EFA
iShares MSCI EAFE ETFClose $104.19EOD onlyThis page reflects EFA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 65.00 | 38.87 | 36.80 | 41.00 | 0.00 | 0 | 1 | 532.8% | 0.967 | 0.0026 | -1.090 | 0.004 | 0.002 |
| 70.00 | 31.87 | 32.65 | 36.00 | 0.00 | 2 | 2 | 266.0% | 0.998 | 0.0004 | -0.048 | 0.000 | 0.002 |
| 75.00 | 26.89 | 27.65 | 31.00 | 0.00 | 4 | 3 | 225.4% | 0.998 | 0.0006 | -0.051 | 0.000 | 0.002 |
| 80.00 | 21.95 | 21.80 | 26.00 | 0.00 | 2 | 2 | 345.1% | 0.940 | 0.0063 | -1.132 | 0.007 | 0.002 |
| 85.00 | 17.04 | 16.80 | 21.00 | 0.00 | 2 | 1 | 287.8% | 0.923 | 0.0092 | -1.139 | 0.008 | 0.002 |
| 90.00 | 12.43 | 12.65 | 16.00 | 0.00 | 1 | 2 | 113.7% | 0.994 | 0.0029 | -0.066 | 0.001 | 0.002 |
| 91.00 | 11.48 | 10.80 | 15.10 | 0.00 | 26 | 24 | 225.4% | 0.886 | 0.0157 | -1.192 | 0.010 | 0.002 |
| 91.50 | 10.92 | 10.30 | 14.60 | 0.00 | 28 | 23 | 219.7% | 0.883 | 0.0164 | -1.190 | 0.011 | 0.002 |
| 92.00 | 10.83 | 10.00 | 14.05 | -0.52 | 1 | 5 | 211.7% | 0.881 | 0.0172 | -1.158 | 0.011 | 0.002 |
| 92.50 | 10.34 | 9.50 | 13.55 | -0.62 | 1 | 7 | 206.1% | 0.877 | 0.0181 | -1.155 | 0.011 | 0.002 |
| 93.00 | 10.89 | 8.80 | 13.05 | 0.00 | 2 | 3 | 200.4% | 0.872 | 0.0191 | -1.152 | 0.011 | 0.002 |
| 93.50 | 9.78 | 8.35 | 12.55 | 0.00 | 3 | 4 | 194.7% | 0.867 | 0.0202 | -1.148 | 0.012 | 0.002 |
| 94.00 | 8.84 | 7.80 | 12.05 | -0.51 | 1 | 5 | 189.1% | 0.862 | 0.0213 | -1.144 | 0.012 | 0.002 |
| 94.50 | 8.35 | 7.30 | 11.55 | -0.60 | 1 | 3 | 183.4% | 0.857 | 0.0226 | -1.139 | 0.012 | 0.002 |
| 95.00 | 8.45 | 6.80 | 11.05 | 0.00 | 5 | 8 | 177.6% | 0.851 | 0.0240 | -1.133 | 0.013 | 0.002 |
| 95.50 | 8.02 | 7.15 | 10.55 | 0.00 | 4 | 5 | 77.3% | 0.985 | 0.0089 | -0.090 | 0.002 | 0.003 |
| 96.00 | 7.53 | 5.80 | 10.10 | 0.00 | 2 | 1 | 168.3% | 0.835 | 0.0270 | -1.147 | 0.014 | 0.002 |
| 96.50 | 6.36 | 5.35 | 9.55 | -0.79 | 1 | 2 | 160.4% | 0.831 | 0.0289 | -1.113 | 0.014 | 0.002 |
| 97.00 | 6.02 | 4.80 | 9.05 | -0.44 | 2 | 3 | 154.5% | 0.823 | 0.0308 | -1.104 | 0.014 | 0.002 |
| 97.50 | 5.62 | 5.15 | 8.55 | -0.44 | 2 | 1 | 62.7% | 0.979 | 0.0145 | -0.096 | 0.003 | 0.003 |
| 98.00 | 5.39 | 4.65 | 8.05 | -0.24 | 64 | 107 | 59.0% | 0.977 | 0.0167 | -0.098 | 0.003 | 0.003 |
| 98.50 | 3.82 | 3.30 | 7.55 | 0.00 | 2 | 2 | 136.8% | 0.794 | 0.0382 | -1.071 | 0.016 | 0.002 |
| 99.00 | 4.55 | 2.83 | 7.05 | 0.00 | 1 | 0 | 130.8% | 0.783 | 0.0412 | -1.056 | 0.016 | 0.002 |
| 99.50 | 4.60 | 3.15 | 6.55 | 0.00 | 0 | 1 | 124.7% | 0.770 | 0.0446 | -1.040 | 0.017 | 0.002 |
| 100.00 | 3.01 | 1.84 | 6.10 | 0.63 | 1 | 34 | 120.3% | 0.753 | 0.0481 | -1.044 | 0.017 | 0.002 |
