EFA option chain iShares MSCI EAFE ETF
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 ±7.1% (95.92–110.50) · ATM IV 15.0% · P/C open interest 1424.33
| 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 | |
| 41.70 | 45.75 | 46.7% | 0.98 | 0.0015 | 0.000 | 60 | 0 | 2.17 | 67.3% | -0.02 | 0.0017 | -0.006 | ||||
| 36.75 | 40.85 | 42.3% | 0.98 | 0.0021 | -0.001 | 65 | 0 | 1.40 | 53.3% | -0.03 | 0.0023 | -0.006 | ||||
| 31.85 | 35.90 | 37.5% | 0.97 | 0.0031 | -0.003 | 70 | 0 | 1.20 | 44.7% | -0.03 | 0.0032 | -0.007 | ||||
| 26.95 | 31.00 | 33.3% | 0.96 | 0.0045 | -0.004 | 75 | 0 | 2.30 | 45.0% | -0.04 | 0.0046 | -0.008 | ||||
| 22.15 | 26.15 | 30.0% | 0.94 | 0.0066 | -0.006 | 80 | 0 | 1.20 | 32.0% | -0.06 | 0.0067 | -0.009 | ||||
| 17.35 | 21.30 | 25.8% | 0.92 | 0.0099 | -0.008 | 85 | 0.1600 | 1.73 | 1 | 29.5% | -0.09 | 0.0100 | -0.010 | |||
| 16.55 | 20.40 | 26.2% | 0.91 | 0.0108 | -0.008 | 86 | 0.3400 | 1.79 | 2 | 29.3% | -0.10 | 0.0110 | -0.011 | |||
| 15.35 | 19.45 | 24.1% | 0.90 | 0.0117 | -0.009 | 87 | 0 | 2.63 | 30.0% | -0.10 | 0.0119 | -0.011 | ||||
| 15.10 | 18.50 | 26.5% | 0.89 | 0.0128 | -0.009 | 88 | 0 | 1.53 | 24.1% | -0.11 | 0.0130 | -0.011 | ||||
| 13.55 | 17.55 | 1 | 22.9% | 0.88 | 0.0139 | -0.010 | 89 | 0.2000 | 1.78 | 24.8% | -0.12 | 0.0142 | -0.012 | |||
| 12.65 | 16.60 | 22.2% | 0.87 | 0.0152 | -0.010 | 90 | 0 | 2.79 | 26.5% | -0.13 | 0.0156 | -0.012 | ||||
| 11.65 | 15.65 | 21.1% | 0.86 | 0.0166 | -0.011 | 91 | 0.1500 | 1.70 | 21.8% | -0.14 | 0.0171 | -0.012 | ||||
| 11.25 | 14.70 | 22.2% | 0.85 | 0.0181 | -0.011 | 92 | 0 | 2.94 | 24.3% | -0.16 | 0.0187 | -0.013 | ||||
| 10.35 | 13.85 | 21.6% | 0.83 | 0.0198 | -0.011 | 93 | 0.8700 | 2.07 | 22.9% | -0.17 | 0.0205 | -0.013 | ||||
| 9.20 | 12.95 | 20.1% | 0.82 | 0.0216 | -0.012 | 94 | 0.8500 | 3.15 | 4,272 | 24.6% | -0.19 | 0.0225 | -0.013 | |||
| 8.20 | 12.10 | 19.1% | 0.80 | 0.0236 | -0.012 | 95 | 0.7500 | 3.25 | 23.1% | -0.21 | 0.0246 | -0.014 | ||||
| 7.75 | 11.25 | 19.7% | 0.78 | 0.0258 | -0.013 | 96 | 1.22 | 1.76 | 18.8% | -0.23 | 0.0270 | -0.014 | ||||
| 6.90 | 10.35 | 18.8% | 0.76 | 0.0281 | -0.013 | 97 | 0.7000 | 2.45 | 17.8% | -0.25 | 0.0296 | -0.015 | ||||
| 6.25 | 9.60 | 18.8% | 0.73 | 0.0306 | -0.013 | 98 | 1.61 | 3.75 | 21.8% | -0.28 | 0.0323 | -0.015 | ||||
| 5.30 | 8.75 | 17.6% | 0.70 | 0.0331 | -0.014 | 99 | 0.2500 | 2.31 | 13.3% | -0.31 | 0.0352 | -0.015 | ||||
| 5.15 | 6.45 | 14.9% | 0.67 | 0.0357 | -0.014 | 100 | 0.2300 | 3.85 | 15.4% | -0.34 | 0.0382 | -0.015 | ||||
| 5.00 | 7.35 | 19.3% | 0.64 | 0.0383 | -0.014 | 101 | 2.17 | 3.35 | 17.0% | -0.38 | 0.0411 | -0.015 | ||||
| 4.30 | 5.80 | 16.9% | 0.60 | 0.0407 | -0.014 | 102 | 2.23 | 4.60 | 18.5% | -0.42 | 0.0439 | -0.016 | ||||
