Closed
⌘K
Sign in Sign up

iShares MSCI EAFE ETF EFA 106.6 0.94 0.89%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

EFA / Comparative study

3 signals / 509 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.74
9.2
Mean
22.47
Window
-75.6%
ATM IV z -0.59
0.13
Mean
0.17
Window
-9.8%
IV Percentile z -1.37
17.83
Mean
58.51
Window
-78.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.58 0.70
ATM IV 0.58 1.00 0.67
IV Percent... 0.70 0.67 1.00
Source observations

Data inspector

1-50 of 509
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 106.6 9.2 0.13 17.83
2026-09-10 105.66 10.18 0.14 29.07
2026-09-09 106.56 10.77 0.15 33.72
2026-09-08 107.76 9.27 0.14 19.38
2026-09-07 108.35 9.2 0.13 19.07
2026-09-04 108.35 7.99 0.13 10.47
2026-09-03 108.21 8.2 0.13 12.02
2026-09-02 107.06 9.27 0.14 18.6
2026-09-01 106.49 8.37 0.13 12.06
2026-08-31 107.45 7.62 0.12 6.64
2026-08-28 107.72 7.65 0.12 6.61
2026-08-27 108.02 7.78 0.12 8.17
2026-08-26 108.27 8.07 0.13 10.12
2026-08-25 108.81 9.27 0.14 19.07
2026-08-24 108.03 9.37 0.14 19.92
2026-08-21 108.24 9.63 0.14 23.35
2026-08-20 107.35 11.65 0.15 40.47
2026-08-19 107.66 10.29 0.14 30.74
2026-08-18 107.27 10.22 0.14 30.74
2026-08-17 108.45 9.87 0.14 27.34
2026-08-14 108.64 9.42 0.14 22.96
2026-08-13 108.69 10.07 0.14 29.57
2026-08-12 108.5 9.8 0.14 27.63
2026-08-11 108.09 10.19 0.14 30.74
2026-08-10 108.01 11.24 0.15 36.72
2026-08-07 108.55 10.63 0.15 33.46
2026-08-06 107.36 11.43 0.15 38.13
2026-08-05 107.43 10.95 0.15 35.41
2026-08-04 107.32 11.55 0.15 39.69
2026-08-03 106.02 11.23 0.15 37.5
2026-07-31 105.58 13.66 0.17 54.47
2026-07-30 106.24 14.2 0.18 57.59
2026-07-29 103.37 15.13 0.18 61.48
2026-07-28 103.89 12.6 0.16 48.25
2026-07-27 103.91 13.61 0.17 54.3
2026-07-24 103.41 14.22 0.18 59.14
2026-07-23 102.9 14.62 0.18 60.31
2026-07-22 104.25 13.25 0.17 53.31
2026-07-21 104.06 12.8 0.16 50.97
2026-07-20 102.57 12.97 0.17 52.73
2026-07-17 103.33 11.99 0.16 46.3
2026-07-16 103.81 12.19 0.16 48.64
2026-07-15 104.65 12.02 0.16 47.47
2026-07-14 103.96 11.88 0.16 46.3
2026-07-13 103.24 15.72 0.19 66.02
2026-07-10 104.33 12.28 0.16 49.81
2026-07-09 103.92 12.68 0.16 51.75
2026-07-08 103.36 13.48 0.17 55.25
2026-07-07 104.16 12.56 0.16 51.36
2026-07-02 104.37 11.22 0.15 44.96