Options/EFV

EFViShares MSCI EAFE Value ETF

Options Analysis Report

AUM $31.6B|BATS

● 2026-09-11$81.42

VERY BULLISH

Analysis: 2026-09-10 EOD data

1Y +19.4%YTD +12.8%7D -1.9%

Options Vol

30D

Implied Move

±8.6%

IV Rank

EFV Options Overview

IV is low with bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for option buyers

Learn

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EFV Gamma Walls

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Value

Is IV priced right?

7.2

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed

IV Rank

≤35%

IV Rank 10.7% — cheap vs history

IV/HV Ratio

<1.05x

IV/HV 1.94x — IV premium over HV

Sector Relative≤50%

Sector percentile 19% — below sector median

Term Structure

<1.1x

Front/Back 1.30x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 16.6% — normal range

Spread-Adjusted Value

<80%

Effective IV 67.2% (ATM 16.6% + spread 25.3% + bias) — fair

Execution Efficiency

<3.0%

Total drag 41.68% (spread 25.32% + slippage 16.36%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 8.72 (vega 22.087 / spread 25.32%) — efficient

Sentiment

Bullish or bearish?

7.9

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +39%, Raw: +50%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +39% (strong bullish) — Raw: +50%

OI Skew Magnitude

≥15%

|OI skew| 98.8% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +98.8% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -100%, ATM: +100%, OTM: +100% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

3.3

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 1.2x avg — normal

Turnover Rate

≥15%

Vol/OI 0.1% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +0.0% (5d) — stable

Sector Relative≥60%

Sector activity percentile 2% — quiet vs sector

Trade Quality

≥30%

Large trade volume 0% — mostly retail

Execution Urgency

≥60%

Aggressive execution 0% — patient

Flow Conviction

≥30

Conviction +39 (bullish) — moderate

Liquidity

Can I trade efficiently?

2.5

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed

Tradeable Spread

≤5.0%

Spread 25.3% — wide

Adequate OI

≥10,000

OI 14,567 — adequate

Active Volume

≥500

Volume 10/day — thin

Reasonable Cost

≤$0.50

$1.27 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 39% — tighter than sector

Order Book Depth

≥100 contracts

Depth 2.0 contracts (bid:1.0 ask:1.0) — thin

Execution Quality

<1.0%

Avg slippage 16.36% — poor

Timing

Is now a good time?

6.6

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +30.1% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 11% — buyer opportunity

Event Detection

≥10pts kink

IV kink 5.2pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1636.05 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: No earnings detected; FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +39% @ 75% consistency — moderate (bullish)

Smart Money Timing

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers

Long Calls7.6

bullishIV cheap, bullish flow

Long Puts4.6

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put5.1

bullishIV too cheap, bullish flow

Covered Call3.1

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on EFV

EFV gamma walls EFV option chain EFV max pain EFV expected move EFV IV rank EFV put/call ratio EFV options flow