EFA option chain iShares MSCI EAFE ETF

Expiration Cboe delayed options data · as of 12:35 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±6.9% (96.42–110.68) · ATM IV 17.0% · P/C open interest 3.65

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
46.50	51.45				0.99	0.0006	-0.003	55	0	4.90		2,526	110.1%	-0.01	0.0008	-0.004
41.55	46.50		4		0.99	0.0009	-0.003	60	0	4.90		3,887	97.9%	-0.01	0.0012	-0.004
36.55	41.50		48		0.99	0.0013	-0.004	65	0	4.90		300	86.7%	-0.02	0.0017	-0.005
32.55	37.50				0.99	0.0018	-0.004	69	0	4.90		31	78.2%	-0.02	0.0022	-0.005
31.55	36.50		51		0.99	0.0020	-0.005	70	0.0100	0.3400	7	361	41.1%	-0.02	0.0024	-0.006
30.55	35.50		2		0.98	0.0021	-0.005	71	0	4.90		27	74.1%	-0.02	0.0026	-0.006
29.55	34.50		43		0.98	0.0023	-0.005	72	0	0.3500	1	113	38.5%	-0.02	0.0028	-0.006
28.55	33.50		9		0.98	0.0025	-0.005	73	0	4.90		100	70.1%	-0.03	0.0031	-0.006
27.55	32.50		2		0.98	0.0028	-0.005	74	0	4.90	12	213	68.2%	-0.03	0.0033	-0.006
26.55	31.50		8		0.98	0.0030	-0.006	75	0	0.3000	6	12.6K	33.9%	-0.03	0.0036	-0.007
25.55	30.50		2		0.98	0.0033	-0.006	76	0	4.90	4	1,030	64.3%	-0.03	0.0039	-0.007
24.55	29.50		1		0.98	0.0036	-0.006	77	0	4.90	6	57	62.4%	-0.03	0.0043	-0.007
23.55	28.50		30		0.97	0.0040	-0.006	78	0	4.90	2	160	60.5%	-0.04	0.0046	-0.007
22.55	27.50		4		0.97	0.0044	-0.007	79	0	4.90	5	7	58.7%	-0.04	0.0051	-0.008
21.55	26.50		41		0.97	0.0048	-0.007	80	0.1600	0.4200	5	30.4K	31.7%	-0.04	0.0056	-0.008
20.55	25.50		2		0.96	0.0053	-0.007	81	0	4.90		680	54.9%	-0.05	0.0061	-0.008
19.55	24.50		1,007		0.96	0.0059	-0.008	82	0	4.90		3,778	53.1%	-0.05	0.0067	-0.009
19.05	24.00		14	30.8%	0.96	0.0065	-0.008	83	0	4.90		3,078	51.3%	-0.05	0.0073	-0.009
18.00	22.95		22	28.4%	0.95	0.0072	-0.008	84	0	4.90	11	207	49.5%	-0.06	0.0081	-0.009
17.00	22.00		1,531	27.5%	0.95	0.0080	-0.009	85	0	0.9000		10.8K	27.1%	-0.06	0.0089	-0.010
16.00	20.95		85	25.6%	0.94	0.0089	-0.009	86	0.0500	4.95	1	434	46.2%	-0.07	0.0098	-0.010
15.05	20.00		30	25.1%	0.94	0.0100	-0.010	87	0	4.90	1	346	44.0%	-0.08	0.0109	-0.011
14.05	19.00		95	23.8%	0.93	0.0111	-0.010	88	0.2600	5.00	34	2,057	25.0%	-0.08	0.0120	-0.011
13.00	17.95		150	21.5%	0.92	0.0124	-0.011	89	0.0100	4.95		828	40.7%	-0.09	0.0133	-0.011
12.05	17.00		380	21.0%	0.91	0.0138	-0.011	90	0.2600	4.95	3,460	4,029	23.6%	-0.10	0.0148	-0.012
11.70	16.00		131	22.1%	0.90	0.0155	-0.012	91	0.0500	4.95	3	277	37.2%	-0.11	0.0165	-0.012
10.05	15.00		102	18.4%	0.89	0.0174	-0.012	92	0.1000	4.95	2	1,172	35.6%	-0.13	0.0183	-0.013
9.50	14.40		322	22.0%	0.88	0.0195	-0.013	93	0.0100	4.95	2	2,896	33.5%	-0.14	0.0204	-0.013