| 100.50 | 2.55 | 1.35 | 5.60 | 0.66 | 1 | 54 | 114.1% | 0.738 | 0.0524 | -1.022 | 0.018 | 0.002 |
| 101.00 | 4.25 | 0.87 | 5.10 | 0.00 | 4 | 26 | 107.6% | 0.720 | 0.0574 | -0.996 | 0.018 | 0.002 |
| 101.50 | 1.89 | 1.04 | 4.80 | 0.64 | 60 | 132 | 108.1% | 0.689 | 0.0600 | -1.049 | 0.019 | 0.002 |
| 102.00 | 1.42 | 0.10 | 4.55 | -0.38 | 60 | 219 | 109.8% | 0.656 | 0.0615 | -1.110 | 0.020 | 0.002 |
| 102.50 | 0.85 | 0.00 | 4.15 | 0.00 | 35 | 2,270 | 106.1% | 0.627 | 0.0654 | -1.102 | 0.021 | 0.002 |
| 103.00 | 0.99 | 0.35 | 3.50 | -0.12 | 8 | 1,146 | 93.7% | 0.603 | 0.0755 | -0.992 | 0.021 | 0.002 |
| 103.50 | 0.49 | 0.00 | 3.45 | -0.31 | 1 | 239 | 100.9% | 0.561 | 0.0717 | -1.091 | 0.021 | 0.002 |
| 104.00 | 0.58 | 0.00 | 2.89 | 0.12 | 768 | 1,996 | 90.9% | 0.526 | 0.0803 | -0.993 | 0.022 | 0.001 |
| 104.50 | 0.33 | 0.00 | 2.56 | 0.00 | 2 | 36 | 88.0% | 0.484 | 0.0830 | -0.963 | 0.022 | 0.001 |
| 105.00 | 0.15 | 0.00 | 2.50 | 0.05 | 2 | 283 | 52.5% | 0.396 | 0.1345 | -0.557 | 0.021 | 0.001 |
| 105.50 | 0.07 | 0.00 | 2.22 | 0.00 | 1 | 121 | 54.4% | 0.337 | 0.1231 | -0.546 | 0.020 | 0.001 |
| 106.00 | 0.07 | 0.00 | 0.12 | -0.08 | 210 | 363 | 21.6% | 0.066 | 0.1086 | -0.076 | 0.007 | 0.000 |
| 107.00 | 0.04 | 0.00 | 2.13 | 0.00 | 5 | 648 | 70.2% | 0.241 | 0.0814 | -0.600 | 0.017 | 0.001 |
| 108.00 | 0.10 | 0.00 | 0.61 | 0.00 | 1 | 57 | 62.3% | 0.140 | 0.0654 | -0.379 | 0.012 | 0.000 |
| 109.00 | 0.02 | 0.00 | 0.02 | 0.00 | 1,146 | 601 | 30.5% | 0.002 | 0.0046 | -0.006 | 0.000 | 0.000 |
| 110.00 | 0.04 | 0.00 | 0.02 | 0.00 | 3 | 3 | 35.5% | 0.002 | 0.0031 | -0.006 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 65.00 | 0.05 | 0.00 | 0.01 | 0.00 | 2 | 0 | 212.5% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 70.00 | 0.05 | 0.00 | 0.25 | 0.00 | 2 | 1 | 262.9% | -0.002 | 0.0003 | -0.036 | 0.000 | -0.000 |
| 75.00 | 0.01 | 0.00 | 0.25 | 0.00 | 2 | 41 | 222.7% | -0.002 | 0.0005 | -0.038 | 0.000 | -0.000 |
| 80.00 | 0.11 | 0.00 | 0.25 | 0.00 | 175 | 0 | 184.4% | -0.003 | 0.0008 | -0.041 | 0.000 | -0.000 |
| 85.00 | 0.01 | 0.00 | 1.51 | -0.34 | 2 | 89 | 218.6% | -0.033 | 0.0062 | -0.439 | 0.004 | -0.000 |
| 90.00 | 0.23 | 0.00 | 2.13 | 0.00 | 50 | 192 | 191.0% | -0.065 | 0.0121 | -0.658 | 0.007 | -0.000 |
| 91.00 | 0.02 | 0.00 | 0.02 | 0.00 | 8 | 258 | 71.9% | -0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 92.00 | 0.02 | 0.00 | 0.02 | 0.00 | 4 | 661 | 67.2% | -0.000 | 0.0002 | -0.001 | 0.000 | -0.000 |
| 92.50 | 0.02 | 0.00 | 0.02 | 0.00 | 8 | 10 | 64.1% | -0.000 | 0.0002 | -0.001 | 0.000 | -0.000 |
| 93.00 | 0.02 | 0.00 | 0.02 | 0.00 | 4 | 6 | 62.5% | -0.000 | 0.0003 | -0.002 | 0.000 | -0.000 |
