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iShares MSCI All Country Asia ex Japan ETF AAXJ

i

Market dataready · fetched 2026-11-11T15:45:10.394Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-11T15:43:15.456097897Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:45:09.817698+00:00

Share price$107.49
1D+0.3%
$106.84$107.01$107.19$107.37$107.545:30 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$0.88$2.22$3.57$4.91$6.26$98.09$102.58$107.07$111.57$116.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AAXJ spot · $107.49AAXJ PRICE$1.02$1.19$1.38$1.58$1.95$2.42$2.96$3.14$3.45$3.88$4.45$1.34$1.63$2.11$2.52$2.87$3.12$3.47$3.97$4.48$5.17$5.87
Puts——
Calls——
Skew——
Implied moveBearish±$5.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ112.7741.5%5.9%
30Δ111.2737.8%4.6%104.2740.4%4.2%
35Δ110.1335.7%3.7%105.2839.3%3.6%
40Δ109.2233.8%3.1%106.0342.3%3.3%
45Δ108.4834.9%2.7%106.9442.3%2.9%
50Δ107.7637.0%2.5%107.8141.0%2.4%
55Δ106.9739.2%2.3%108.5838.3%1.9%
60Δ106.2635.9%1.8%109.3536.5%1.5%
65Δ105.5534.1%1.4%110.1636.0%1.2%
70Δ104.8133.3%1.1%110.9635.5%0.9%
75Δ104.0033.3%0.9%111.8935.1%0.7%
80Δ112.8334.7%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
112.77
IV
41.5%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
111.27
IV
37.8%
B/E move
4.6%
Puts
Pseudo strike
104.27
IV
40.4%
B/E move
4.2%

35Δ

Calls
Pseudo strike
110.13
IV
35.7%
B/E move
3.7%
Puts
Pseudo strike
105.28
IV
39.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
109.22
IV
33.8%
B/E move
3.1%
Puts
Pseudo strike
106.03
IV
42.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
108.48
IV
34.9%
B/E move
2.7%
Puts
Pseudo strike
106.94
IV
42.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
107.76
IV
37.0%
B/E move
2.5%
Puts
Pseudo strike
107.81
IV
41.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
106.97
IV
39.2%
B/E move
2.3%
Puts
Pseudo strike
108.58
IV
38.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
106.26
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
109.35
IV
36.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
105.55
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
110.16
IV
36.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
104.81
IV
33.3%
B/E move
1.1%
Puts
Pseudo strike
110.96
IV
35.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
104.00
IV
33.3%
B/E move
0.9%
Puts
Pseudo strike
111.89
IV
35.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.83
IV
34.7%
B/E move
0.5%

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%