EVAs with VA contents of 9%, 18%, 28% and 40% by weight and commercially modified montmorillonite clay were melt compounded in a twin-screw extruder. Nanocomposites of different clay loadings (2 to 7.5 wt%) were produced. Two mixing techniques were used to produce these EVA nanocomposites. WAXS measurements have revealed that EVA chains had intercalated into the silicate layers and expanded the interlayer distance. TEM showed that the morphologies of the nanocomposites were of mixed intercalated / exfoliated. Shear rheology was employed to investigate elastic issues related to different EVA nanocomposites. Elasticity of the nanocomposites was compared using first normal stress difference-shear stress plots. The exfoliated morphology shown by EVA28 nanocomposites demonstrated that normal stress difference decreases as shear stress increases.