| 93.50 | 0.02 | 0.00 | 0.02 | 0.00 | 20 | 21 | 59.4% | -0.000 | 0.0003 | -0.001 | 0.000 | -0.000 |
| 94.00 | 0.03 | 0.00 | 0.02 | 0.00 | 2 | 22 | 56.3% | -0.000 | 0.0003 | -0.001 | 0.000 | -0.000 |
| 94.50 | 0.71 | 0.00 | 0.02 | 0.00 | 1 | 1 | 54.7% | -0.000 | 0.0004 | -0.002 | 0.000 | -0.000 |
| 95.00 | 0.30 | 0.00 | 0.02 | 0.00 | 48 | 75 | 51.6% | -0.000 | 0.0004 | -0.002 | 0.000 | -0.000 |
| 95.50 | 0.19 | 0.00 | 0.02 | 0.00 | 1 | 3 | 53.9% | -0.001 | 0.0011 | -0.005 | 0.000 | -0.000 |
| 96.00 | 0.02 | 0.00 | 0.02 | 0.00 | 12 | 22 | 50.8% | -0.001 | 0.0012 | -0.005 | 0.000 | -0.000 |
| 96.50 | 0.45 | 0.00 | 0.02 | 0.00 | 1 | 4 | 48.4% | -0.001 | 0.0015 | -0.005 | 0.000 | -0.000 |
| 97.00 | 0.06 | 0.00 | 0.02 | 0.00 | 2 | 523 | 45.3% | -0.001 | 0.0016 | -0.005 | 0.000 | -0.000 |
| 97.50 | 0.01 | 0.00 | 0.02 | -0.06 | 27 | 32 | 42.6% | -0.001 | 0.0019 | -0.005 | 0.000 | -0.000 |
| 98.00 | 0.02 | 0.01 | 0.02 | -0.02 | 18 | 6,774 | 39.8% | -0.002 | 0.0023 | -0.006 | 0.000 | -0.000 |
| 98.50 | 0.15 | 0.00 | 0.02 | 0.00 | 14,056 | 15,033 | 36.7% | -0.002 | 0.0027 | -0.005 | 0.000 | -0.000 |
| 99.00 | 0.04 | 0.00 | 2.14 | -0.11 | 6 | 698 | 99.1% | -0.156 | 0.0442 | -0.643 | 0.013 | -0.000 |
| 99.50 | 0.08 | 0.00 | 0.15 | -0.01 | 1 | 16,703 | 46.7% | -0.029 | 0.0257 | -0.083 | 0.004 | -0.000 |
| 100.00 | 0.04 | 0.02 | 0.55 | -0.02 | 2 | 20,286 | 51.9% | -0.063 | 0.0438 | -0.174 | 0.007 | -0.000 |
| 100.50 | 0.44 | 0.00 | 2.15 | 0.00 | 40 | 362 | 82.7% | -0.196 | 0.0612 | -0.621 | 0.015 | -0.001 |
| 101.00 | 0.03 | 0.00 | 2.16 | -0.05 | 1 | 1,256 | 77.1% | -0.214 | 0.0692 | -0.610 | 0.016 | -0.001 |
| 101.50 | 0.05 | 0.00 | 2.17 | -0.10 | 4 | 563 | 71.5% | -0.235 | 0.0789 | -0.597 | 0.017 | -0.001 |
| 102.00 | 0.06 | 0.04 | 4.35 | -0.44 | 50 | 719 | 104.2% | -0.338 | 0.0643 | -1.033 | 0.020 | -0.001 |
| 102.50 | 0.75 | 0.01 | 2.21 | 0.58 | 3 | 38 | 60.1% | -0.295 | 0.1053 | -0.561 | 0.019 | -0.001 |
| 103.00 | 0.30 | 0.00 | 2.53 | -0.19 | 1 | 399 | 58.8% | -0.347 | 0.1152 | -0.588 | 0.020 | -0.001 |
| 103.50 | 0.46 | 0.00 | 2.63 | -0.90 | 1 | 6 | 53.4% | -0.399 | 0.1326 | -0.557 | 0.021 | -0.001 |
| 104.00 | 0.45 | 0.16 | 2.69 | -0.37 | 1,168 | 94 | 90.6% | -0.474 | 0.0806 | -0.977 | 0.022 | -0.001 |
| 105.00 | 2.61 | 0.00 | 3.35 | 0.00 | 8 | 20 | 94.8% | -0.551 | 0.0765 | -1.015 | 0.022 | -0.002 |
| 106.00 | 4.25 | 2.40 | 4.80 | 0.00 | 0 | 1 | 83.6% | -0.644 | 0.0817 | -0.842 | 0.020 | -0.002 |
| 109.00 | 4.59 | 2.98 | 6.35 | 0.00 | 0 | 0 | 108.7% | -0.777 | 0.0503 | -0.874 | 0.016 | -0.002 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.