iShares Currency Hedged MSCI EAFE HEFA 46.97 0.58 1.24%
HEFA Historical Options Analysis
Explore HEFA (iShares Currency Hedged MSCI EAFE) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
HEFA / Comparative study
3 signals / 508 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.28
5.73
Mean
9.62
Window
-5.4%
ATM IV
z -0.16
0.32
Mean
0.38
Window
-31.8%
IV Percentile
z 1.19
76.17
Mean
42.63
Window
+50.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.91 | 0.69 |
| ATM IV | 0.91 | 1.00 | 0.71 |
| IV Percent... | 0.69 | 0.71 | 1.00 |
Source observations
Data inspector
1-50 of 508
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 46.97 | 5.73 | 0.32 | 76.17 |
| 2026-09-18 | 46.39 | 3.49 | 0.2 | 50.19 |
| 2026-09-17 | 46.8 | 5.26 | 0.29 | 71.6 |
| 2026-09-16 | 46.39 | 3.35 | 0.2 | 46.69 |
| 2026-09-15 | 46.37 | -- | -- | -- |
| 2026-09-14 | 46.38 | 3.45 | 0.2 | 49.42 |
| 2026-09-11 | 46.55 | -- | -- | -- |
| 2026-09-10 | 46.13 | 3.66 | 0.21 | 54.44 |
| 2026-09-09 | 46.36 | 3.42 | 0.2 | 50.19 |
| 2026-09-08 | 46.89 | 3.5 | 0.2 | 52.12 |
| 2026-09-07 | 47.35 | 2.95 | 0.18 | 40.7 |
| 2026-09-04 | 47.35 | 2.52 | 0.16 | 33.59 |
| 2026-09-03 | 47.19 | 2.1 | 0.13 | 27.03 |
| 2026-09-02 | 47.05 | 1.77 | 0.12 | 15.44 |
| 2026-09-01 | 46.91 | 3.39 | 0.2 | 48.06 |
| 2026-08-31 | 47.23 | 1.88 | 0.12 | 18.68 |
| 2026-08-28 | 47.28 | 2.08 | 0.13 | 25.97 |
| 2026-08-27 | 47.3 | 1.63 | 0.11 | 13.95 |
| 2026-08-26 | 47.41 | 2 | 0.13 | 22.09 |
| 2026-08-25 | 47.51 | 2.11 | 0.13 | 25.97 |
| 2026-08-24 | 47.25 | 1.6 | 0.11 | 13.23 |
| 2026-08-21 | 47.25 | 4.63 | 0.26 | 65.12 |
| 2026-08-20 | 46.92 | 11.36 | 0.6 | 93.02 |
| 2026-08-19 | 46.95 | 8.2 | 0.44 | 86.05 |
| 2026-08-18 | 47.22 | 7.88 | 0.42 | 84.11 |
| 2026-08-17 | 47.67 | 8.12 | 0.44 | 85.99 |
| 2026-08-14 | 47.81 | 6.34 | 0.35 | 79.84 |
| 2026-08-13 | 47.95 | 6.14 | 0.34 | 79.07 |
| 2026-08-12 | 47.85 | 5.56 | 0.31 | 74.03 |
| 2026-08-11 | 47.56 | 4.86 | 0.27 | 67.44 |
| 2026-08-10 | 47.57 | 4.61 | 0.26 | 64.98 |
| 2026-08-07 | 47.64 | 4.06 | 0.23 | 56.59 |
| 2026-08-06 | 47.22 | 3.27 | 0.19 | 39.53 |
| 2026-08-05 | 47.15 | 3.05 | 0.18 | 37.98 |
| 2026-08-04 | 47.16 | 2.94 | 0.18 | 37.21 |
| 2026-08-03 | 46.63 | 2.01 | 0.13 | 22.96 |
| 2026-07-31 | 46.45 | 1.56 | 0.11 | 12.4 |
| 2026-07-30 | 46.8 | 2.01 | 0.13 | 22.48 |
| 2026-07-29 | 46.1 | 0.84 | 0.07 | 1.55 |
| 2026-07-28 | 46.48 | 1.21 | 0.09 | 5.04 |
| 2026-07-27 | 46.5 | 1.21 | 0.09 | 4.67 |
| 2026-07-24 | 46.27 | 4.35 | 0.25 | 57.75 |
| 2026-07-23 | 46.04 | 1.56 | 0.11 | 10.85 |
| 2026-07-22 | 46.44 | 3.87 | 0.22 | 50.39 |
| 2026-07-21 | 46.36 | 2.9 | 0.17 | 33.33 |
| 2026-07-20 | 45.64 | 2.93 | 0.18 | 33.85 |
| 2026-07-17 | 45.88 | 2.9 | 0.17 | 32.95 |
| 2026-07-16 | 46.1 | 15.43 | 0.8 | 93.8 |
| 2026-07-15 | 46.36 | 10.66 | 0.56 | 91.86 |
| 2026-07-14 | 46.21 | 8.94 | 0.48 | 88.37 |