The Motley FoolT3·9mo ago
AAXJ iShares MSCI All Country Asia ex Japan ETF
ETF 107.13 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
AAXJ
$107.13
—
Key stats
$107.13
- 52-Week Range
- $87.98 – $124.89
- YTD
- +11.56%
- IV Rank (30D)
- 31.52
- Straddle Price
- $6.50
- P/C Vol Ratio
- 1.00
- Open
- $106.45
- Day Range
- $106.22 – $107.55
- Volume
- 543,512
- Prev Close
- $106.40
About
iShares MSCI All Country Asia ex Japan ETF (AAXJ) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2008-08-13
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 23, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity
Single Country#18 of 163 by assets
iShares
Japan
Developed ex-US
Index-tracking
- Expense ratio
- 0.72% issuer, Oct 27, 2026
- Assets
- $3.6B issuer-reported, Oct 23, 2026
- Trailing yield
- 1.44% paid semi-annual
- Average daily volume
- $63M 30 sessions
- Holdings
- 964 top 10 are 41.7%
- Listed
- Aug 13, 2008 Nasdaq
- Last fee change
- +2 bp filed Nov 22, 2024
- Net asset value
- $107.35 issuer, Oct 26, 2026 · closed +0.08% to NAV
- Median bid/ask spread
- 0.05% 30 days, issuer-reported
- 30-day SEC yield
- 0.83% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +29.9% issuer, through Sep 30, 2026 · 3 years +24.6% a year · 5 years +8.6% · 10 years +8.9%
- Distributions, 12 months
- $1.55 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- -1.44 pts vs index, after fees, FY 2025
Cost19
Liquidity93
Scale95
Diversification50
Moves with. Emerging markets over US (64% of its variance, beta 1.07); US large-cap stocks (38% of its variance, beta 1.03). These factors explain 99% of its daily moves over the last year.
Stated objective. The iShares MSCI All Country Asia ex Japan ETF (the Fund ) seeks to track the investment results of an index composed of Asian equities, excluding Japan. (from the fund's prospectus)
All 964 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
daily as of Oct 23, 2026issuer datathrough Jul 2026SEC filings- Oct 23, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- $0 0.0% of assets
- Year to date
- +$119M −$66M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 23, 2026 | $0 |
| Oct 22, 2026 | $0 |
| Oct 21, 2026 | $0 |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- $0 latest reported month
- Latest 3 months
- −$237M −6.4% of assets
- Latest 12 months
- −$12M −0.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | $0 |
| Jun 2026 | −$73M |
| May 2026 | −$164M |
| Apr 2026 | +$32M |
| Mar 2026 | −$210M |
| Feb 2026 | +$127M |
| Jan 2026 | +$317M |
| Dec 2025 | −$109M |
| Nov 2025 | −$75M |
| Oct 2025 | $0 |
| Sep 2025 | +$142M |
| Aug 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| FLAXFranklin FTSE Asia ex Japan ETF | 87% | 0.19% | $60M | +13.6% | compare |
| EEMAiShares MSCI Emerging Markets Asia ETF | 86% | 0.49% | $796M | +13.0% | compare |
| EEMiShares MSCI Emerging Markets ETF | 81% | 0.72% | $28.7B | +12.9% | compare |
| EEMXState Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF | 81% | 0.30% | $171M | +13.3% | compare |
| BBEMJPMorgan BetaBuilders Emerging Markets Equity ETF | 78% | 0.15% | $812M | +9.2% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 23, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 0.1% of weight in 7 days; 0.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.01%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Jan 31, 2026 → Apr 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | HonPrecision Inc | — | 0.12% | — |
| New position | Yangtze Optical Fibre and Cable Joint Stock Limited Company | — | 0.10% | — |
| New position | HYUNDAI ENGINEERING & CONSTRUCTION CO.,LTD | — | 0.08% | — |
