EFA
iShares MSCI EAFE ETFClose $103.62EOD 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 | 36.50 | 40.70 | 0.00 | 0 | 1 | 450.0% | 0.941 | 0.0034 | -1.015 | 0.009 | 0.003 |
| 70.00 | 31.87 | 31.15 | 36.00 | 0.00 | 2 | 2 | 412.0% | 0.925 | 0.0045 | -1.126 | 0.011 | 0.003 |
| 75.00 | 26.89 | 26.15 | 31.00 | 0.00 | 4 | 3 | 357.9% | 0.912 | 0.0058 | -1.103 | 0.012 | 0.004 |
| 80.00 | 21.95 | 21.15 | 26.00 | 0.00 | 2 | 2 | 306.3% | 0.895 | 0.0077 | -1.073 | 0.014 | 0.004 |
| 85.00 | 17.04 | 16.25 | 21.00 | 0.00 | 2 | 1 | 78.1% | 1.000 | 0.0002 | -0.012 | 0.000 | 0.005 |
| 90.00 | 12.43 | 11.15 | 16.00 | 0.00 | 1 | 2 | 207.5% | 0.840 | 0.0153 | -0.975 | 0.019 | 0.004 |
| 91.00 | 11.48 | 10.20 | 15.00 | 0.00 | 26 | 24 | 197.8% | 0.832 | 0.0166 | -0.961 | 0.019 | 0.004 |
| 91.50 | 10.92 | 9.65 | 14.50 | 0.00 | 28 | 23 | 192.9% | 0.827 | 0.0173 | -0.953 | 0.020 | 0.004 |
| 92.00 | 11.35 | 9.15 | 14.00 | 1.11 | 1 | 5 | 187.9% | 0.823 | 0.0180 | -0.945 | 0.020 | 0.004 |
| 92.50 | 10.96 | 8.65 | 13.50 | 1.12 | 1 | 7 | 183.1% | 0.818 | 0.0188 | -0.936 | 0.020 | 0.004 |
| 93.00 | 10.89 | 8.15 | 13.00 | 0.00 | 2 | 3 | 178.1% | 0.813 | 0.0197 | -0.927 | 0.021 | 0.004 |
| 93.50 | 9.78 | 7.65 | 12.40 | 0.08 | 3 | 1 | 169.7% | 0.811 | 0.0208 | -0.888 | 0.021 | 0.004 |
| 94.00 | 9.35 | 7.35 | 12.00 | 0.88 | 5 | 2 | 56.3% | 0.991 | 0.0056 | -0.037 | 0.002 | 0.005 |
| 94.50 | 8.95 | 6.70 | 11.50 | 1.26 | 2 | 2 | 163.3% | 0.795 | 0.0227 | -0.898 | 0.022 | 0.004 |
| 95.00 | 8.45 | 6.50 | 10.75 | 1.25 | 5 | 3 | 149.9% | 0.800 | 0.0244 | -0.814 | 0.021 | 0.004 |
| 95.50 | 8.02 | 5.75 | 10.50 | 1.72 | 4 | 1 | 153.4% | 0.782 | 0.0251 | -0.876 | 0.023 | 0.004 |
| 96.00 | 7.53 | 5.50 | 9.75 | 0.76 | 2 | 1 | 140.1% | 0.785 | 0.0272 | -0.793 | 0.022 | 0.004 |
| 96.50 | 7.15 | 5.05 | 9.25 | 1.53 | 1 | 1 | 135.2% | 0.778 | 0.0287 | -0.781 | 0.023 | 0.004 |
| 97.00 | 6.46 | 4.25 | 9.00 | 0.75 | 1 | 3 | 138.2% | 0.758 | 0.0295 | -0.837 | 0.024 | 0.004 |
| 97.50 | 6.06 | 4.05 | 8.25 | 0.84 | 2 | 1 | 125.2% | 0.760 | 0.0324 | -0.755 | 0.024 | 0.004 |
| 98.00 | 5.63 | 3.55 | 7.80 | 1.32 | 56 | 123 | 121.7% | 0.747 | 0.0342 | -0.754 | 0.025 | 0.004 |
| 98.50 | 3.82 | 2.70 | 7.50 | 0.00 | 2 | 2 | 122.7% | 0.728 | 0.0353 | -0.789 | 0.025 | 0.004 |
| 99.00 | 4.55 | 2.25 | 7.00 | 0.99 | 1 | 1 | 117.5% | 0.716 | 0.0376 | -0.772 | 0.026 | 0.004 |
| 99.50 | 4.60 | 1.81 | 6.50 | 0.00 | 0 | 1 | 112.1% | 0.703 | 0.0402 | -0.752 | 0.027 | 0.004 |
| 100.00 | 2.38 | 1.50 | 5.85 | 0.00 | 1 | 34 | 102.3% | 0.695 | 0.0446 | -0.695 | 0.027 | 0.004 |
