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EFA - iShares MSCI EAFE ETF
Implied Volatility Analysis

Implied Volatility:
17.5%
Put/Call-Ratio:
2.26

iShares MSCI EAFE ETF has an Implied Volatility (IV) of 17.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EFA is 14 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for EFA is -0.46 standard deviations away from its 1 year mean.

Market Cap$47.82B
Dividend Yield4.49% ($2.98)
Next Dividend Date12/13/2022 (121d)
Implied Volatility (IV) 30d
17.53
Implied Volatility Rank (IVR) 1y
14.18
Implied Volatility Percentile (IVP) 1y
36.76
Historical Volatility (HV) 30d
18.51
IV / HV
0.95
Open Interest
2.94M
Option Volume
41.78K
Put/Call Ratio (Volume)
2.26

Data was calculated after the 8/12/2022 closing.

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