EFA
iShares MSCI EAFE ETFClose $107.66EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 91.00 | 16.91 | 14.10 | 19.05 | 0.83 | 2 | 8 | 227.8% | 0.861 | 0.0122 | -1.017 | 0.018 | 0.004 |
| 92.00 | 15.93 | 13.30 | 18.25 | 0.92 | 4 | 15 | 94.9% | 0.989 | 0.0040 | -0.067 | 0.002 | 0.005 |
| 93.00 | 15.00 | 11.85 | 16.80 | 0.91 | 3 | 9 | 199.7% | 0.857 | 0.0142 | -0.909 | 0.018 | 0.004 |
| 94.00 | 13.36 | 10.95 | 15.90 | 0.00 | 3 | 25 | 194.3% | 0.845 | 0.0154 | -0.930 | 0.019 | 0.004 |
| 95.00 | 12.40 | 10.20 | 15.05 | -0.04 | 1 | 6 | 190.5% | 0.831 | 0.0166 | -0.965 | 0.020 | 0.004 |
| 96.00 | 9.40 | 6.70 | 11.60 | 0.00 | 0 | 13 | 0.0% | 1.000 | 0.0000 | -0.011 | 0.000 | 0.005 |
| 97.00 | 7.12 | 8.25 | 13.15 | 0.00 | 1 | 36 | 56.3% | 0.994 | 0.0036 | -0.030 | 0.001 | 0.005 |
| 98.00 | 9.74 | 6.95 | 11.75 | 1.83 | 9 | 92 | 152.3% | 0.814 | 0.0221 | -0.822 | 0.021 | 0.004 |
| 99.00 | 6.00 | 6.20 | 11.05 | 0.00 | 20 | 63 | 152.8% | 0.788 | 0.0238 | -0.891 | 0.023 | 0.004 |
| 100.00 | 7.52 | 5.15 | 10.05 | -1.26 | 2 | 127 | 143.3% | 0.774 | 0.0264 | -0.867 | 0.024 | 0.004 |
| 100.50 | 7.07 | 4.35 | 9.00 | 2.72 | 2 | 14 | 121.0% | 0.793 | 0.0297 | -0.699 | 0.023 | 0.004 |
| 101.00 | 4.05 | 4.00 | 8.65 | 0.00 | 6 | 154 | 121.2% | 0.776 | 0.0310 | -0.731 | 0.024 | 0.004 |
| 101.50 | 3.60 | 3.45 | 8.30 | 0.00 | 74 | 123 | 121.0% | 0.760 | 0.0323 | -0.759 | 0.025 | 0.004 |
| 102.00 | 5.53 | 3.20 | 8.10 | 0.00 | 4 | 370 | 125.2% | 0.736 | 0.0328 | -0.824 | 0.026 | 0.004 |
| 102.50 | 6.28 | 2.47 | 7.00 | 0.00 | 1 | 7 | 102.3% | 0.755 | 0.0386 | -0.650 | 0.025 | 0.004 |
| 103.00 | 4.71 | 1.70 | 6.50 | -1.05 | 80 | 4,684 | 97.6% | 0.743 | 0.0415 | -0.636 | 0.026 | 0.004 |
| 103.50 | 4.52 | 1.57 | 6.40 | 0.00 | 1 | 7 | 104.2% | 0.710 | 0.0412 | -0.720 | 0.027 | 0.004 |
| 104.00 | 3.70 | 1.12 | 6.05 | 0.20 | 9 | 7,847 | 103.3% | 0.689 | 0.0429 | -0.735 | 0.028 | 0.004 |
| 104.50 | 3.06 | 0.31 | 5.25 | 0.06 | 16 | 106 | 89.7% | 0.686 | 0.0496 | -0.642 | 0.028 | 0.004 |
| 105.00 | 3.78 | 0.75 | 5.00 | 0.00 | 6 | 14,330 | 91.3% | 0.658 | 0.0505 | -0.676 | 0.029 | 0.004 |
| 105.50 | 2.39 | 0.15 | 4.70 | -0.71 | 124 | 314 | 91.2% | 0.632 | 0.0518 | -0.692 | 0.030 | 0.004 |
| 106.00 | 1.70 | 0.00 | 4.40 | -0.18 | 224 | 18,260 | 90.8% | 0.606 | 0.0532 | -0.704 | 0.031 | 0.003 |
| 106.50 | 1.13 | 0.00 | 3.90 | -1.27 | 2 | 437 | 84.9% | 0.582 | 0.0577 | -0.668 | 0.031 | 0.003 |
| 107.00 | 0.78 | 0.00 | 2.00 | -0.03 | 15 | 3,493 | 42.5% | 0.587 | 0.1151 | -0.337 | 0.031 | 0.003 |
