EFAV · IV Rank History

iShares MSCI EAFE Min Vol Factor ETF · ETF

IV rank shows where EFAV's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

EFAV's 30-day at-the-money implied volatility was 17.9% as of Oct 21, 2026. Its 52-week IV rank is 45 and its IV percentile is 69%: IV was lower on 69% of the past year's sessions. Over those 52 weeks it ranged from 9.9% (Feb 13, 2026) to 27.9% (Mar 2, 2026). On the 90-session window our screeners use, the IV rank is 80.

EFAV IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

EFAV IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
45
0 = year low, 100 = year high
IV Percentile
69%
of past-year sessions had lower IV
90-Session IV Rank
80
used by our screeners
30-Day ATM IV
17.9%
1-year average 16.3%
52-Week IV High
27.9%
2026-03-02
52-Week IV Low
9.9%
2026-02-13
History Since
2023-05-02
845 sessions

How these are measured. Implied volatility here is EFAV's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means EFAV options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

EFAV implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 14.9% 17.9% 12.2% 38
Sep 2026 14.6% 18.5% 11.5% 27
Aug 2026 13.5% 15.5% 11.9% 12
Jul 2026 13.7% 15.8% 12.2% 12
Jun 2026 17.1% 22.8% 13.2% 39
May 2026 20.1% 23.8% 16.3% 57
Apr 2026 17.4% 20.7% 15.2% 42
Mar 2026 20.0% 27.9% 14.7% 56
Feb 2026 12.6% 15.4% 9.9% 19
Jan 2026 14.6% 19.8% 10.3% 33
Dec 2025 16.5% 23.1% 10.7% 45
Nov 2025 19.4% 25.6% 16.3% 79
Oct 2025 15.4% 19.4% 9.3% 63
Sep 2025 11.1% 13.5% 9.2% 19
Aug 2025 12.5% 18.6% 9.5% 16
Jul 2025 13.2% 17.8% 11.1% 15
Jun 2025 13.4% 17.0% 11.3% 20
May 2025 14.4% 17.7% 10.6% 26
Apr 2025 18.6% 28.3% 13.9% 50
Mar 2025 13.8% 17.9% 11.5% 25
Feb 2025 13.0% 21.7% 9.9% 20
Jan 2025 11.4% 16.3% 9.5% 9
Dec 2024 14.6% 22.5% 10.6% 28
Nov 2024 16.3% 26.6% 11.9% 50
Oct 2024 15.0% 21.8% 12.1% 52
Sep 2024 12.1% 14.5% 10.5% 46
Aug 2024 12.5% 18.1% 9.9% 48
Jul 2024 12.1% 21.7% 8.3% 51
Jun 2024 13.2% 19.3% 11.1% 65
May 2024 11.0% 17.2% 3.8% 48
Apr 2024 11.1% 17.3% 8.2% 25
Mar 2024 9.1% 10.8% 7.5% 3
Feb 2024 10.2% 11.5% 9.2% 6
Jan 2024 10.5% 11.8% 9.3% 7
Dec 2023 10.3% 24.6% 8.4% 5
Nov 2023 12.8% 40.1% 9.5% 15
Oct 2023 16.8% 33.6% 12.5% 31
Sep 2023 15.5% 34.6% 9.0% 24
Aug 2023 17.0% 33.5% 11.1% 29
Jul 2023 11.5% 18.3% 8.5% 9
Jun 2023 11.3% 24.1% 9.3% 5
May 2023 17.1% 37.9% 10.3% 32

EFAV IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 80 17.9% —
2026-10-20 68 17.0% —
2026-10-19 73 17.4% —
2026-10-16 77 17.7% —
2026-10-15 21 13.2% —
2026-10-14 34 14.2% 25.9%
2026-10-13 48 15.4% 21.3%
2026-10-12 10 12.4% 20.1%
2026-10-09 11 12.7% 14.7%
2026-10-08 12 12.8% 17.1%
2026-10-07 7 12.2% 15.8%
2026-10-06 25 14.3% 19.5%
2026-10-05 31 15.0% 19.3%
2026-10-02 37 15.7% 20.0%
2026-10-01 36 15.6% 18.2%
2026-09-30 38 15.8% 19.0%
2026-09-29 38 15.7% 19.8%
2026-09-28 19 13.6% 12.4%
2026-09-25 49 17.0% 18.5%
2026-09-24 31 15.0% —
2026-09-23 62 18.5% —
2026-09-22 16 13.3% —
2026-09-21 11 12.8% —
2026-09-18 31 14.9% —
2026-09-17 63 18.5% —
2026-09-16 29 14.7% 26.0%
2026-09-15 43 16.8% 23.0%
2026-09-14 20 14.0% 25.3%
2026-09-11 28 14.9% 16.8%
2026-09-10 28 15.0% 14.6%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.