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EFA - iShares MSCI EAFE ETF
Implied Volatility Analysis

Implied Volatility:
65.8%
Put/Call-Ratio:
4.52

iShares MSCI EAFE ETF has an Implied Volatility (IV) of 65.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EFA is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for EFA is 4.70 standard deviations away from its 1 year mean.

Market Cap$46.09B
Dividend Yield4.49% ($2.98)
Next Dividend Date12/13/2022 (15d)
Implied Volatility (IV) 30d
65.79
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
26.57
IV / HV
2.48
Open Interest
2.44M
Option Volume
37.78K
Put/Call Ratio (Volume)
4.52

Data was calculated after the 11/25/2022 closing.

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