Shares of the iShares MSCI Index Fund (EFA) are trading down .02 today to $55.33. EFA is trading in a .15 range today.
Paper sold the EFA Jan 2013 50/53 put spread in a large block of 8,000 contract .42 near the close yesterday.? The put spread is about unchanged this morning.? Volatility is near unchanged after this trade.? Open interest is very high on the strike.
30-day implied volatility is 16.25%.?? 10-day implied volatility is 11.60%.? 30-day implied volatility is trading just over the 10-day historical volatility.? EFA has seen a low of 51.63 since mid- September.
iShares MSCI Index Fund is the ETF that tracks the MSCI Index