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iShares MSCI EAFE ETF EFA 105.72 2.64 2.56%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

EFA / Comparative study

3 signals / 508 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.34
14.38
Mean
19.82
Window
-85.6%
ATM IV z 0.22
0.18
Mean
0.17
Window
-23.9%
IV Percentile z 0.12
58.43
Mean
54.99
Window
-41.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.64 0.68
ATM IV 0.64 1.00 0.69
IV Percent... 0.68 0.69 1.00
Source observations

Data inspector

1-50 of 508
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 105.72 14.38 0.18 58.43
2026-11-03 103.08 13.49 0.17 52.16
2026-11-02 103.7 12.88 0.16 46.46
2026-10-30 103.37 12.98 0.17 49.22
2026-10-29 104.35 12.66 0.16 46.48
2026-10-28 103.68 13.13 0.17 49.61
2026-10-27 103.59 11.73 0.16 38.67
2026-10-26 102.91 11.79 0.16 38.82
2026-10-23 102.63 11.88 0.16 40.23
2026-10-22 103.15 11.68 0.15 39.45
2026-10-21 104.06 10.43 0.14 27.34
2026-10-20 103.69 10.77 0.15 31.25
2026-10-19 102.87 10.14 0.14 25
2026-10-15 103.67 12.06 0.16 43.24
2026-10-14 102.75 10.95 0.15 32.43
2026-10-13 103.47 11.15 0.15 35.14
2026-10-12 103.05 10.59 0.15 29.46
2026-10-09 103.4 9.93 0.14 22.01
2026-10-08 102.7 9.61 0.14 18.53
2026-10-07 103.1 10.31 0.14 27.41
2026-10-06 104.22 9.79 0.14 20.85
2026-10-05 104.03 9.94 0.14 22.48
2026-10-02 103.96 13.22 0.17 50.97
2026-10-01 102.82 12.37 0.16 46.33
2026-09-30 103.89 9.48 0.14 18.92
2026-09-29 104.54 11.12 0.15 35.52
2026-09-28 105.04 11 0.15 34.88
2026-09-25 105.56 10.5 0.15 30.5
2026-09-24 104.5 10.1 0.14 26.36
2026-09-23 104.8 10.75 0.15 32.56
2026-09-22 106.5 8.7 0.13 13.57
2026-09-21 106.13 9.1 0.13 15.56
2026-09-18 104.97 8.98 0.13 15.5
2026-09-17 106.04 9.46 0.14 20.16
2026-09-16 105.02 11.18 0.15 35.66
2026-09-15 105.4 10.75 0.15 32.95
2026-09-14 105.85 10.23 0.14 29.57
2026-09-11 106.7 9.2 0.13 17.83
2026-09-10 105.66 10.18 0.14 29.07
2026-09-09 106.56 10.77 0.15 33.72
2026-09-08 107.76 9.27 0.14 19.38
2026-09-07 108.35 9.2 0.13 19.07
2026-09-04 108.35 7.99 0.13 10.47
2026-09-03 108.21 8.2 0.13 12.02
2026-09-02 107.06 9.27 0.14 18.6
2026-09-01 106.49 8.37 0.13 12.06
2026-08-31 107.45 7.62 0.12 6.64
2026-08-28 107.72 7.65 0.12 6.61
2026-08-27 108.02 7.78 0.12 8.17
2026-08-26 108.27 8.07 0.13 10.12