thetaOwl

EFA

iShares MSCI EAFE ETFClose $103.91EOD only
Max Pain
$102.50
Next expiry Jul 31, 2026
Expected Move
±$3.33
3.2% from close
Price Gap
-1.41
Distance to max pain
IV Rank
33
Middle-high premium
P/C OI
2.00
Slightly put-heavy
Consensus
6.0/10
Neutral tilt
Published snapshot: Jul 27, 2026 close
End-of-day snapshot

This page reflects EFA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 27, 2026 close
EFA AI Consensus Report
Analysis based on market close June 12, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from June 12, 2026. A newer ai consensus report is available for June 18, 2026.

View latest report
Conviction
7.0

out of 10

7 not 8 because pinning level conflict between $95 and $106 reduces alignment; would be higher if levels converged.

Where Perspectives Agree

Bullish bias with pinning to $95-$100 supported by positive gamma, bullish flow, and premium selling opportunity.

Where They Diverge

Directional sees support at $102 and pin near $106, while flow and theta identify gamma flip at $95 and downside hedging risk below $102, creating a pinning level disagreement.

Top Trade
via directional

Buy 2026-07-02 $104.50/$108.00 bull call spread for $1.50 debit — defined risk, profit from gradual grind higher within expected range.

Key Risk

Break below $95 flips dealer gamma long, invalidating bullish thesis and accelerating decline to $90 support.

How to Use These Reports
This ai consensus reflects the market close on June 12, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.