EFV · IV Rank History

iShares MSCI EAFE Value ETF · ETF

IV rank shows where EFV'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.

EFV's 30-day at-the-money implied volatility was 17.0% as of Oct 21, 2026. Its 52-week IV rank is 27 and its IV percentile is 49%: IV was lower on 49% of the past year's sessions. Over those 52 weeks it ranged from 9.4% (Jan 16, 2026) to 37.9% (Nov 17, 2025). On the 90-session window our screeners use, the IV rank is 30.

EFV 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).

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

52-Week IV Rank
27
0 = year low, 100 = year high
IV Percentile
49%
of past-year sessions had lower IV
90-Session IV Rank
30
used by our screeners
30-Day ATM IV
17.0%
1-year average 18.2%
52-Week IV High
37.9%
2025-11-17
52-Week IV Low
9.4%
2026-01-16
History Since
2023-05-02
845 sessions

How these are measured. Implied volatility here is EFV'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 EFV 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.

EFV implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 16.2% 17.7% 12.5% 23
Sep 2026 17.6% 27.7% 12.8% 31
Aug 2026 14.6% 22.4% 12.4% 9
Jul 2026 15.5% 18.8% 13.5% 10
Jun 2026 19.6% 29.2% 15.8% 36
May 2026 21.2% 26.9% 18.9% 60
Apr 2026 20.7% 24.7% 16.7% 56
Mar 2026 24.2% 27.5% 20.4% 53
Feb 2026 17.3% 26.6% 14.5% 28
Jan 2026 15.3% 28.7% 9.4% 20
Dec 2025 16.4% 28.8% 10.8% 20
Nov 2025 20.8% 37.9% 13.3% 41
Oct 2025 15.2% 23.7% 11.1% 22
Sep 2025 18.3% 31.3% 11.9% 45
Aug 2025 16.8% 22.9% 12.5% 34
Jul 2025 14.1% 17.7% 10.6% 15
Jun 2025 14.6% 21.8% 11.6% 13
May 2025 17.5% 23.2% 15.1% 27
Apr 2025 22.9% 31.7% 16.8% 47
Mar 2025 17.1% 26.1% 13.7% 26
Feb 2025 16.3% 24.1% 12.0% 22
Jan 2025 16.0% 37.3% 10.2% 25
Dec 2024 18.0% 27.0% 11.3% 26
Nov 2024 19.9% 27.2% 11.5% 31
Oct 2024 20.7% 30.0% 16.0% 32
Sep 2024 18.3% 27.2% 15.4% 22
Aug 2024 21.6% 37.2% 13.0% 28
Jul 2024 18.4% 23.0% 13.7% 21
Jun 2024 19.4% 25.5% 13.8% 24
May 2024 19.9% 25.4% 13.5% 25
Apr 2024 19.4% 46.8% 11.9% 24
Mar 2024 13.8% 18.8% 10.8% 6
Feb 2024 15.0% 22.2% 12.3% 8
Jan 2024 16.7% 44.1% 12.0% 11
Dec 2023 29.0% 43.8% 12.2% 34
Nov 2023 34.1% 50.4% 12.9% 42
Oct 2023 31.8% 51.5% 14.1% 38
Sep 2023 38.4% 55.5% 13.2% 50
Aug 2023 31.4% 64.6% 11.9% 38
Jul 2023 35.5% 62.9% 13.7% 47
Jun 2023 29.9% 58.8% 13.6% 40
May 2023 28.9% 55.4% 11.8% 33

EFV IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 30 17.0% —
2026-10-20 25 16.2% —
2026-10-19 20 15.5% —
2026-10-16 19 15.7% —
2026-10-15 16 15.1% —
2026-10-14 31 17.6% 27.6%
2026-10-13 30 17.4% 21.8%
2026-10-12 23 16.2% 20.3%
2026-10-09 19 15.7% 17.7%
2026-10-08 0 12.5% 16.8%
2026-10-07 29 17.2% 18.9%
2026-10-06 24 16.4% 18.7%
2026-10-05 24 16.5% 18.5%
2026-10-02 23 16.3% 16.7%
2026-10-01 31 17.7% 15.5%
2026-09-30 31 17.7% 18.5%
2026-09-29 26 16.8% 18.0%
2026-09-28 27 17.0% 18.0%
2026-09-25 19 15.7% 14.4%
2026-09-24 38 18.8% —
2026-09-23 25 16.6% —
2026-09-22 25 16.7% —
2026-09-21 29 17.2% —
2026-09-18 28 17.0% —
2026-09-17 18 15.5% —
2026-09-16 32 17.8% 23.7%
2026-09-15 34 18.2% 59.3%
2026-09-14 13 14.6% 22.4%
2026-09-11 2 12.8% 14.9%
2026-09-10 17 15.2% 22.1%

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.