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

iShares MSCI EAFE ETF

AMEX: EFA · Real-Time Price · USD
93.36
0.37 (0.40%)
At close: Sep 30, 2025, 3:59 PM
93.46
0.10%
After-hours: Sep 30, 2025, 07:05 PM EDT

EFA Option Overview

Overview for all option chains of EFA. As of September 30, 2025, EFA options have an IV of 23.58% and an IV rank of 8.68%. The volume is 54,626 contracts, which is 117.61% of average daily volume of 46,448 contracts. The volume put-call ratio is 1.67, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
23.58%
IV Rank
8.68%
Historical Volatility
10.15%
IV Low
21.85% on Jan 28, 2025
IV High
41.81% on Sep 19, 2025

Open Interest (OI)

Today's Open Interest
1,433,081
Put-Call Ratio
2.26
Put Open Interest
992,977
Call Open Interest
440,104
Open Interest Avg (30-day)
1,059,935
Today vs Open Interest Avg (30-day)
135.2%

Option Volume

Today's Volume
54,626
Put-Call Ratio
1.67
Put Volume
34,161
Call Volume
20,465
Volume Avg (30-day)
46,448
Today vs Volume Avg (30-day)
117.61%

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 30, 2025 510 4,826 9.46 19,311 65,779 3.41 109.03% 93
Oct 03, 2025 312 155 0.5 5,068 11,633 2.3 34.16% 92.5
Oct 10, 2025 1,676 937 0.56 3,924 13,777 3.51 20.86% 92.5
Oct 17, 2025 8,426 5,199 0.62 129,130 227,576 1.76 23.58% 93
Oct 24, 2025 199 1,096 5.51 3,072 2,400 0.78 17.87% 92.5
Oct 31, 2025 1,493 446 0.3 18,799 34,470 1.83 24.82% 93
Nov 07, 2025 2 3 1.5 47 5,136 109.28 15.16% 91
Nov 21, 2025 320 17,017 53.18 41,924 68,887 1.64 29.23% 94
Nov 28, 2025 3 12 4 11,210 71,888 6.41 24.3% 92
Dec 19, 2025 66 93 1.41 100,649 215,517 2.14 25.79% 88
Dec 31, 2025 0 10 0 6,676 3,392 0.51 23.11% 90
Jan 16, 2026 3,127 3,086 0.99 51,775 152,243 2.94 25.17% 92
Mar 20, 2026 22 3 0.14 28,706 45,156 1.57 20.66% 92
Mar 31, 2026 0 0 0 945 5,447 5.76 25.21% 88
Jun 18, 2026 15 1,005 67 4,965 27,034 5.44 24.28% 90
Jun 30, 2026 7 0 0 455 377 0.83 17.54% 86
Sep 18, 2026 0 0 0 5,013 17,491 3.49 24.7% 90
Dec 18, 2026 4,012 0 0 12 1,448 120.67 18.2% 92
Jan 15, 2027 273 273 1 8,296 23,313 2.81 21.63% 84
Jan 21, 2028 2 0 0 127 13 0.1 17.3% 90