EFA
iShares MSCI EAFE ETF
$72.65
-0.98% ($1.30)
Market Cap: $48.13B
Open Interest: 2.0M
Option Volume: 119.0K
Dividend
2.49% ($1.76)
6/7/2023 (2d) !
2.49% ($1.76)
6/7/2023 (2d) !
Implied Volatility
16.0%
IV Min 1y:
14.3%
IV Max 1y:
66.2%
IV Rank 1y
3
3
IV Percentile 1y
8
8
IV ZScore 1y
-0.93
-0.93
Historical Volatility 30d
13.77%
13.77%
IV/HV
1.16
1.16
Put/Call Ratio
0.60
0.60
iShares MSCI EAFE ETF has an Implied Volatility (IV) of 16.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EFA is 3 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for EFA is -0.9 standard deviations away from its 1 year mean of 22.2%.
Data as of 6/2/2023