8.55	13.45		50	20.9%	0.87	0.0218	-0.013	94	0.0500	4.95		45	31.8%	-0.16	0.0228	-0.014
7.50	12.40		3,341	19.0%	0.85	0.0245	-0.014	95	0.0500	4.20	3,492	17.9K	28.7%	-0.17	0.0254	-0.015
6.55	11.45			17.9%	0.83	0.0274	-0.015	96	1.01	4.90		115	30.1%	-0.20	0.0283	-0.015
6.00	10.45			18.1%	0.80	0.0307	-0.015	97	0.4700	4.95	9	3,971	28.7%	-0.22	0.0314	-0.016
5.00	9.90		10	18.0%	0.78	0.0342	-0.016	98	0.1000	4.95	23	3,010	24.6%	-0.25	0.0349	-0.016
4.05	8.95			16.6%	0.75	0.0379	-0.017	99	0	4.90	11	114	22.2%	-0.28	0.0386	-0.017
4.20	8.20		2,092	16.0%	0.71	0.0418	-0.017	100	0.0500	4.95		11.0K	20.5%	-0.32	0.0424	-0.017
2.56	7.50			16.0%	0.67	0.0457	-0.017	101	0.0500	4.95			18.5%	-0.36	0.0462	-0.017
2.05	7.00			16.7%	0.63	0.0493	-0.017	102	0.7000	4.95		1	19.7%	-0.40	0.0498	-0.018
1.51	6.45		5	16.6%	0.58	0.0525	-0.017	103	0.6000	5.50		1	16.8%	-0.45	0.0529	-0.017
0.5000	4.95			13.0%	0.53	0.0549	-0.017	104	2.81	6.00	23		21.0%	-0.51	0.0551	-0.017
0.2500	4.95	1	1,176	14.7%	0.47	0.0561	-0.017	105	1.50	4.95	1	1,020	12.4%	-0.56	0.0561	-0.017
0.0500	4.95		78	16.2%	0.42	0.0559	-0.016	106	2.10	7.00			16.1%	-0.62	0.0558	-0.016
0	4.90		114	17.9%	0.36	0.0543	-0.015	107	2.51	7.45		7	14.9%	-0.67	0.0538	-0.015
0.0100	4.95		3,148	19.8%	0.31	0.0514	-0.014	108	3.05	7.95			13.9%	-0.73	0.0505	-0.013
0.0500	4.95		169	21.6%	0.26	0.0474	-0.013	109	4.00	8.90			15.0%	-0.77	0.0461	-0.012
0.3500	0.8500		14.4K	12.3%	0.22	0.0429	-0.011	110	4.50	9.40		261	13.0%	-0.81	0.0411	-0.011
0	4.90		34	24.5%	0.18	0.0380	-0.010	111	5.50	10.40		74	14.3%	-0.85	0.0360	-0.009
0	4.90		1,666	25.9%	0.15	0.0333	-0.009	112	6.50	11.40		1	15.5%	-0.88	0.0310	-0.008
0	4.90		86	27.4%	0.12	0.0289	-0.008	113	7.05	11.90			11.2%	-0.90	0.0264	-0.007
0	4.90		1	28.8%	0.10	0.0249	-0.007	114	8.05	12.90			12.2%	-0.92	0.0232	-0.006
0	1.50		2,008	18.9%	0.09	0.0214	-0.006	115	9.00	14.00		7	13.7%	-0.94	0.0215	-0.006
0	4.90		32	31.4%	0.07	0.0183	-0.005	116	10.05	15.00			15.1%	-0.95	0.0213	-0.007
0	4.90			32.7%	0.06	0.0156	-0.005	117	11.05	16.00			16.1%	-0.97	0.0192	-0.007
0	4.90			33.9%	0.05	0.0134	-0.004	118	12.05	17.00			17.0%	-0.98	0.0154	-0.006
0	4.90			35.1%	0.04	0.0114	-0.004	119	13.05	18.00			18.0%	-0.99	0.0104	-0.003
0	4.90		389	36.3%	0.04	0.0098	-0.003	120	14.05	19.00			18.9%	-1.00	0.0055	-0.001
0	4.90		115	41.9%	0.02	0.0047	-0.002	125	19.05	24.00			23.4%	-1.00	0.0000	0.000
0	4.90		67	46.9%	0.01	0.0024	-0.001	130	24.00	29.00		1	27.1%	-1.00	0.0000	0.000

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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EFA option chain iShares MSCI EAFE ETF

Volatility smile — Jan 15, 2027

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