Tracking EFA historical volatility helps you see how much iShares MSCI EAFE ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, EFA's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor EFA 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.
Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. EFA's 30 day historical volatility, or EFA HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EFA's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
The iShares MSCI EAFE ETF seeks to track the investment results of an index composed of large- and mid-capitalization developed market equities, excluding the U.S. and Canada.
Prices move. This one stays.Lock in 5 years at a special price and save $2,243. Ending soon.See the Early Bird Black Friday deal →