EFA options: IV rank, expected move and trade screens
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EFA last closed at $104.17 with 30-day implied volatility of 18.3%. That is in the lower half of its one-year range (IV rank 36), so premiums are on the modest side for EFA. Measured by IV percentile, IV is higher than 60% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $5.45, or 5.2%.
The price is above its 200-day moving average (+0.8%) but below its 50-day (-0.2%), a pullback inside a longer uptrend. It is 4.2% below its 52-week high and 14.2% above its 52-week low. The 14-day RSI of 51.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.28, about 1.2% of the price, a measure of a typical day's range.
Option volume at the close (18.7K contracts) was 0.5x its average, quieter than usual. A beta of 0.94 means EFA has tended to move about 0.9 times as much as the broad market. None of our preset screens found trades on EFA at the close.
EFA stats at the close
- Price
- $104.17
- Implied volatility
- 18.3%
- 30-day, at the money
- IV rank
- 36
- IV sits 36% of the way from its one-year low to its one-year high.
- IV percentile
- 60
- IV is higher than 60% of the past year's readings.
- ATR (14-day)
- $1.28
- 1.2% of the price on a typical day
- RSI (14-day)
- 51.0
- Between 30 and 70, neutral
- 52-week range
- -4.2% from high
- +14.2% from the 52-week low
- Moving averages
- -0.2% vs 50-day
- +0.8% vs the 200-day
- Beta
- 0.94
- Sensitivity to the broad market
- Option volume
- 0.5x avg
- 18.7K contracts vs 36.9K average
EFA expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 20267 days | 25.6% | ±$3.69 (3.5%) | $100.48 to $107.86 | $2.95 |
| Dec 11, 202628 days | 18.9% | ±$5.45 (5.2%) | $98.72 to $109.62 | $4.36 |
| Jan 15, 202763 days | 15.7% | ±$6.80 (6.5%) | $97.37 to $110.97 | $5.46 |
| Feb 19, 202798 days | 16.0% | ±$8.65 (8.3%) | $95.52 to $112.82 | $6.95 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
EFA options FAQ
- What is EFA's IV rank?
- At the last close, EFA's IV rank was 36 with 30-day implied volatility of 18.3%. IV sits 36% of the way from its one-year low to its one-year high. Its IV percentile was 60: IV is higher than 60% of the past year's readings.
- What is the expected move for EFA?
- Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $5.45 (5.2%), a range of $98.72 to $109.62. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is EFA option volume above average?
- At the last close, EFA option volume was 0.5x its average, quieter than usual.
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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.