iShares Core MSCI EAFE ETF (IEFA) Options History
Historical options analytics archive for IEFA with monthly max pain, implied volatility, gamma exposure, and put/call data.
160 months of complete options data available.
IEFA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IEFA. 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 | 26.6% | 23.1% | $97.00 | $219.2K | -$3.5M | 1.61 |
| 2026-05 | 20 | 20.7% | 44.3% | $106.00 | $238.9K | -$2.0M | 10.58 |
| 2026-04 | 21 | 22.3% | 46.6% | $94.00 | -$814.9K | -$4.5M | 3.46 |
| 2026-03 | 22 | 26.3% | 53.0% | $90.00 | -$776.7K | $6.1M | 2.47 |
| 2026-02 | 19 | 16.1% | 24.2% | $91.00 | -$60.3K | -$4.2M | 0.63 |
| 2026-01 | 20 | 13.9% | 18.0% | $91.00 | -$243.6K | -$366.7K | 1.63 |
This archive aggregates IEFA's daily end-of-day options snapshots into monthly summaries, spanning 2013-03 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 IEFA 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 26.6%, a month-end max-pain strike around $97.00, an average put/call ratio of 1.61.
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
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2018
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2017
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2016
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2015
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2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IEFA history questions
- How much options history is available for IEFA?
- This archive holds 160 months of IEFA options analytics, spanning 2013-03 through 2026-06. Each entry is a monthly rollup of IEFA'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 IEFA archive.
- What data does each monthly IEFA aggregate contain?
- Every monthly row summarizes that month of IEFA 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 26.6%, an average IV rank of 23.1%, a month-end max-pain strike around $97.00, an average put/call ratio of 1.61.
- How is the IEFA options-history archive built and how often does it update?
- The archive is derived from IEFA'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 IEFA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.