| 108.00 | 0.34 | 0.09 | 2.58 | 0.05 | 2,530 | 12,167 | 70.5% | 0.488 | 0.0710 | -0.566 | 0.032 | 0.003 |
| 109.00 | 0.05 | 0.00 | 2.25 | -0.05 | 1,112 | 18,349 | 73.3% | 0.422 | 0.0670 | -0.577 | 0.031 | 0.002 |
| 110.00 | 0.01 | 0.00 | 2.16 | -0.03 | 133 | 7,050 | 51.9% | 0.296 | 0.0837 | -0.361 | 0.028 | 0.002 |
| 111.00 | 0.01 | 0.00 | 0.02 | 0.00 | 114 | 230 | 18.0% | 0.012 | 0.0211 | -0.011 | 0.002 | 0.000 |
| 112.00 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 1,917 | 22.1% | 0.008 | 0.0128 | -0.010 | 0.002 | 0.000 |
| 113.00 | 0.42 | 0.00 | 0.00 | 0.00 | 0 | 0 | 12.5% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 114.00 | 0.45 | 0.00 | 0.00 | 0.00 | 3 | 0 | 12.5% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 115.00 | 0.04 | 0.00 | 0.02 | 0.00 | 1 | 91 | 34.0% | 0.005 | 0.0050 | -0.009 | 0.001 | 0.000 |
| 116.00 | 0.60 | 0.00 | 0.02 | 0.00 | 1 | 13 | 37.9% | 0.004 | 0.0041 | -0.009 | 0.001 | 0.000 |
| 155.00 | 0.01 | 0.00 | 2.13 | 0.00 | 10 | 10 | 277.5% | 0.047 | 0.0045 | -0.547 | 0.008 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 65.00 | 0.04 | 0.00 | 0.25 | 0.00 | 0 | 1 | 263.7% | -0.004 | 0.0005 | -0.057 | 0.001 | -0.000 |
| 70.00 | 0.05 | 0.00 | 0.25 | 0.00 | 0 | 1 | 228.9% | -0.004 | 0.0007 | -0.058 | 0.001 | -0.000 |
| 80.00 | 0.30 | 0.00 | 2.15 | 0.00 | 11 | 21 | 259.8% | -0.050 | 0.0050 | -0.536 | 0.008 | -0.000 |
| 85.00 | 0.48 | 0.00 | 0.02 | 0.00 | 299 | 1,681 | 96.9% | -0.000 | 0.0002 | -0.003 | 0.000 | -0.000 |
| 86.00 | 0.04 | 0.00 | 0.02 | 0.00 | 6 | 362 | 93.8% | -0.001 | 0.0003 | -0.003 | 0.000 | -0.000 |
| 87.00 | 0.04 | 0.00 | 0.02 | 0.00 | 0 | 4 | 89.1% | -0.001 | 0.0003 | -0.003 | 0.000 | -0.000 |
| 88.00 | 0.04 | 0.00 | 0.02 | 0.00 | 0 | 4 | 84.4% | -0.001 | 0.0003 | -0.003 | 0.000 | -0.000 |
| 89.00 | 0.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 90.00 | 0.06 | 0.00 | 0.02 | 0.00 | 5 | 1,793 | 76.6% | -0.001 | 0.0004 | -0.004 | 0.000 | -0.000 |
| 91.00 | 0.16 | 0.00 | 0.02 | 0.00 | 17 | 698 | 71.9% | -0.001 | 0.0004 | -0.004 | 0.000 | -0.000 |
| 92.00 | 0.14 | 0.00 | 0.02 | 0.00 | 10 | 1,140 | 67.2% | -0.001 | 0.0005 | -0.003 | 0.000 | -0.000 |
| 93.00 | 0.13 | 0.00 | 0.02 | 0.00 | 1 | 21,519 | 64.1% | -0.001 | 0.0006 | -0.004 | 0.000 | -0.000 |
| 94.00 | 0.02 | 0.00 | 0.02 | 0.00 | 69 | 617 | 59.4% | -0.001 | 0.0007 | -0.004 | 0.000 | -0.000 |
| 95.00 | 0.01 | 0.00 | 0.02 | 0.00 | 5 | 7,606 | 54.7% | -0.001 | 0.0007 | -0.003 | 0.000 | -0.000 |
| 96.00 | 0.01 | 0.00 | 0.02 | 0.00 | 4,362 | 15,308 | 50.8% | -0.001 | 0.0009 | -0.004 | 0.000 | -0.000 |
