Open
⌘K
Sign in Sign up

iShares MSCI EAFE ETF EFA 105.72 2.64 2.56%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.177
Put Call Ratio (OI)
2.45
Put Call Ratio (Vol)
2.74
IV Rank
14.4
IV Percentile
58.4
Max pain
103

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-65.7
65.7
View values by strike
EFA · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -214
45.00 0 -5.28 K
50.00 20.1 K -117
55.00 1.8 K -33.4 K
60.00 3.73 K -110 K
65.00 7.13 K -6.4 K
69.00 0 -2.48 K
70.00 8.42 K -60.7 K
71.00 50.3 -3.61 K
72.00 1.13 K -4.67 K
73.00 0 -11.6 K
74.00 91.5 -7.21 K
75.00 17.9 K -694 K
76.00 414 -81.3 K
77.00 650 -19.8 K
78.00 2.3 K -36 K
79.00 1.81 K -3.19 K
80.00 62.4 K -2.25 M
81.00 3.21 K -142 K
82.00 40.3 K -973 K
83.00 11.2 K -856 K
84.00 4.19 K -212 K
85.00 206 K -2.45 M
86.00 10.9 K -778 K
87.00 5.02 K -282 K
88.00 17 K -2.18 M
89.00 30.2 K -134 K
90.00 226 K -6.08 M
91.00 91.8 K -4.4 M
92.00 23.1 K -3.31 M
93.00 67.5 K -1.34 M
94.00 487 K -4.15 M
94.50 0 -353
95.00 3.68 M -25.4 M
95.50 0 -1.27 K
96.00 113 K -5.42 M
96.50 0 -18.5 K
97.00 208 K -7.27 M
97.50 0 -33.2 K
98.00 153 K -11.1 M
98.50 0 -36.3 K
99.00 155 K -8.78 M
99.50 0 -237 K
100.00 5.49 M -31.9 M
100.50 0 -886 K
101.00 669 K -22.7 M
101.50 32.6 K -463 K
102.00 615 K -16.7 M
102.50 138 K -837 K
103.00 14 M -29.2 M
103.50 3.43 M -2.13 M
104.00 2.38 M -6.19 M
104.50 5.97 M -2.28 M
105.00 19.9 M -12.4 M
105.50 440 K -25.8 K
106.00 27.6 M -1.89 M
106.50 402 K 0
107.00 8.03 M -8.4 M
107.50 3.11 M -7.73 K
108.00 14 M -250 K
108.50 81.1 K 0
109.00 20.1 M -1.86 M
109.50 38.9 K 0
110.00 28.4 M -2.79 M
110.50 5.95 K 0
111.00 2.77 M -240 K
112.00 7.7 M -167 K
113.00 2.24 M -70.7 K
114.00 4.78 M -45.7 K
115.00 5.17 M -318 K
116.00 524 K -10.2 K
117.00 205 K -17.4 K
118.00 198 K -5.92 K
119.00 118 K -1.79 K
120.00 981 K -73.4 K
121.00 18.9 K 0
122.00 5.08 K 0
123.00 23.8 K 0
124.00 24.4 K 0
125.00 408 K -254
130.00 246 K -564
135.00 625 K -182
140.00 11.9 K 0
150.00 1.67 K 0
155.00 11.6 K 0