CAF (MORGAN STANLEY CHINA A SHARE FUND, INC)

Expected Move & Straddle Price History

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).

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.

Current CAF Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$4.80
Avg IV
0.7%
IV Rank
42%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260302 $4.80 $4.80 0.7% 42%
20260227 $1.70 $1.70 0.5% 24%
20260226 $1.67 $1.67 0.5% 17%
20260225 $1.98 $1.98 0.5% 18%
20260224 $2.02 $2.02 0.6% 25%
20260223 $2.02 $2.02 0.4% 10%
20260221 $1.52 $1.52 0.3% 4%
20260220 $1.52 $1.33 0.3% 3%
20260219 $1.55 $0.88 0.5% 23%
20260218 $1.57 $1.12 0.5% 18%
20260217 $2.05 $1.12 0.6% 29%
20260213 $1.58 $1.12 0.4% 7%
20260212 $1.70 $1.35 0.4% 8%
20260211 $1.80 $1.35 0.3% 0%
20260210 $2.20 $1.35 0.5% 15%
20260209 $1.83 $1.38 0.4% 7%
20260206 $1.95 $1.70 0.3% 1%
20260205 $1.82 $1.27 0.4% 11%
20260204 $1.30 $1.30 1.3% 88%
20260203 $1.80 $1.80 1.2% 80%
20260202 $1.55 $1.55 0.9% 56%
20260130 $1.62 $1.62 0.8% 51%
20260129 $1.80 $1.80 1.0% 62%
20260128 $1.80 $1.80 0.8% 52%
20260127 $1.75 $1.75 0.7% 38%
20260126 $1.68 $1.68 0.7% 41%
20260123 $1.82 $1.82 0.6% 34%
20260122 $1.55 $1.55 0.5% 24%
20260121 $1.48 $1.48 0.9% 56%
20260120 $1.48 $1.48 0.6% 30%
20260116 $1.93 $1.30 0.8% 50%
20260115 $1.60 $1.40 0.7% 42%
20260114 $1.70 $1.33 0.9% 55%
20260113 $1.62 $1.33 0.7% 42%
20260112 $1.80 $1.43 0.5% 21%
20260109 $1.80 $1.48 0.7% 36%
20260108 $1.77 $1.48 0.6% 34%
20260107 $2.05 $1.50 0.7% 40%
20260106 $1.80 $1.52 0.6% 27%
20260105 $1.70 $1.33 0.6% 28%
20260102 $1.35 $1.35 1.0% 62%
20251231 $1.30 $1.30 0.7% 43%
20251230 $1.35 $1.35 0.8% 45%
20251229 $1.12 $1.12 0.9% 57%
20251226 $1.05 $1.05 0.8% 46%
20251224 $1.43 $1.43 0.8% 50%
20251223 $1.43 $1.43 0.6% 30%
20251222 $1.40 $1.40 0.7% 36%
20251219 $1.58 $1.30 0.6% 29%
20251218 $1.58 $1.27 0.6% 31%
20251217 $1.62 $1.35 0.5% 21%
20251216 $1.77 $1.58 0.7% 42%
20251215 $1.67 $1.35 0.6% 29%
20251212 $1.65 $1.35 0.6% 33%
20251211 $1.70 $1.40 0.6% 28%
20251210 $1.68 $1.42 0.6% 28%
20251209 $1.70 $1.42 0.4% 11%
20251208 $1.77 $1.50 0.4% 12%
20251205 $1.98 $1.88 0.3% 8%
20251204 $1.88 $1.68 0.4% 14%