| 97.00 | 0.04 | 0.00 | 0.02 | 0.00 | 11 | 9,747 | 50.8% | -0.003 | 0.0020 | -0.008 | 0.001 | -0.000 |
| 97.50 | 0.19 | 0.00 | 0.02 | 0.00 | 0 | 44 | 48.8% | -0.003 | 0.0022 | -0.008 | 0.001 | -0.000 |
| 98.00 | 0.01 | 0.00 | 0.02 | -0.03 | 3 | 3,606 | 46.9% | -0.003 | 0.0025 | -0.009 | 0.001 | -0.000 |
| 98.50 | 0.23 | 0.00 | 0.02 | 0.00 | 4 | 51 | 44.5% | -0.003 | 0.0028 | -0.009 | 0.001 | -0.000 |
| 99.00 | 0.01 | 0.00 | 0.02 | -0.10 | 4,400 | 4,899 | 42.2% | -0.003 | 0.0030 | -0.009 | 0.001 | -0.000 |
| 99.50 | 0.52 | 0.00 | 0.02 | 0.00 | 0 | 32 | 39.8% | -0.004 | 0.0033 | -0.008 | 0.001 | -0.000 |
| 100.00 | 0.02 | 0.00 | 0.02 | 0.01 | 1 | 12,069 | 37.9% | -0.004 | 0.0039 | -0.009 | 0.001 | -0.000 |
| 100.50 | 0.03 | 0.00 | 0.02 | 0.00 | 7 | 355 | 35.5% | -0.004 | 0.0043 | -0.009 | 0.001 | -0.000 |
| 101.00 | 0.01 | 0.01 | 0.02 | 0.00 | 7 | 14,034 | 33.6% | -0.005 | 0.0052 | -0.009 | 0.001 | -0.000 |
| 101.50 | 0.02 | 0.00 | 0.02 | 0.00 | 2 | 22 | 31.3% | -0.005 | 0.0059 | -0.009 | 0.001 | -0.000 |
| 102.00 | 0.01 | 0.00 | 0.02 | -0.02 | 6 | 5,387 | 28.9% | -0.005 | 0.0068 | -0.009 | 0.001 | -0.000 |
| 102.50 | 0.02 | 0.00 | 0.02 | 0.00 | 12 | 57 | 26.6% | -0.006 | 0.0079 | -0.009 | 0.001 | -0.000 |
| 103.00 | 0.11 | 0.00 | 0.08 | 0.00 | 6 | 2,015 | 31.6% | -0.028 | 0.0255 | -0.040 | 0.005 | -0.000 |
| 103.50 | 0.04 | 0.00 | 0.21 | 0.00 | 1 | 1,554 | 37.0% | -0.072 | 0.0465 | -0.100 | 0.011 | -0.000 |
| 104.00 | 0.02 | 0.00 | 2.15 | 0.00 | 8 | 718 | 65.0% | -0.227 | 0.0582 | -0.388 | 0.024 | -0.001 |
| 104.50 | 0.04 | 0.00 | 2.16 | 0.00 | 1 | 465 | 60.6% | -0.245 | 0.0650 | -0.376 | 0.025 | -0.001 |
| 105.00 | 0.02 | 0.00 | 3.20 | -0.06 | 6 | 4,032 | 70.9% | -0.306 | 0.0621 | -0.491 | 0.028 | -0.002 |
| 105.50 | 0.73 | 0.00 | 4.35 | 0.00 | 0 | 180 | 81.4% | -0.356 | 0.0574 | -0.599 | 0.030 | -0.002 |
| 106.00 | 0.03 | 0.00 | 4.80 | -0.12 | 2,000 | 6,168 | 81.8% | -0.386 | 0.0586 | -0.618 | 0.030 | -0.002 |
| 106.50 | 0.14 | 0.02 | 4.80 | 0.06 | 191 | 87 | 76.3% | -0.411 | 0.0640 | -0.586 | 0.031 | -0.003 |
| 107.00 | 0.25 | 0.00 | 4.50 | -0.08 | 9 | 6,080 | 66.1% | -0.438 | 0.0748 | -0.513 | 0.031 | -0.003 |
| 108.00 | 0.59 | 0.00 | 4.80 | -0.34 | 169 | 3,710 | 57.1% | -0.519 | 0.0876 | -0.446 | 0.032 | -0.003 |
| 109.00 | 1.24 | 0.00 | 4.80 | 0.00 | 40 | 77 | 104.5% | -0.547 | 0.0476 | -0.818 | 0.032 | -0.003 |
| 110.00 | 1.28 | 0.11 | 4.95 | 0.00 | 25 | 5 | 93.1% | -0.608 | 0.0518 | -0.704 | 0.031 | -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.