EFAV · iShares MSCI EAFE Min Vol Factor ETF ETF

Alerts for EFAV

$94.78 -0.38 (-0.40%) At close · Sep 4

Options Chain

Underlying $94.78 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 44 contracts · mixed daily-bar sessions · Jan 15, 2026–Jun 24, 2026; 28 unknown

Put / call OI

0.11

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$87.00

$7.78 below spot

ATM implied vol

15.9%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Dec 18 104d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	59.8%	0.972	$16.00	$20.00	—		—	$0.00	$0.75	—	—	—	—
Call · $77 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.468 UTC Last — Breakeven — Implied vol 59.8% Delta 0.972 ≈97% ITM Gamma 0.006 Theta -0.034 Vega 0.012 Open interest — OI effective date — Model this call Put · $77 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.988 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	56.5%	0.971	$15.00	$19.00	—		—	$0.00	$0.75	—	—	—	2
Call · $78 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.468 UTC Last — Breakeven — Implied vol 56.5% Delta 0.971 ≈97% ITM Gamma 0.007 Theta -0.033 Vega 0.012 Open interest — OI effective date — Model this call Put · $78 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.734 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	53.3%	0.97	$14.00	$18.00	—		—	$0.00	$0.75	—	—	—	1
Call · $79 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.809 UTC Last — Breakeven — Implied vol 53.3% Delta 0.97 ≈97% ITM Gamma 0.007 Theta -0.033 Vega 0.012 Open interest — OI effective date — Model this call Put · $79 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.552 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	50.2%	0.968	$13.00	$17.00	—		—	$0.00	$2.00	—	—	—	—
Call · $80 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.281 UTC Last — Breakeven — Implied vol 50.2% Delta 0.968 ≈97% ITM Gamma 0.008 Theta -0.032 Vega 0.013 Open interest — OI effective date — Model this call Put · $80 Daily-bar session Unknown Quote as of 2026-09-04 19:56:37.340 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	47%	0.966	$12.00	$16.00	—		$1.75	$0.00	$2.00	—	—	1	—
Call · $81 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.281 UTC Last — Breakeven — Implied vol 47% Delta 0.966 ≈97% ITM Gamma 0.009 Theta -0.032 Vega 0.013 Open interest — OI effective date — Model this call Put · $81 Daily-bar session Mar 25, 2026 Quote as of 2026-09-04 19:56:38.007 UTC Last $1.75 Breakeven $79.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	43.9%	0.965	$11.00	$15.00	—		—	$0.00	$2.00	—	—	—	—
Call · $82 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.087 UTC Last — Breakeven — Implied vol 43.9% Delta 0.965 ≈96% ITM Gamma 0.01 Theta -0.031 Vega 0.014 Open interest — OI effective date — Model this call Put · $82 Daily-bar session Unknown Quote as of 2026-09-04 19:56:37.340 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	40.7%	0.963	$10.00	$14.00	—		—	$0.00	$2.00	—	—	—	—
Call · $83 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.279 UTC Last — Breakeven — Implied vol 40.7% Delta 0.963 ≈96% ITM Gamma 0.011 Theta -0.031 Vega 0.015 Open interest — OI effective date — Model this call Put · $83 Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.374 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	37.6%	0.96	$9.00	$13.00	—		—	$0.00	$2.00	—	—	—	—
Call · $84 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.087 UTC Last — Breakeven — Implied vol 37.6% Delta 0.96 ≈96% ITM Gamma 0.013 Theta -0.03 Vega 0.015 Open interest — OI effective date — Model this call Put · $84 Daily-bar session Unknown Quote as of 2026-09-04 19:57:04.604 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	2	23.9%	0.993	$9.30	$10.50	$7.90		—	$0.00	$2.90	—	—	—	—
Call · $85 In the money Daily-bar session Mar 12, 2026 Quote as of 2026-09-04 19:59:58.982 UTC Last $7.90 Breakeven $92.90 Implied vol 23.9% Delta 0.993 ≈99% ITM Gamma 0.004 Theta -0.012 Vega 0.003 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $85 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.492 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	2	31.5%	0.954	$7.00	$11.00	$10.14		—	$0.00	$2.90	—	—	—	1
Call · $86 In the money Daily-bar session Feb 26, 2026 Quote as of 2026-09-04 19:59:56.644 UTC Last $10.14 Breakeven $96.14 Implied vol 31.5% Delta 0.954 ≈95% ITM Gamma 0.017 Theta -0.029 Vega 0.017 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $86 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.101 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
1	1	28.4%	0.951	$6.00	$10.00	$3.97		$1.98	$0.00	$2.90	—	—	1	1