| 100.50 | 1.89 | 1.00 | 4.65 | 0.00 | 1 | 54 | 76.4% | 0.717 | 0.0578 | -0.504 | 0.026 | 0.004 |
| 101.00 | 4.25 | 0.65 | 4.80 | 0.00 | 4 | 26 | 89.9% | 0.663 | 0.0529 | -0.637 | 0.028 | 0.004 |
| 101.50 | 1.25 | 0.25 | 4.75 | 0.00 | 126 | 132 | 96.8% | 0.628 | 0.0509 | -0.709 | 0.029 | 0.003 |
| 102.00 | 1.80 | 0.03 | 4.25 | 0.73 | 118 | 248 | 90.9% | 0.607 | 0.0552 | -0.677 | 0.029 | 0.003 |
| 102.50 | 0.85 | 0.00 | 2.71 | 0.00 | 35 | 2,270 | 56.4% | 0.613 | 0.0885 | -0.421 | 0.029 | 0.003 |
| 103.00 | 1.11 | 0.28 | 3.15 | 0.74 | 6 | 1,146 | 75.7% | 0.555 | 0.0680 | -0.580 | 0.030 | 0.003 |
| 103.50 | 0.80 | 0.00 | 3.00 | 0.50 | 1 | 239 | 78.5% | 0.521 | 0.0662 | -0.606 | 0.031 | 0.003 |
| 104.00 | 0.46 | 0.00 | 2.73 | 0.25 | 2 | 1,996 | 77.7% | 0.488 | 0.0669 | -0.600 | 0.031 | 0.003 |
| 104.50 | 0.33 | 0.00 | 1.50 | -0.80 | 2 | 34 | 50.7% | 0.421 | 0.1006 | -0.385 | 0.030 | 0.002 |
| 105.00 | 0.10 | 0.00 | 1.48 | -0.04 | 84 | 238 | 55.6% | 0.384 | 0.0895 | -0.412 | 0.029 | 0.002 |
| 105.50 | 0.07 | 0.00 | 1.11 | 0.00 | 82 | 121 | 50.3% | 0.324 | 0.0930 | -0.351 | 0.028 | 0.002 |
| 106.00 | 0.15 | 0.00 | 0.48 | 0.11 | 55 | 385 | 35.6% | 0.201 | 0.1027 | -0.194 | 0.022 | 0.001 |
| 107.00 | 0.04 | 0.00 | 0.95 | 0.00 | 5 | 648 | 59.0% | 0.239 | 0.0686 | -0.354 | 0.024 | 0.001 |
| 108.00 | 0.10 | 0.00 | 0.02 | 0.00 | 1 | 57 | 23.0% | 0.008 | 0.0125 | -0.010 | 0.002 | 0.000 |
| 109.00 | 0.02 | 0.00 | 0.02 | 0.00 | 1,146 | 601 | 27.3% | 0.007 | 0.0088 | -0.010 | 0.001 | 0.000 |
| 110.00 | 0.04 | 0.00 | 0.02 | 0.00 | 3 | 3 | 31.3% | 0.005 | 0.0063 | -0.009 | 0.001 | 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 | 168.8% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 70.00 | 0.05 | 0.00 | 0.01 | 0.00 | 2 | 1 | 143.8% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 75.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 41 | 121.9% | -0.000 | 0.0001 | -0.001 | 0.000 | -0.000 |
| 80.00 | 0.11 | 0.00 | 0.25 | 0.00 | 175 | 0 | 148.0% | -0.008 | 0.0019 | -0.061 | 0.002 | -0.000 |
| 85.00 | 0.35 | 0.00 | 2.13 | 0.00 | 30 | 89 | 193.6% | -0.073 | 0.0093 | -0.512 | 0.011 | -0.000 |
| 90.00 | 0.23 | 0.00 | 2.13 | 0.00 | 50 | 192 | 152.2% | -0.095 | 0.0145 | -0.493 | 0.013 | -0.001 |
| 91.00 | 0.02 | 0.00 | 0.02 | 0.00 | 8 | 258 | 57.8% | -0.001 | 0.0008 | -0.004 | 0.000 | -0.000 |
| 92.00 | 0.02 | 0.00 | 0.02 | 0.00 | 4 | 661 | 53.1% | -0.001 | 0.0009 | -0.004 | 0.000 | -0.000 |
| 92.50 | 0.02 | 0.00 | 0.02 | 0.00 | 8 | 10 | 50.8% | -0.001 | 0.0010 | -0.004 | 0.000 | -0.000 |
| 93.00 | 0.02 | 0.00 | 0.02 | 0.00 | 4 | 6 | 53.1% | -0.003 | 0.0021 | -0.009 | 0.001 | -0.000 |