| Increase | LS ELECTRIC CO., LTD | 0.06% | 0.14% | +401.5% |
| New position | SenseTime Group Inc | — | 0.07% | — |
| Exit | COWAY Co., Ltd. | 0.03% | — | — |
| New position | ADITYA BIRLA CAPITAL LIMITED | — | 0.03% | — |
| Decrease | KEPPEL LTD. | 0.15% | 0.12% | −12.9% |
| New position | L&T Finance Limited | — | 0.03% | — |
| New position | HSIGFHesai Group | — | 0.03% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Jul 31, 2025SEC census- Authorized participants
- 3 active of 40 with agreements; top 3 did 100%
- Created · redeemed
- $224M · $161M over the fiscal year
- Redemptions in kind
- 96% creations 95% in kind
- Creation unit
- 200,000 shares
- Securities lending
- 1.03% of assets on loan on average; earned 2.2 bp
- Return vs index
- -1.44 pts after fees; -1.44 before; daily s.d. 15.93
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-10-23
Holdings
964
AUM
$3.6B
Provider
iShares (BlackRock)
Inception
2008-08-13
Exchange
XNAS
Data As Of
2026-10-23
Expense Ratio
0.72%
Dividend Yield
1.44%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.4208 | CD |
| 2025-12-16 | 2025-12-19 | $1.1245 | CD |
| 2025-06-16 | 2025-06-20 | $0.5599 | CD |
| 2024-12-17 | 2024-12-20 | $1.0738 | CD |
| 2024-06-11 | 2024-06-17 | $0.2654 | CD |
| 2023-12-20 | 2023-12-27 | $1.1081 | CD |
Asset Allocation
Top Holdings
top 50 of 964 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TAIWAN SEMICONDUCTOR MANUFACTURING | 17.87% | Equity (Foreign) | TW |
| — | SAMSUNG ELECTRONICS LTD | 7.55% | Equity (Foreign) | KR |
| — | SK HYNIX | 5.28% | Equity (Foreign) | KR |
| — | TENCENT HOLDINGS | 2.98% | Equity (Foreign) | CN |
| — | ALIBABA GROUP HOLDING | 2.07% | Equity (Foreign) | CN |
| — | MEDIATEK | 1.76% | Equity (Foreign) | TW |
| D05 | DBS GROUP HOLDINGS LTD | 1.22% | Equity (Foreign) | SG |
| — | CHINA CONSTRUCTION BANK CORP H | 1.04% | Equity (Foreign) | CN |
| — | SAMSUNG ELECTRONICS NON VOTING PRE | 1.01% | Equity (Foreign) | KR |
| — | AIA GROUP | 0.93% | Equity (Foreign) | HK |
| — | HON HAI PRECISION INDUSTRY | 0.92% | Equity (Foreign) | TW |
| — | DELTA ELECTRONICS | 0.91% | Equity (Foreign) | TW |
| HDFCBANK | HDFC BANK | 0.82% | Equity (Foreign) | IN |
| ICICIBANK | ICICI BANK | 0.77% | Equity (Foreign) | IN |
| O39 | OVERSEA-CHINESE BANKING | 0.73% | Equity (Foreign) | SG |
| RELIANCE | RELIANCE INDUSTRIES LTD | 0.71% | Equity (Foreign) | IN |
| — | ASE TECHNOLOGY HOLDING | 0.66% | Equity (Foreign) | TW |
| — | INDUSTRIAL AND COMMERCIAL BANK OF | 0.60% | Equity (Foreign) | CN |
| — | XIAOMI | 0.58% | Equity (Foreign) | CN |
| BHARTIARTL | BHARTI AIRTEL LTD | 0.55% | Equity (Foreign) | IN |
| — | SK SQUARE | 0.53% | Equity (Foreign) | KR |
| — | HONG KONG EXCHANGES AND CLEARING | 0.53% | Equity (Foreign) | HK |
| — | BANK OF CHINA LTD H | 0.51% | Equity (Foreign) | CN |
| — | SAMSUNG ELECTRO MECHANICS LTD | 0.47% | Equity (Foreign) | KR |
| — | MEITUAN | 0.45% | Equity (Foreign) | CN |
| — | UNIMICRON TECHNOLOGY | 0.44% | Equity (Foreign) | TW |
| — | ELITE MATERIAL | 0.43% | Equity (Foreign) | TW |
| — | UNITED MICRO ELECTRONICS CORP | 0.43% | Equity (Foreign) | TW |
| — | NAN YA PLASTICS CORP | 0.42% | Equity (Foreign) | TW |
| — | FUBON FINANCIAL HOLDING | 0.42% | Equity (Foreign) | TW |
| — | NETEASE | 0.41% | Equity (Foreign) | CN |
| PDD | PDD HOLDINGS ADS | 0.40% | Equity (Foreign) | CN |
| U11 | UNITED OVERSEAS BANK | 0.39% | Equity (Foreign) | SG |
| — | KB FINANCIAL GROUP | 0.39% | Equity (Foreign) | KR |
| — | CTBC FINANCIAL HOLDING | 0.38% | Equity (Foreign) | TW |
| — | PING AN INSURANCE (GROUP) CO OF CH | 0.37% | Equity (Foreign) | CN |
