EFA option chain iShares MSCI EAFE ETF
Cboe delayed options data · as of 15:37 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 ±12.4% (90.36–116.06) · ATM IV 16.2% · P/C open interest 10.14
| 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 | |
| 47.00 | 52.00 | 40.8% | 0.97 | 0.0018 | 0.000 | 55 | 0.0900 | 1.31 | 42.9% | -0.04 | 0.0020 | -0.005 | ||||
| 42.00 | 47.00 | 33.0% | 0.96 | 0.0024 | 0.000 | 60 | 0.1300 | 1.52 | 39.3% | -0.05 | 0.0026 | -0.005 | ||||
| 37.50 | 42.50 | 1 | 33.9% | 0.95 | 0.0031 | 0.000 | 65 | 0.1800 | 1.77 | 36.0% | -0.06 | 0.0033 | -0.006 | |||
| 33.00 | 38.00 | 32.6% | 0.94 | 0.0042 | -0.001 | 70 | 0.2300 | 2.07 | 32.8% | -0.07 | 0.0044 | -0.006 | ||||
| 28.00 | 33.00 | 26.9% | 0.92 | 0.0055 | -0.003 | 75 | 0.3000 | 2.43 | 29.8% | -0.09 | 0.0058 | -0.007 | ||||
| 23.50 | 28.50 | 1 | 25.1% | 0.89 | 0.0074 | -0.004 | 80 | 0.4000 | 2.88 | 2,840 | 26.9% | -0.12 | 0.0077 | -0.008 | ||
| 19.50 | 24.50 | 24.9% | 0.86 | 0.0098 | -0.005 | 85 | 1.70 | 3.55 | 100 | 682 | 26.8% | -0.15 | 0.0102 | -0.008 | ||
| 15.00 | 20.00 | 21.7% | 0.81 | 0.0129 | -0.006 | 90 | 0.7200 | 2.94 | 3,484 | 19.0% | -0.20 | 0.0135 | -0.009 | |||
| 14.00 | 19.00 | 20.7% | 0.80 | 0.0136 | -0.007 | 91 | 0.7600 | 4.60 | 21.3% | -0.22 | 0.0143 | -0.009 | ||||
| 13.50 | 18.50 | 21.4% | 0.79 | 0.0143 | -0.007 | 92 | 0.8100 | 4.70 | 20.6% | -0.23 | 0.0151 | -0.009 | ||||
| 12.75 | 17.50 | 1 | 20.8% | 0.77 | 0.0150 | -0.007 | 93 | 0.9700 | 5.05 | 20.5% | -0.24 | 0.0159 | -0.009 | |||
| 12.00 | 16.90 | 20.7% | 0.76 | 0.0158 | -0.007 | 94 | 2.84 | 5.20 | 22.8% | -0.26 | 0.0168 | -0.009 | ||||
| 11.15 | 16.00 | 20.1% | 0.74 | 0.0166 | -0.008 | 95 | 1.38 | 5.45 | 3,640 | 19.9% | -0.27 | 0.0176 | -0.009 | |||
| 10.40 | 15.00 | 19.3% | 0.73 | 0.0174 | -0.008 | 96 | 1.51 | 4.10 | 16.9% | -0.29 | 0.0186 | -0.010 | ||||
| 9.65 | 14.50 | 19.3% | 0.71 | 0.0183 | -0.008 | 97 | 1.86 | 5.90 | 19.2% | -0.31 | 0.0195 | -0.010 | ||||
| 9.20 | 13.50 | 19.0% | 0.69 | 0.0191 | -0.008 | 98 | 2.12 | 6.15 | 18.9% | -0.33 | 0.0205 | -0.010 | ||||
| 9.95 | 12.05 | 19.7% | 0.68 | 0.0200 | -0.008 | 99 | 3.85 | 6.40 | 97 | 20.6% | -0.34 | 0.0215 | -0.010 | |||
| 7.50 | 12.45 | 18.4% | 0.66 | 0.0208 | -0.008 | 100 | 2.51 | 5.15 | 15.8% | -0.37 | 0.0225 | -0.010 | ||||
| 7.20 | 11.50 | 18.2% | 0.64 | 0.0216 | -0.009 | 101 | 3.00 | 7.10 | 18.0% | -0.39 | 0.0235 | -0.010 | ||||
| 7.85 | 8.90 | 17.0% | 0.62 | 0.0224 | -0.009 | 102 | 4.75 | 7.45 | 19.6% | -0.41 | 0.0246 | -0.010 | ||||
| 5.95 | 10.05 | 17.4% | 0.60 | 0.0232 | -0.009 | 103 | 3.55 | 6.15 | 15.0% | -0.44 | 0.0256 | -0.010 | ||||
