EFA implied volatility

EFA implied volatility: the term structure across expirations and the front expiry's smile by strike.

• EFA options traded $7.92M in premium on 2026-11-02: $1.97M in calls and $5.95M in puts, a net bearish lean of $2.57M.
• Put/call ratio 3.02.
• Options price a move of about ±$2.17 by 2026-11-06.
• Max pain for 2026-11-06 is $102.0.

Updated 2026-11-02 19:11 UTC