| — | BLK CSH FND TREASURY SL AGENCY | 0.37% | Cash/Money Market | US |
| INFY | INFOSYS | 0.36% | Equity (Foreign) | IN |
| — | BYD H | 0.33% | Equity (Foreign) | CN |
| — | CATHAY FINANCIAL HOLDING | 0.33% | Equity (Foreign) | TW |
| — | QUANTA COMPUTER | 0.31% | Equity (Foreign) | TW |
| — | ASIA VITAL COMPONENTS | 0.30% | Equity (Foreign) | TW |
| — | JD.COM CLASS A | 0.30% | Equity (Foreign) | CN |
| — | HYUNDAI MOTOR | 0.29% | Equity (Foreign) | KR |
| AXISBANK | AXIS BANK | 0.29% | Equity (Foreign) | IN |
| — | TS FINANCIAL HOLDING | 0.29% | Equity (Foreign) | TW |
| — | SHINHAN FINANCIAL GROUP | 0.28% | Equity (Foreign) | KR |
| SE | SEA ADS REPRESENTING LTD CLASS A | 0.27% | Equity (Foreign) | SG |
| — | ACCTON TECHNOLOGY | 0.27% | Equity (Foreign) | TW |
| — | MAHINDRA AND MAHINDRA LTD | 0.26% | Equity (Foreign) | IN |
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI All Country Asia ex Japan ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-23)
Net assets:
$3.72B
· 955 total positions
· equity 96.98%
· non-equity 7.01%
Non-equity holdings
— 46 positions,
7.01% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 4.16% | $154.7M | 2 |
| Other | 2.86% | $106.4M | 43 |
| Derivative (equity) | -0.02% | $-746823 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 3.42% | -1.97% | 7.96% | -3.65% | 1.07% | 4.44% | 1.88% |
| Feb | -1.69% | -4.16% | -9.11% | 3.49% | 2.32% | 6.01% | -0.52% |
| Mar | -4.81% | -3.70% | 1.50% | 1.50% | 1.61% | -8.21% | -2.02% |
| Apr | -0.03% | -7.05% | -2.04% | 0.06% | -0.71% | 13.05% | 0.55% |
| May | 0.88% | 0.96% | -2.50% | 2.95% | 4.87% | 8.10% | 2.54% |
| Jun | -1.62% | -2.69% | 0.93% | 1.21% | 5.64% | -2.41% | 0.18% |
| Jul | -6.44% | -1.00% | 4.91% | 0.17% | 1.11% | -4.71% | -0.99% |
| Aug | 0.58% | -0.67% | -5.91% | 2.76% | 3.58% | 4.89% | 0.87% |
| Sep | -5.55% | -11.85% | -4.41% | 9.70% | 6.26% | 0.13% | -0.95% |
| Oct | 1.95% | -6.06% | -2.92% | -4.35% | 2.79% | -8.37%* | -2.83% |
| Nov | -4.25% | 17.66% | 5.79% | -2.75% | -3.10% | -- | 2.67% |
| Dec | -0.79% | -2.78% | 1.48% | -3.13% | 0.65% | -- | -0.91% |
| Total | -17.35% | -23.04% | -5.58% | 7.36% | 28.95% | 11.15% | 0.25% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $112.92
SMA 50: $115.25
SMA 200: $109.93
Current: $107.13
EMA 12: $109.74
EMA 26: $112.35
MACD: -2.6077 | Signal: -0.7597
BEARISH
ADX (14): 30.90
TREND
+DI: 15.71
−DI: 44.60
Momentum Oscillators
RSI (14): 33.80
NEUTRAL
Stoch %K: 7.64
Stoch %D: 7.96
Williams %R: -86.09
Volume & Volatility
BB Upper: $121.67
BB Lower: $104.17
NEUTRAL
OBV: 8,719,075
Vol SMA 20: 553,969
Vol ROC: 427.08%
ATR: $1.93
True Range: $1.33
HV 20: 20.2%
HV 30: 21.4%
HV 60: 21.3%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-28T00:00:00 – 2026-10-26T00:00:00
AI Analysis
LLM Stock Analysis Report
SYMBOL: AAXJ
Executive Summary:
Overall Assessment: NEUTRAL (Confidence Level: 7/10)
Key Drivers: Low volatility, positive news sentiment, and bullish MACD signal.
Primary Risks: Limited upside potential due to low volatility, and potential bearish catalysts in the options market.
Investment Thesis:
AAXJ has been trading within a narrow range, indicating low volatility. Recent news headlines have been predominantly positive, which could continue to support prices. However, the options market is pricing in a relatively high expected move, which may indicate some uncertainty or caution among investors. As such, I recommend a cautious approach and monitoring of key levels.
Recent News Sentiment Impact:
The recent news headlines have been generally positive, with 4 out of 6 articles having a positive sentiment. This could support prices and contribute to the bullish MACD signal.