| 5.35 | 7.70 | 1 | 14.8% | 0.57 | 0.0239 | -0.009 | 104 | 5.50 | 8.40 | 19.3% | -0.46 | 0.0266 | -0.010 | |||
| 6.00 | 8.70 | 18.2% | 0.55 | 0.0245 | -0.009 | 105 | 4.50 | 7.00 | 14.7% | -0.49 | 0.0276 | -0.010 | ||||
| 4.20 | 6.55 | 1 | 14.3% | 0.53 | 0.0250 | -0.009 | 106 | 6.35 | 9.25 | 18.7% | -0.52 | 0.0286 | -0.010 | |||
| 4.95 | 7.50 | 17.6% | 0.50 | 0.0255 | -0.009 | 107 | 5.35 | 7.95 | 14.1% | -0.55 | 0.0296 | -0.010 | ||||
| 3.25 | 5.55 | 13.9% | 0.48 | 0.0258 | -0.009 | 108 | 7.35 | 10.20 | 18.2% | -0.58 | 0.0304 | -0.010 | ||||
| 4.10 | 6.55 | 5 | 17.3% | 0.45 | 0.0260 | -0.008 | 109 | 6.40 | 9.00 | 13.5% | -0.61 | 0.0311 | -0.010 | |||
| 2.25 | 6.15 | 15.3% | 0.42 | 0.0261 | -0.008 | 110 | 6.95 | 11.00 | 15.2% | -0.64 | 0.0316 | -0.009 | ||||
| 1.82 | 4.25 | 13.1% | 0.40 | 0.0261 | -0.008 | 111 | 8.65 | 10.20 | 15.3% | -0.68 | 0.0318 | -0.009 | ||||
| 2.89 | 5.30 | 146 | 16.8% | 0.37 | 0.0259 | -0.008 | 112 | 8.30 | 12.30 | 1 | 14.9% | -0.71 | 0.0317 | -0.009 | ||
| 1.14 | 4.90 | 14.7% | 0.35 | 0.0255 | -0.008 | 113 | 9.00 | 13.40 | 52 | 15.5% | -0.74 | 0.0313 | -0.008 | |||
| 0.8600 | 3.20 | 12.6% | 0.32 | 0.0250 | -0.007 | 114 | 9.55 | 14.00 | 14.7% | -0.77 | 0.0304 | -0.008 | ||||
| 0.7300 | 4.35 | 30 | 14.8% | 0.30 | 0.0244 | -0.007 | 115 | 10.40 | 15.00 | 15.2% | -0.80 | 0.0291 | -0.007 | |||
| 1.77 | 4.05 | 99 | 16.6% | 0.28 | 0.0237 | -0.007 | 116 | 11.00 | 15.90 | 14.8% | -0.83 | 0.0274 | -0.006 | |||
| 0.5900 | 3.75 | 15.1% | 0.26 | 0.0229 | -0.006 | 117 | 12.00 | 16.75 | 15.2% | -0.86 | 0.0255 | -0.006 | ||||
| 0.5200 | 2.13 | 1 | 12.8% | 0.23 | 0.0220 | -0.006 | 118 | 12.50 | 17.30 | 1 | 13.0% | -0.88 | 0.0233 | -0.005 | ||
| 0.4500 | 3.30 | 2 | 15.4% | 0.22 | 0.0210 | -0.006 | 119 | 14.10 | 18.45 | 16.0% | -0.90 | 0.0209 | -0.004 | |||
| 1.02 | 3.10 | 50 | 16.6% | 0.20 | 0.0200 | -0.005 | 120 | 15.05 | 19.40 | 16.4% | -0.92 | 0.0238 | -0.003 | |||
| 0.2100 | 2.24 | 6 | 16.3% | 0.12 | 0.0148 | -0.004 | 125 | 19.50 | 24.50 | 18.0% | -1.00 | 0.0000 | -0.016 | |||
| 0.2400 | 0.4700 | 23 | 13.7% | 0.08 | 0.0104 | -0.003 | 130 | 24.50 | 29.50 | 20.8% | -1.00 | 0.0000 | -0.016 | |||
| 0.1000 | 0.5100 | 599 | 15.1% | 0.05 | 0.0071 | -0.002 | 135 | 29.50 | 34.50 | 23.5% | -1.00 | 0.0000 | -0.016 | |||
| 0.0400 | 1.18 | 99 | 19.4% | 0.03 | 0.0048 | -0.002 | 140 | 34.50 | 39.50 | 26.1% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 3.10 | 26.7% | 0.02 | 0.0033 | -0.001 | 145 | 39.70 | 44.00 | 27.0% | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 3.05 | 28.5% | 0.01 | 0.0023 | -0.001 | 150 | 44.50 | 49.50 | 30.8% | -1.00 | 0.0000 | -0.016 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs