iShares Core MSCI EAFE ETF

IEFACBOE · USD
94.80USD-0.74 (-0.78%)

iShares Core MSCI EAFE ETF (IEFA) Implied Volatility Current

IEFA's 30 day implied volatility is 21.48%, with an IV Rank of 72.42%. This is a high IV Rank versus the past year, meaning iShares Core MSCI EAFE ETF options are relatively expensive and currently favor sellers. IEFA's 30 day historical volatility sits at 15.24%, which means implied volatility is running 6.24 points above historical volatility, as of Nov 5, 2026.

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Tracking IEFA implied volatility helps you spot when iShares Core MSCI EAFE ETF options are historically cheap or expensive, and where the best trades are hiding. When IEFA IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor IEFA 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 IEFA IV rank helps you see whether IEFA'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 Core MSCI EAFE ETF seeks to track the investment results of an index composed of large-, mid- and small-capitalization developed market equities, excluding the U.S. and Canada.

Implied Volatility

IV Rank
72.42%IV Rank
High

IV is highly elevated. Premiums are expensive, strongly favoring sellers.

Implied Volatility (30d)21.48%

IV Rank72.42%

Historical Volatility (30d)15.24%

IV Minus HV+6.24%

As of Nov 5, 2026

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