Call · $87 In the money Daily-bar session Jan 15, 2026 Quote as of 2026-09-04 19:59:58.087 UTC Last $3.97 Breakeven $90.97 Implied vol 28.4% Delta 0.951 ≈95% ITM Gamma 0.02 Theta -0.028 Vega 0.018 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $87 Daily-bar session Jun 24, 2026 Quote as of 2026-09-04 19:58:01.143 UTC Last $1.98 Breakeven $85.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
1	1	25.3%	0.946	$5.00	$9.00	$3.40		$2.48	$0.00	$2.90	—	—	1	1
Call · $88 In the money Daily-bar session Jan 15, 2026 Quote as of 2026-09-04 19:59:55.245 UTC Last $3.40 Breakeven $91.40 Implied vol 25.3% Delta 0.946 ≈95% ITM Gamma 0.024 Theta -0.027 Vega 0.02 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $88 Daily-bar session Jun 24, 2026 Quote as of 2026-09-04 19:58:01.143 UTC Last $2.48 Breakeven $85.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
26	44	22.2%	0.94	$4.00	$8.00	$7.50		—	$0.00	$2.90	—	—	—	—
Call · $89 In the money Daily-bar session Feb 26, 2026 Quote as of 2026-09-04 19:59:50.884 UTC Last $7.50 Breakeven $96.50 Implied vol 22.2% Delta 0.94 ≈94% ITM Gamma 0.03 Theta -0.027 Vega 0.021 Open interest 26 OI effective date Sep 3, 2026 Model this call Put · $89 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.048 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
5	1	19.1%	0.932	$3.00	$7.00	$3.70		—	$0.00	$2.90	—	—	—	—
Call · $90 In the money Daily-bar session Feb 3, 2026 Quote as of 2026-09-04 19:59:58.094 UTC Last $3.70 Breakeven $93.70 Implied vol 19.1% Delta 0.932 ≈93% ITM Gamma 0.038 Theta -0.026 Vega 0.023 Open interest 5 OI effective date Sep 3, 2026 Model this call Put · $90 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.669 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	15.9%	0.922	$2.00	$6.00	$3.05		—	$0.00	$2.90	—	—	—	—
Call · $91 In the money Daily-bar session May 26, 2026 Quote as of 2026-09-04 19:59:53.473 UTC Last $3.05 Breakeven $94.05 Implied vol 15.9% Delta 0.922 ≈92% ITM Gamma 0.052 Theta -0.024 Vega 0.026 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $91 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.030 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	12.6%	0.906	$1.00	$5.00	$2.55		—	$0.00	$2.95	—	—	—	—
Call · $92 In the money Daily-bar session May 26, 2026 Quote as of 2026-09-04 19:59:56.655 UTC Last $2.55 Breakeven $94.55 Implied vol 12.6% Delta 0.906 ≈91% ITM Gamma 0.074 Theta -0.023 Vega 0.03 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $92 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.193 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	12.7%	0.805	$0.30	$4.00	$2.53		—	$0.00	$2.00	—	—	—	—
Call · $93 In the money Daily-bar session Mar 3, 2026 Quote as of 2026-09-04 19:59:50.278 UTC Last $2.53 Breakeven $95.53 Implied vol 12.7% Delta 0.805 ≈80% ITM Gamma 0.122 Theta -0.032 Vega 0.049 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $93 Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.374 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
18	11	11.2%	0.679	$0.75	$1.90	$1.05		—	$0.10	$2.00	-0.395	20.5%	—	—
Call · $94 In the money Daily-bar session Jun 2, 2026 Quote as of 2026-09-04 19:59:58.679 UTC Last $1.05 Breakeven $95.05 Implied vol 11.2% Delta 0.679 ≈68% ITM Gamma 0.179 Theta -0.034 Vega 0.064 Open interest 18 OI effective date Sep 3, 2026 Model this call Put · $94 Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.782 UTC Last — Breakeven — Implied vol 20.5% Delta -0.395 ≈40% ITM Gamma 0.105 Theta -0.051 Vega 0.069 Open interest — OI effective date — Model this put
Underlying $94.78
—	1	—	—	$0.00	$2.00	$2.27		—	$0.00	$2.00	—	—	—	—
Call · $95 Daily-bar session Apr 7, 2026 Quote as of 2026-09-04 19:57:28.353 UTC Last $2.27 Breakeven $97.27 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $95 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.961 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	—	—	$0.00	$1.85	$2.00		—	$0.40	$3.00	-0.654	14.8%	—	—
Call · $96 Daily-bar session Apr 7, 2026 Quote as of 2026-09-04 19:59:50.277 UTC Last $2.00 Breakeven $98.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $96 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.277 UTC Last — Breakeven — Implied vol 14.8% Delta -0.654 ≈65% ITM Gamma 0.139 Theta -0.031 Vega 0.066 Open interest — OI effective date — Model this put
1	—	—	—	$0.00	$2.00	—		—	$0.15	$4.00	—	—	—	—
Call · $97 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.021 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $97 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.650 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		$8.64	$1.05	$5.00	—	—	2	—
Call · $98 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.021 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $98 In the money Daily-bar session Mar 12, 2026 Quote as of 2026-09-04 19:59:45.522 UTC Last $8.64 Breakeven $89.36 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Jan 15, 2026–Jun 24, 2026; 28 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.