CAF · Expected Move
MORGAN STANLEY CHINA A SHARE FUND, INC
The expected move for CAF is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CAF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CAF Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$4.80
30-Day ATM IV
53.9%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to CAF's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CAF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $4.80 | $4.80 | 53.9% | 52% |
| 20260227 | $1.70 | $1.70 | 36.4% | 18% |
| 20260226 | $1.67 | $1.67 | 36.2% | 17% |
| 20260225 | $1.98 | $1.98 | 42.7% | 30% |
| 20260224 | $2.02 | $2.02 | 44.9% | 34% |
| 20260223 | $2.02 | $2.02 | 44.7% | 34% |
| 20260221 | $1.52 | $1.52 | — | — |
| 20260220 | $1.52 | $1.33 | 33.9% | 13% |
| 20260219 | $1.55 | $0.88 | 37.2% | 19% |
| 20260218 | $1.57 | $1.12 | 33.6% | 12% |
| 20260217 | $2.05 | $1.12 | 48.4% | 41% |
| 20260213 | $1.58 | $1.12 | 33.6% | 12% |
| 20260212 | $1.70 | $1.35 | 36.1% | 17% |
| 20260211 | $1.80 | $1.35 | 36.4% | 18% |
| 20260210 | $2.20 | $1.35 | 46.9% | 38% |
| 20260209 | $1.83 | $1.38 | 37.4% | 20% |
| 20260206 | $1.95 | $1.70 | 42.6% | 30% |
| 20260205 | $1.82 | $1.27 | 36.4% | 18% |
| 20260204 | $1.30 | $1.30 | 44.5% | 34% |
| 20260203 | $1.80 | $1.80 | 49.0% | 43% |
| 20260202 | $1.55 | $1.55 | 38.4% | 22% |
| 20260130 | $1.62 | $1.62 | 39.0% | 23% |
| 20260129 | $1.80 | $1.80 | 38.9% | 23% |
| 20260128 | $1.80 | $1.80 | 38.7% | 22% |
| 20260127 | $1.75 | $1.75 | 33.4% | 16% |
| 20260126 | $1.68 | $1.68 | 36.1% | 21% |
| 20260123 | $1.82 | $1.82 | 41.4% | 31% |
| 20260122 | $1.55 | $1.55 | 33.2% | 16% |
| 20260121 | $1.48 | $1.48 | 34.9% | 19% |
| 20260120 | $1.48 | $1.48 | 32.2% | 14% |
| 20260116 | $1.93 | $1.30 | 42.4% | 33% |
| 20260115 | $1.60 | $1.40 | 31.2% | 12% |
| 20260114 | $1.70 | $1.33 | 36.3% | 22% |
| 20260113 | $1.62 | $1.33 | 31.3% | 12% |
| 20260112 | $1.80 | $1.43 | 32.9% | 15% |
| 20260109 | $1.80 | $1.48 | 49.8% | 47% |
| 20260108 | $1.77 | $1.48 | 52.1% | 51% |
| 20260107 | $2.05 | $1.50 | 56.7% | 60% |
| 20260106 | $1.80 | $1.52 | 55.1% | 57% |
| 20260105 | $1.70 | $1.33 | 58.3% | 63% |
| 20260102 | $1.35 | $1.35 | 65.7% | 77% |
| 20251231 | $1.30 | $1.30 | 64.8% | 75% |
| 20251230 | $1.35 | $1.35 | 73.9% | 92% |
| 20251229 | $1.12 | $1.12 | 61.2% | 68% |
| 20251226 | $1.05 | $1.05 | 78.1% | 100% |
| 20251224 | $1.43 | $1.43 | 59.3% | 70% |
| 20251223 | $1.43 | $1.43 | 74.2% | 100% |
| 20251222 | $1.40 | $1.40 | 73.9% | 100% |
| 20251219 | $1.58 | $1.30 | 70.9% | 99% |
| 20251218 | $1.58 | $1.27 | 68.3% | 93% |
| 20251217 | $1.62 | $1.35 | 44.5% | 42% |
| 20251216 | $1.77 | $1.58 | 61.5% | 78% |
| 20251215 | $1.67 | $1.35 | 47.7% | 49% |
| 20251212 | $1.65 | $1.35 | 52.8% | 60% |
| 20251211 | $1.70 | $1.40 | 71.0% | 99% |
| 20251210 | $1.68 | $1.42 | 71.6% | 100% |
| 20251209 | $1.70 | $1.42 | 62.5% | 95% |
| 20251208 | $1.77 | $1.50 | 64.4% | 100% |
| 20251205 | $1.98 | $1.88 | 31.4% | 19% |
| 20251204 | $1.88 | $1.68 | 42.6% | 50% |
More on CAF
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.