IEFA
iShares Core MSCI EAFE ETFClosed95.87−0.77 −0.80%USD
Cboe US · as of Oct 14, 16:00 ETAfter hours 95.10 −0.81%
Open
96.06
Prev close
96.64
Day range
95.6196.29
52-week range
85.03101.44
Volume
5.89M0.68×
P/E ttm
16.77
EPS ttm
5.72
Div yield
3.40%
From 52w high
−5.49%
IEFA market-implied price distribution
IEFA Price at Expiry
11 OTM quotes · ATM IV 14.9%
Days to expiry
37
Fri, Nov 20, 2026
P(finish above spot)
54%
spot 95.87
Expected price
96.30
forward 96.26
68% range
92–100
−4.3% / +4.8%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 86.93 | −9.3% |
| 16% | 91.71 | −4.3% |
| 25% | 93.60 | −2.4% |
| 50% (median) | 96.21 | +0.4% |
| 75% | 98.76 | +3.0% |
| 84% | 100.47 | +4.8% |
| 95% | 106.60 | +11.2% |
Move Odds
| Up 5% or more (100.66) | 15% |
|---|---|
| Up 10% or more (105.46) | 6.8% |
| Down 5% or more (91.08) | 14% |
| Down 10% or more (86.28) | 4.0% |
Options price a 10%+ drop at 4.0%, 3.6× the 1.1% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.