| 3.65 | 4.40 | 14.8% | 0.56 | 0.0429 | -0.014 | 103 | 2.93 | 3.60 | 15.2% | -0.47 | 0.0464 | -0.015 | ||||
| 1.72 | 3.85 | 11.7% | 0.52 | 0.0446 | -0.014 | 104 | 3.25 | 4.00 | 14.5% | -0.51 | 0.0482 | -0.015 | ||||
| 2.56 | 3.30 | 14.2% | 0.47 | 0.0456 | -0.014 | 105 | 3.75 | 4.50 | 14.2% | -0.56 | 0.0494 | -0.015 | ||||
| 2.10 | 2.81 | 13.9% | 0.43 | 0.0459 | -0.013 | 106 | 2.85 | 5.05 | 10.6% | -0.61 | 0.0494 | -0.014 | ||||
| 1.70 | 4.00 | 17.2% | 0.38 | 0.0453 | -0.013 | 107 | 4.90 | 5.65 | 13.7% | -0.66 | 0.0484 | -0.013 | ||||
| 0.0600 | 2.02 | 10.4% | 0.34 | 0.0439 | -0.012 | 108 | 4.15 | 7.85 | 13.7% | -0.71 | 0.0464 | -0.012 | ||||
| 1.08 | 3.60 | 1 | 17.9% | 0.30 | 0.0418 | -0.011 | 109 | 4.85 | 8.75 | 14.0% | -0.75 | 0.0434 | -0.011 | |||
| 0 | 3.35 | 1 | 16.1% | 0.26 | 0.0392 | -0.011 | 110 | 5.65 | 9.10 | 12.6% | -0.79 | 0.0398 | -0.010 | |||
| 0 | 1.26 | 11.5% | 0.22 | 0.0362 | -0.010 | 111 | 6.50 | 9.95 | 12.6% | -0.83 | 0.0358 | -0.009 | ||||
| 0.2000 | 2.95 | 18.0% | 0.19 | 0.0330 | -0.009 | 112 | 7.35 | 11.40 | 14.8% | -0.86 | 0.0317 | -0.008 | ||||
| 0.3600 | 1.20 | 14.5% | 0.17 | 0.0298 | -0.008 | 113 | 8.25 | 12.30 | 15.1% | -0.88 | 0.0277 | -0.006 | ||||
| 0 | 2.75 | 19.1% | 0.14 | 0.0268 | -0.008 | 114 | 9.65 | 12.40 | 13.7% | -0.90 | 0.0240 | -0.005 | ||||
| 0 | 2.64 | 19.9% | 0.12 | 0.0239 | -0.007 | 115 | 10.10 | 13.95 | 14.6% | -0.92 | 0.0207 | -0.004 | ||||
| 0 | 1.46 | 17.0% | 0.11 | 0.0213 | -0.006 | 116 | 11.05 | 15.10 | 16.1% | -0.93 | 0.0177 | -0.004 | ||||
| 0 | 2.46 | 21.3% | 0.09 | 0.0188 | -0.006 | 117 | 12.05 | 16.00 | 1 | 16.4% | -0.95 | 0.0151 | -0.003 | |||
| 0 | 1.46 | 18.8% | 0.08 | 0.0167 | -0.005 | 118 | 12.95 | 17.00 | 16.7% | -0.96 | 0.0129 | -0.002 | ||||
| 0 | 2.34 | 22.8% | 0.07 | 0.0148 | -0.005 | 119 | 13.95 | 18.00 | 17.5% | -0.96 | 0.0128 | -0.002 | ||||
| 0 | 1.17 | 19.2% | 0.06 | 0.0131 | -0.004 | 120 | 15.30 | 18.15 | -0.98 | 0.0178 | -0.001 | |||||
| 0 | 0.9500 | 21.9% | 0.03 | 0.0073 | -0.003 | 125 | 19.85 | 23.95 | 21.3% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 1.20 | 26.8% | 0.02 | 0.0042 | -0.002 | 130 | 24.80 | 28.90 | 24.2% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 2.13 | 34.6% | 0.01 | 0.0025 | -0.001 | 135 | 29.80 | 33.85 | 27.3% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 2.13 | 37.9% | 0.01 | 0.0016 | -0.001 | 140 | 34.75 | 38.80 | -1.00 | 0.0000 | -0.013 | |||||
| 0 | 0.9500 | 34.3% | 0.00 | 0.0010 | -0.001 | 145 | 39.70 | 43.80 | -1.00 | 0.0000 | -0.013 | |||||
| 0 | 0.9500 | 37.0% | 0.00 | 0.0007 | -0.001 | 150 | 44.70 | 48.80 | -1.00 | 0.0000 | -0.013 | |||||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.