| 93.50 | 0.02 | 0.00 | 0.02 | 0.00 | 20 | 21 | 50.8% | -0.003 | 0.0023 | -0.009 | 0.001 | -0.000 |
| 94.00 | 0.03 | 0.00 | 0.02 | 0.00 | 2 | 22 | 48.4% | -0.003 | 0.0025 | -0.009 | 0.001 | -0.000 |
| 94.50 | 0.71 | 0.00 | 0.02 | 0.00 | 1 | 1 | 46.1% | -0.003 | 0.0028 | -0.009 | 0.001 | -0.000 |
| 95.00 | 0.30 | 0.00 | 0.02 | 0.00 | 48 | 75 | 43.8% | -0.003 | 0.0031 | -0.009 | 0.001 | -0.000 |
| 95.50 | 0.19 | 0.00 | 0.02 | 0.00 | 1 | 3 | 41.4% | -0.004 | 0.0034 | -0.009 | 0.001 | -0.000 |
| 96.00 | 0.02 | 0.00 | 0.02 | -0.13 | 12 | 11 | 39.1% | -0.004 | 0.0038 | -0.009 | 0.001 | -0.000 |
| 96.50 | 0.45 | 0.00 | 0.50 | 0.00 | 1 | 4 | 60.4% | -0.053 | 0.0232 | -0.124 | 0.008 | -0.000 |
| 97.00 | 0.06 | 0.00 | 0.88 | -0.29 | 2 | 523 | 67.6% | -0.089 | 0.0310 | -0.207 | 0.012 | -0.001 |
| 97.50 | 0.07 | 0.01 | 1.54 | -0.01 | 1 | 32 | 78.3% | -0.139 | 0.0369 | -0.332 | 0.017 | -0.001 |
| 98.00 | 0.04 | 0.01 | 0.10 | 0.00 | 1 | 6,774 | 40.2% | -0.029 | 0.0215 | -0.051 | 0.005 | -0.000 |
| 98.50 | 0.15 | 0.00 | 0.51 | 0.00 | 14,056 | 15,033 | 59.6% | -0.120 | 0.0437 | -0.227 | 0.015 | -0.001 |
| 99.00 | 0.15 | 0.00 | 0.81 | 0.00 | 4 | 700 | 51.2% | -0.109 | 0.0477 | -0.183 | 0.014 | -0.001 |
| 99.50 | 0.09 | 0.00 | 0.32 | -0.31 | 3 | 16,706 | 43.7% | -0.101 | 0.0526 | -0.147 | 0.014 | -0.001 |
| 100.00 | 0.06 | 0.04 | 2.18 | -0.19 | 72 | 20,283 | 68.4% | -0.232 | 0.0582 | -0.397 | 0.023 | -0.001 |
| 100.50 | 0.44 | 0.00 | 0.85 | 0.00 | 40 | 362 | 55.3% | -0.220 | 0.0697 | -0.311 | 0.023 | -0.001 |
| 101.00 | 0.08 | 0.00 | 0.15 | -0.36 | 2 | 1,258 | 25.0% | -0.080 | 0.0774 | -0.070 | 0.011 | -0.000 |
| 101.50 | 0.15 | 0.00 | 1.28 | -0.36 | 1 | 563 | 58.7% | -0.307 | 0.0781 | -0.392 | 0.027 | -0.002 |
| 102.00 | 0.50 | 0.00 | 1.30 | -0.33 | 1 | 719 | 54.0% | -0.337 | 0.0882 | -0.374 | 0.028 | -0.002 |
| 102.50 | 0.17 | 0.00 | 1.95 | -0.72 | 3 | 38 | 66.3% | -0.401 | 0.0761 | -0.486 | 0.030 | -0.002 |
| 103.00 | 0.49 | 0.00 | 1.01 | -0.69 | 301 | 109 | 34.7% | -0.399 | 0.1450 | -0.252 | 0.030 | -0.002 |
| 103.50 | 1.36 | 0.00 | 4.80 | 0.00 | 16 | 6 | 65.7% | -0.479 | 0.0791 | -0.496 | 0.031 | -0.003 |
| 104.00 | 0.82 | 0.16 | 3.00 | -1.08 | 1 | 93 | 74.8% | -0.514 | 0.0695 | -0.565 | 0.031 | -0.003 |
| 105.00 | 2.61 | 0.00 | 4.80 | 0.00 | 8 | 20 | 108.0% | -0.549 | 0.0478 | -0.813 | 0.030 | -0.003 |
| 106.00 | 4.25 | 2.40 | 4.80 | 0.00 | 0 | 1 | 58.3% | -0.691 | 0.0788 | -0.385 | 0.027 | -0.004 |
| 109.00 | 4.59 | 3.10 | 7.90 | 0.00 | 0 | 0 | 123.1% | -0.694 | 0.0371 | -0.819 | 0.027 | -0.004 |
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.