Shares of iShares MSCI Japan ETF are down .03 to 11.98 today.? EWJ is near the top of the 52-week range.
Today paper traded 50,000 Mar 12 EWJ puts at .38.? ADV is 32,381 contracts.? The OI is 18,998 contracts.
The volume went up in one block on the bid at the time.? The volume went up marked buy write which would make this a put seller with short stock at a relatively mid-range IV.? The seller is not expecting much movement. ?
30-day implied volatility is 17.8%. ? 10-day implied volatility is 16.8%.? 30-day implied volatility is trading above the 10-day historical volatility.
Shares MSCI Japan ETF (the fund), formerly iShares MSCI Japan Index Fund, is an exchange-traded fund. The Fund seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of publicly traded securities in the Japanese market, as measured by the MSCI Japan Index (the Index).