Technical Analysis:
Trend Direction:
- Short-term (1-4 weeks): Uptrend
- Medium-term (1-3 months): Consolidation
- Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Key price levels from moving averages:
- SMA 20: $102.78
- SMA 50: $100.44
- SMA 200: $91.13
- Technical patterns:
- Bollinger Bands: Neutral (Price within the bands)
Momentum Signals:
- RSI interpretation: Neutral (45.27)
- MACD signal: Bullish (Histogram: 0.26)
- Bollinger Bands position: Neutral
Volume Analysis:
- Volume trends: Low volume
- Institutional interest signals: Low interest
News & Sentiment Analysis:
Recent Headlines Summary:
- Positive news headlines have dominated, with a focus on the ETF's performance and market outlook.
Sentiment Assessment:
- Aggregate sentiment: POSITIVE (4/6 positive articles)
Catalyst Identification:
- Upcoming events: None
- Earnings: No earnings data available
- Regulatory changes: None
Market Narrative:
- News headlines align with the bullish MACD signal, indicating a potential uptrend.
Risk & Volatility Assessment:
Beta Interpretation:
- Beta: 0.75 (vs SPY) - Low volatility
Volatility Regime:
- Current vs historical volatility levels: Low volatility
Options Market Signals:
- IV rank: 18.3% (Low)
- Put/call ratios: Bearish sentiment
- Unusual activity: None
Downside Protection:
- Support levels: SMA 20 ($102.78), SMA 50 ($100.44)
- Risk management considerations: Monitor volume and momentum indicators for potential signs of weakness.
Market Context & Positioning:
Sector Performance:
- Relative strength vs sector/market: Neutral (AAXJ is performing similarly to the broader market)
Institutional Activity:
- Volume patterns suggesting institutional interest: Low interest
Correlation Analysis:
- How stock moves relative to market: 0.74 (High correlation with SPY)
Relative Valuation:
- Position within trading range: Consolidation (Price within the bands)
Key Levels & Action Items:
Critical Price Levels:
- Support/resistance levels:
- SMA 20 ($102.78)
- SMA 50 ($100.44)
Breakout/Breakdown Levels:
- Technical levels that could trigger significant moves:
- Bollinger Bands (Upper: $108.96, Lower: $96.61)
Time-Sensitive Catalysts:
- Earnings dates: No earnings data available
- FDA approvals: None
- Product launches: None
Risk Management:
- Stop-loss levels: Monitor SMA 20 and SMA 50 for potential signs of weakness.
- Position sizing considerations: Consider reducing position size due to low volatility.
By analyzing the technical indicators, news headlines, and risk metrics, it appears that AAXJ is trading within a consolidation phase. While there are some bullish signals present, such as the MACD signal, the overall sentiment remains neutral due to the low volatility and mixed news headlines. As such, I recommend a cautious approach and monitoring of key levels for potential signs of weakness or strength.
Generated
News
All AAXJ news →
Zacks Investment ResearchT3·36mo ago
Zacks Investment ResearchT3·41mo ago
Seeking AlphaT3·59mo ago
Investing.comT3·62mo ago
AAXJ Options Activity & IV Rank
AAXJ IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 28.3%
7-DTE IV: —
Expected Move: $6.50
7-DTE Move: $6.50
Days to Exp: 25 (2026-11-20)
Options Flow
Call Volume: 9
Put Volume: 9
P/C Volume: 1.0
NEUTRAL
Call OI: 17
Put OI: 9
P/C OI: 0.529
Total OI: 26
ATM Options Pricing
ATM Call: $3.30
ATM Put: $3.20
Call %: 3.1%
Put %: 3.0%
Chain Summary
Chain Volume: 607
Chain OI: 813
Last Updated: 10/26/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 34th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
34%
vs own history
GEX tilt
+0.13
OI-weighted, today
Vanna tilt
-0.45
δ-sensitivity to IV
Charm tilt
+0.44
δ-decay vs time
Vanna tilt -0.45: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +0.44: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 8 ATM contracts, 0k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
as of Oct 26 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 26 · ATM 29.1% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)31.5MediumOct 26
Straddle Price (30 DTE)$6.50Oct 26
Beta Analysis
Risk Metrics
Beta: 1.5553
Alpha: -4.29%
Correlation: 0.7562
R-Squared: 57.2%
Stock Volatility: 26.2%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
AAXJ Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
3 filers$7.20M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $3.66M | 50.88% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $3.32M | 46.07% | 2026-06-30 |
| 3 | PMC FIG Opportunities LLC | $219.39K | 3.05% | 2026-06-30 |
2 filers$5.42M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $3.37M | 62.11% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $2.05M | 37.89% | 2026-06-30 |
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
809.46K
SI % of Float
2.38%
Days to Cover
1.64
Short Vol Ratio
51.4%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-26
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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