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iShares Core MSCI EAFE ETF IEFA 99.08 1.09 1.11%

IEFA Historical Options Analysis

Explore IEFA (iShares Core MSCI EAFE ETF) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 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

IEFA / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.62
11.19
Mean
24.32
Window
-28.8%
ATM IV z -0.11
0.18
Mean
0.19
Window
+51.9%
IV Percentile z -0.25
52.99
Mean
60.3
Window
+72.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.74 0.74
ATM IV 0.74 1.00 0.69
IV Percent... 0.74 0.69 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 99.08 11.19 0.18 52.99
2026-09-18 97.99 8.25 0.16 31.35
2026-09-17 98.93 4.5 0.12 5.56
2026-09-16 97.97 7.53 0.15 25.4
2026-09-15 98.3 6.78 0.14 21.83
2026-09-14 98.68 10.24 0.17 47.01
2026-09-11 99.5 9.64 0.17 44.05
2026-09-10 98.51 6.02 0.14 18.25
2026-09-09 99.42 8.57 0.16 33.73
2026-09-08 100.49 4.65 0.13 7.54
2026-09-07 100.89 5.5 0.13 11.95
2026-09-04 101.08 5 0.13 9.52
2026-09-03 100.95 6.58 0.14 21.43
2026-09-02 99.88 7.32 0.15 25.79
2026-09-01 99.34 5.91 0.14 17.53
2026-08-31 100.26 7.85 0.15 28
2026-08-28 100.49 7 0.15 25.1
2026-08-27 100.77 5.79 0.14 15.54
2026-08-26 100.96 9.11 0.16 41.43
2026-08-25 101.41 6.69 0.14 21.91
2026-08-24 100.67 6.77 0.14 22.4
2026-08-21 100.85 6.49 0.14 19.92
2026-08-20 99.99 11.1 0.18 52.59
2026-08-19 100.46 7.93 0.15 29.48
2026-08-18 99.88 8.8 0.16 36.65
2026-08-17 101.03 8.24 0.16 32.4
2026-08-14 101.19 8.7 0.16 36.65
2026-08-13 101.21 6.86 0.14 25.5
2026-08-12 101.01 8.9 0.16 39.04
2026-08-11 100.63 9.93 0.17 45.02
2026-08-10 100.53 10.56 0.18 50.8
2026-08-07 101.08 10.22 0.17 47.41
2026-08-06 99.99 10.02 0.17 46.61
2026-08-05 100.04 9.35 0.17 44.62
2026-08-04 99.88 7.3 0.15 30.28
2026-08-03 98.67 8.32 0.16 36
2026-07-31 98.25 10.67 0.18 51.39
2026-07-30 98.88 8.04 0.15 34.66
2026-07-29 96.23 15.33 0.22 66.53
2026-07-28 96.75 11.27 0.18 53.39
2026-07-27 96.83 9.95 0.17 47.2
2026-07-24 96.34 11.6 0.18 55.78
2026-07-23 95.76 10.33 0.17 50.2
2026-07-22 97.09 13.26 0.2 59.76
2026-07-21 96.92 10.4 0.17 52.59
2026-07-20 95.57 13.13 0.2 59.6
2026-07-17 96.25 8.58 0.16 39.44
2026-07-16 96.76 11.31 0.18 55.38
2026-07-15 97.54 8.31 0.16 39.44
2026-07-14 96.89 10.04 0.17 50.6