iShares MSCI EAFE Min Vol Factor ETF

EFAVCBOE · USD
95.13USD-1.26 (-1.31%)

iShares MSCI EAFE Min Vol Factor ETF (EFAV) Implied Volatility Current

EFAV's 30 day implied volatility is 20.91%, with an IV Rank of 56.75%. This is an average IV Rank versus the past year, meaning iShares MSCI EAFE Min Vol Factor ETF options are fairly priced and currently offer no clear edge to buyers or sellers. EFAV's 30 day historical volatility sits at 12.24%, which means implied volatility is running 8.67 points above historical volatility, as of Nov 5, 2026.

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Tracking EFAV implied volatility helps you spot when iShares MSCI EAFE Min Vol Factor ETF options are historically cheap or expensive, and where the best trades are hiding. When EFAV IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor EFAV implied volatility current levels in real time and filter for high probability trades.

Implied volatility is derived from option prices and represents the annualized expected move of a stock. Tracking EFAV IV rank helps you see whether EFAV's implied volatility is historically high or low, since IV rank compares today's reading against the past year's range. A high rank signals relatively expensive premiums and tends to favor sellers, a low rank signals relatively cheap premiums and tends to favor buyers.

The iShares MSCI EAFE Min Vol Factor ETF seeks to track the investment results of an index composed of developed market equities that, in the aggregate, have lower volatility characteristics relative to the broader developed equity markets, excluding the U.S. and Canada.

Implied Volatility

IV Rank
56.75%IV Rank
Moderate

IV is slightly elevated. Premiums are richer, leaning toward sellers.

Implied Volatility (30d)20.91%

IV Rank56.75%

Historical Volatility (30d)12.24%

IV Minus HV+8.67%

As of Nov 5, 2026

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