 0 0 0 441 375 0.85 19.05% 86
    Dec 18, 2026 0 0 0 0 0 0 16.56% 75
    Jan 15, 2027 28 3 0.11 8,310 23,512 2.83 20.61% 85

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