iShares MSCI EAFE Min Vol Factor ETF (EFAV) Options History
Historical options analytics archive for EFAV with monthly max pain, implied volatility, gamma exposure, and put/call data.
159 months of complete options data available.
EFAV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EFAV. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 19.3% | 21.0% | $92.00 | $26.3K | -$180.6K | 0.00 |
| 2026-05 | 20 | 25.4% | 35.4% | $92.00 | $15.7K | -$231.7K | 0.20 |
| 2026-04 | 21 | 20.3% | 41.6% | $92.00 | $28.4K | -$304.4K | 0.00 |
| 2026-03 | 22 | 20.6% | 30.9% | - | $20.1K | -$283.1K | 0.82 |
| 2026-02 | 19 | 17.2% | 23.5% | $93.00 | $11.9K | -$330.4K | 0.01 |
| 2026-01 | 20 | 16.9% | 23.3% | $90.00 | $8.5K | -$105.1K | 0.10 |
This archive aggregates EFAV's daily end-of-day options snapshots into monthly summaries, spanning 2013-04 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how EFAV option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 19.3%, a month-end max-pain strike around $92.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EFAV history questions
- How much options history is available for EFAV?
- This archive holds 159 months of EFAV options analytics, spanning 2013-04 through 2026-06. Each entry is a monthly rollup of EFAV's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the EFAV archive.
- What data does each monthly EFAV aggregate contain?
- Every monthly row summarizes that month of EFAV option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 19.3%, an average IV rank of 21.0%, a month-end max-pain strike around $92.00, an average put/call ratio of 0.00.
- How is the EFAV options-history archive built and how often does it update?
- The archive is derived from EFAV's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how EFAV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.