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iShares MSCI All Country Asia ex Japan ETF AAXJ

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Market dataready · fetched 2026-10-22T04:24:48.552Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.264693089Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:24:47.533793+00:00

Share price$109.39
1D-0.2%
AH$108.69$108.95$109.21$109.47$109.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAXJ
Sold putSold callAH

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$1.37$3.12$4.88$6.63$8.39$96.29$102.97$109.66$116.35$123.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAXJ spot · $109.39AAXJ PRICE$1.56$1.74$1.94$2.23$2.46$2.71$3.06$4.01$4.29$4.92$5.77$6.78$7.36$1.79$1.73$2.22$2.44$2.64$2.81$3.31$3.74$4.54$5.01$5.82$7.36$7.88
PutsCheap0.88×
CallsExpensive1.18×
SkewBullish-1.17 pp
Implied moveBearish±$6.37
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.2447.6%15.0%98.5048.6%11.6%
25Δ119.2239.5%10.6%102.6436.7%7.8%
30Δ116.1334.3%7.9%104.5935.6%6.4%
35Δ114.1232.2%6.4%106.4032.0%5.0%
40Δ112.4429.3%5.0%107.8528.6%3.8%
45Δ111.1227.1%4.1%109.0225.7%2.9%
50Δ110.0326.1%3.4%110.0225.7%2.4%
55Δ108.9729.5%3.3%110.9824.9%2.0%
60Δ107.9427.2%2.6%112.0926.0%1.7%
65Δ106.8627.1%2.2%113.0124.9%1.3%
70Δ105.6427.6%1.8%114.1525.0%1.0%
75Δ104.2928.3%1.5%115.9127.2%0.8%
80Δ103.2425.7%1.1%116.7925.2%0.4%

20Δ

Calls
Pseudo strike
124.24
IV
47.6%
B/E move
15.0%
Puts
Pseudo strike
98.50
IV
48.6%
B/E move
11.6%

25Δ

Calls
Pseudo strike
119.22
IV
39.5%
B/E move
10.6%
Puts
Pseudo strike
102.64
IV
36.7%
B/E move
7.8%

30Δ

Calls
Pseudo strike
116.13
IV
34.3%
B/E move
7.9%
Puts
Pseudo strike
104.59
IV
35.6%
B/E move
6.4%

35Δ

Calls
Pseudo strike
114.12
IV
32.2%
B/E move
6.4%
Puts
Pseudo strike
106.40
IV
32.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
112.44
IV
29.3%
B/E move
5.0%
Puts
Pseudo strike
107.85
IV
28.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
111.12
IV
27.1%
B/E move
4.1%
Puts
Pseudo strike
109.02
IV
25.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
110.03
IV
26.1%
B/E move
3.4%
Puts
Pseudo strike
110.02
IV
25.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
108.97
IV
29.5%
B/E move
3.3%
Puts
Pseudo strike
110.98
IV
24.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
107.94
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
112.09
IV
26.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
106.86
IV
27.1%
B/E move
2.2%
Puts
Pseudo strike
113.01
IV
24.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
105.64
IV
27.6%
B/E move
1.8%
Puts
Pseudo strike
114.15
IV
25.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
104.29
IV
28.3%
B/E move
1.5%
Puts
Pseudo strike
115.91
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
103.24
IV
25.7%
B/E move
1.1%
Puts
Pseudo strike
116.79
IV
25.2%
B/E move
0.4%

Options history

No recorded observations