iShares MSCI EAFE ETF (EFA · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 09:36 UTC · Figures derived from the full chain (1,898 contracts, 19 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Oct 30, 2026 (11 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 ±2.4% (range 101.11–105.99) by Oct 30, 2026. ATM straddle: 2.44 @ strike 104 · ATM IV: 14.8%.
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) |
|---|---|---|---|
| 93.19 | -10% | 100.0% | 0.0% |
| 98.37 | -5% | 97.7% | 2.3% |
| 103.55 | +0% | 49.5% | 50.5% |
| 108.73 | +5% | 2.8% | 97.2% |
| 113.91 | +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: Oct 30, 2026 · lognormal model with 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. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±1.5% | 13.4% | 14.6K |
| Oct 30, 2026 | 11 | ±2.4% | 14.8% | 170.0K |
| Nov 06, 2026 | 18 | ±2.9% | 15.1% | 8,966 |
| Nov 13, 2026 | 25 | ±3.4% | 15.3% | 1,008 |
| Nov 20, 2026 | 32 | ±3.9% | 15.4% | 142.9K |
| Nov 27, 2026 | 39 | ±4.0% | 14.6% | 74 |
| Nov 30, 2026 | 42 | ±4.1% | 14.4% | 35.7K |
| Dec 18, 2026 | 60 | ±5.1% | 14.4% | 250.8K |
| Dec 31, 2026 | 73 | ±5.8% | 15.6% | 32.2K |
| Jan 15, 2027 | 88 | ±6.9% | 17.0% | 154.0K |
| Feb 19, 2027 | 123 | ±8.2% | 17.2% | 4,276 |
| Mar 19, 2027 | 151 | ±9.2% | 17.5% | 144.3K |
Open interest by strike · Oct 30
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): 103 P · 66.4K102 P · 44.3K101 P · 40.1K100 P · 39.1K79 P · 30.0K
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
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 112 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 78.6% 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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