IntraAlpha
Create free account Start free

iShares MSCI All Country Asia ex Japan ETF AAXJ

i

Market dataready · fetched 2026-11-11T15:59:51.215Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:59:47.205563254Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:59:50.444819+00:00

Share price$107.88
1D+0.7%
$106.81$107.09$107.37$107.64$107.925:30 AM6:30 AM9:00 AM1:00 PMAAXJ
Sold putSold call

iShares MSCI All Country Asia ex Japan ETF options

Live interpolated AAXJ call and put midpoint premiums by absolute delta.iShares MSCI All Country Asia ex Japan ETF$1.99$6.68$11.36$16.05$20.73$92.94$100.33$107.72$115.12$122.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AAXJ spot · $107.88AAXJ PRICE$2.50$2.69$2.98$3.44$4.19$5.04$5.56$6.34$7.31$3.02$3.47$4.17$4.97$5.91$7.10$8.56$10.45$12.73$19.38
Puts——
Calls——
Skew——
Implied moveBearish±$7.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ104.4034.9%6.0%
40Δ111.0926.8%5.3%106.0433.3%4.9%
45Δ109.7124.2%4.2%107.4833.4%4.2%
50Δ108.6022.7%3.4%108.9433.8%3.6%
55Δ107.6222.5%2.9%110.4834.3%3.1%
60Δ106.5323.8%2.6%112.1735.5%2.6%
65Δ105.3825.0%2.4%114.0936.8%2.2%
70Δ104.3724.0%1.9%116.4238.7%1.8%
75Δ103.2223.7%1.6%119.1440.5%1.4%
80Δ101.9223.7%1.3%125.9551.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.40
IV
34.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
111.09
IV
26.8%
B/E move
5.3%
Puts
Pseudo strike
106.04
IV
33.3%
B/E move
4.9%

45Δ

Calls
Pseudo strike
109.71
IV
24.2%
B/E move
4.2%
Puts
Pseudo strike
107.48
IV
33.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
108.60
IV
22.7%
B/E move
3.4%
Puts
Pseudo strike
108.94
IV
33.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
107.62
IV
22.5%
B/E move
2.9%
Puts
Pseudo strike
110.48
IV
34.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
106.53
IV
23.8%
B/E move
2.6%
Puts
Pseudo strike
112.17
IV
35.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
105.38
IV
25.0%
B/E move
2.4%
Puts
Pseudo strike
114.09
IV
36.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
104.37
IV
24.0%
B/E move
1.9%
Puts
Pseudo strike
116.42
IV
38.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
103.22
IV
23.7%
B/E move
1.6%
Puts
Pseudo strike
119.14
IV
40.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
101.92
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
125.95
IV
51.1%
B/E move
1.2%

Options history

IV · four-Friday blend27.66%
Daily close
AAXJ22.1%29.5%37.0%2026-08-13: 31.22%2026-08-14: 28.26%2026-08-17: 31.70%2026-08-18: 31.09%2026-08-19: 31.67%2026-08-20: 34.53%2026-08-21: 27.42%2026-08-24: 28.31%2026-08-25: 25.82%2026-08-26: 25.54%2026-08-27: 26.20%2026-08-28: 24.73%2026-08-31: 26.26%2026-09-01: 25.10%2026-09-02: 24.21%2026-09-03: 23.43%2026-09-04: 23.10%2026-09-08: 26.42%2026-09-09: 26.01%2026-09-10: 25.98%2026-09-11: 25.86%2026-09-14: 29.91%2026-09-15: 32.16%2026-09-16: 30.03%2026-09-17: 32.18%2026-09-18: 24.46%2026-09-21: 25.32%2026-09-22: 24.62%2026-09-23: 24.66%2026-09-24: 25.24%2026-09-25: 24.03%2026-09-28: 25.40%2026-09-29: 25.26%2026-09-30: 25.08%2026-10-01: 25.54%2026-10-02: 25.14%2026-10-05: 25.70%2026-10-06: 25.96%2026-10-07: 25.62%2026-10-08: 26.78%2026-10-09: 25.64%2026-10-12: 24.74%2026-10-13: 30.44%2026-10-14: 33.04%2026-10-15: 35.95%2026-10-16: 25.07%2026-10-19: 25.55%2026-10-20: 25.38%2026-10-21: 24.76%2026-10-22: 26.23%2026-10-23: 26.51%2026-10-26: 26.27%2026-10-27: 27.01%2026-10-28: 26.20%2026-10-29: 27.45%2026-10-30: 27.66%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.22%
28.26%
31.70%
31.09%
31.67%
34.53%
27.42%
28.31%
25.82%
25.54%
26.20%
24.73%
26.26%
25.10%
24.21%
23.43%
23.10%
26.42%
26.01%
25.98%
25.86%
29.91%
32.16%
30.03%
32.18%
24.46%
25.32%
24.62%
24.66%
25.24%
24.03%
25.40%
25.26%
25.08%
25.54%
25.14%
25.70%
25.96%
25.62%
26.78%
25.64%
24.74%
30.44%
33.04%
35.95%
25.07%
25.55%
25.38%
24.76%
26.23%
26.51%
26.27%
27.01%
26.20%
27.45%
27.66%