iShares MSCI EAFE ETF (EFA · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of Sep 02, 21:50 UTC · Figures derived from the full chain (1,828 contracts, 19 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±2.2% (range 104.75–109.36) by Sep 18, 2026. ATM straddle: 2.31 @ strike 107 · ATM IV: 12.7%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 96.35 | -10% | 100.0% | 0.0% |
| 101.71 | -5% | 97.2% | 2.8% |
| 107.06 | +0% | 49.5% | 50.5% |
| 112.41 | +5% | 3.3% | 96.7% |
| 117.77 | +10% | 0.0% | 100.0% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | ±2.5% | 41.6% | 10.8K |
| Sep 11, 2026 | 9 | ±1.2% | 9.7% | 8,445 |
| Sep 18, 2026 | 16 | ±2.2% | 12.7% | 390.4K |
| Sep 25, 2026 | 23 | ±2.6% | 12.8% | 12.3K |
| Sep 30, 2026 | 28 | ±3.0% | 13.4% | 71.9K |
| Oct 02, 2026 | 30 | ±3.1% | 13.2% | 1,981 |
| Oct 09, 2026 | 37 | ±3.4% | 13.0% | 365 |
| Oct 16, 2026 | 44 | ±3.9% | 13.9% | 149.0K |
| Oct 30, 2026 | 58 | ±4.9% | 15.1% | 40.9K |
| Nov 20, 2026 | 79 | ±5.6% | 14.9% | 38.0K |
| Nov 30, 2026 | 89 | ±6.1% | 15.1% | 26.6K |
| Dec 18, 2026 | 107 | ±6.1% | 13.5% | 155.1K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 110 C · 62.1K104 P · 45.4K95 P · 42.3K112 C · 40.8K102 P · 39.0K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Of 1 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 100.0% of the time.
About iShares MSCI EAFE ETF
This exchange-traded fund aims to mirror the financial returns of a specific benchmark. This index includes shares from major and mid-sized corporations operating in economically advanced nations, with the deliberate exclusion of those headquartered in the United States and Canada.
ETF · Asset Management - Global · AMEX · Profile: Financial Modeling Prep
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