iShares MSCI EAFE Value ETF (EFV) Options History
Historical options analytics archive for EFV with monthly max pain, implied volatility, gamma exposure, and put/call data.
218 months of complete options data available.
EFV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EFV. 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 | 20.0% | 56.1% | $72.00 | $6.2M | -$29.6M | 14.15 |
| 2026-05 | 20 | 19.5% | 55.3% | $90.00 | $8.4M | -$33.3M | 3.72 |
| 2026-04 | 21 | 20.7% | 55.3% | $74.00 | $12.0M | -$56.2M | 0.08 |
| 2026-03 | 22 | 24.5% | 61.1% | $68.00 | $4.7M | -$36.3M | 0.15 |
| 2026-02 | 19 | 15.2% | 29.0% | $60.00 | $11.0M | -$53.4M | 0.89 |
| 2026-01 | 20 | 12.4% | 19.4% | $74.00 | $9.6M | -$43.2M | 13.51 |
This archive aggregates EFV's daily end-of-day options snapshots into monthly summaries, spanning 2007-07 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 EFV 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 20.0%, a month-end max-pain strike around $72.00, an average put/call ratio of 14.15.
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
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
2007
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EFV history questions
- How much options history is available for EFV?
- This archive holds 218 months of EFV options analytics, spanning 2007-07 through 2026-06. Each entry is a monthly rollup of EFV'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 EFV archive.
- What data does each monthly EFV aggregate contain?
- Every monthly row summarizes that month of EFV 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 20.0%, an average IV rank of 56.1%, a month-end max-pain strike around $72.00, an average put/call ratio of 14.15.
- How is the EFV options-history archive built and how often does it update?
- The archive is derived from EFV'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 EFV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.