iShares MSCI EAFE ETF (EFA)
AMEX: EFA
· Real-Time Price · USD
95.30
0.22 (0.23%)
At close: Oct 06, 2025, 10:19 AM
iShares MSCI EAFE ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for EFA options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 50.00 | 0.8912 | 0.0048 | -0.7167 | 0.0271 |
| 55.00 | 0.8734 | 0.0061 | -0.7021 | 0.0306 |
| 60.00 | 0.8599 | 0.0077 | -0.6478 | 0.0330 |
| 65.00 | 0.7988 | 0.0115 | -0.7715 | 0.0445 |
| 70.00 | 0.7541 | 0.0157 | -0.7654 | 0.0517 |
| 75.00 | 0.7044 | 0.0214 | -0.7238 | 0.0586 |
| 79.00 | 0.7055 | 0.0275 | -0.5665 | 0.0568 |
| 80.00 | 0.6943 | 0.0300 | -0.5457 | 0.0584 |
| 81.00 | 0.6699 | 0.0335 | -0.5446 | 0.0619 |
| 82.00 | 0.6865 | 0.0350 | -0.486 | 0.0583 |
| 83.00 | 0.6488 | 0.0403 | -0.4942 | 0.0639 |
| 84.00 | 0.6165 | 0.0457 | -0.4899 | 0.0682 |
| 85.00 | 0.5981 | 0.0502 | -0.4838 | 0.0693 |
| 85.50 | 0.6163 | 0.0537 | -0.4263 | 0.0667 |
| 86.00 | 0.6073 | 0.0574 | -0.4138 | 0.0674 |
| 86.50 | 0.5650 | 0.0613 | -0.4482 | 0.0724 |
| 87.00 | 0.4755 | 0.0639 | -0.4989 | 0.0828 |
| 87.50 | 0.5757 | 0.0690 | -0.4026 | 0.0690 |
| 88.00 | 0.5366 | 0.0785 | -0.3934 | 0.0743 |
| 88.50 | 0.5231 | 0.0883 | -0.3612 | 0.0759 |
| 89.00 | 0.5030 | 0.0997 | -0.3375 | 0.0779 |
| 89.50 | 0.4967 | 0.1098 | -0.3366 | 0.0770 |
| 90.00 | 0.4662 | 0.1271 | -0.3234 | 0.0797 |
| 90.50 | 0.4278 | 0.1493 | -0.3174 | 0.0829 |
| 91.00 | 0.3539 | 0.1750 | -0.3058 | 0.0894 |
| 91.50 | 0.2544 | 0.1894 | -0.3247 | 0.0959 |
| 92.00 | 0.1860 | 0.2505 | -0.2893 | 0.0989 |
| 92.50 | 0.0862 | 0.5194 | -0.2405 | 0.1015 |
| 93.00 | -0.0831 | 0.2680 | -0.2176 | 0.1015 |
| 93.50 | -0.5302 | 0.0533 | -0.2067 | 0.0510 |
| 94.00 | -0.5769 | 0.0652 | -0.1622 | 0.0502 |
| 94.50 | -0.6472 | 0.0808 | -0.1154 | 0.0476 |
| 95.00 | -0.6992 | 0.0811 | -0.0997 | 0.0446 |
| 95.50 | -0.7477 | 0.0779 | -0.0859 | 0.0409 |
| 96.00 | -0.8282 | 0.0743 | -0.054 | 0.0327 |
| 96.50 | -0.8482 | 0.0650 | -0.052 | 0.0301 |
| 97.00 | -0.8284 | 0.0579 | -0.0714 | 0.0326 |
| 97.50 | -0.7922 | 0.0510 | -0.1068 | 0.0367 |
| 98.00 | -0.801 | 0.0469 | -0.1103 | 0.0358 |
| 98.50 | -0.8977 | 0.0405 | -0.0468 | 0.0229 |
| 99.00 | -0.8159 | 0.0404 | -0.1166 | 0.0341 |
| 100.00 | -0.8743 | 0.0344 | -0.0795 | 0.0265 |
| 101.00 | -0.8947 | 0.0292 | -0.0716 | 0.0233 |
| 102.00 | -0.9234 | 0.0236 | -0.0529 | 0.0185 |
| 103.00 | -0.9067 | 0.0231 | -0.0762 | 0.0214 |
| 104.00 | -0.9114 | 0.0208 | -0.0783 | 0.0206 |
| 105.00 | -0.9156 | 0.0189 | -0.0802 | 0.0198 |
| 106.00 | -0.9192 | 0.0174 | -0.082 | 0.0192 |