CHAU · Expected Move
Direxion Daily CSI 300 China A Share Bull 2X ETF · ETF
The expected move for CHAU 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).
CHAU straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current CHAU Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.18
Avg IV
83.5%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to CHAU'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.
CHAU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.18 | $1.18 | 83.5% | 62% |
| 20261001 | $1.12 | $1.12 | 87.9% | 69% |
| 20260930 | $1.32 | $1.32 | 71.9% | 43% |
| 20260929 | $1.42 | $1.42 | 74.6% | 47% |
| 20260928 | $1.50 | $1.50 | 76.1% | 49% |
| 20260925 | $1.55 | $1.55 | 64.7% | 31% |
| 20260924 | $1.58 | $1.58 | 71.6% | 42% |
| 20260923 | $1.48 | $1.48 | 72.0% | 43% |
| 20260922 | $1.68 | $1.68 | 59.7% | 22% |
| 20260921 | $1.70 | $1.70 | 64.5% | 30% |
| 20260918 | $1.67 | $0.57 | 57.7% | 19% |
| 20260917 | $1.45 | $0.85 | 54.3% | 13% |
| 20260916 | $1.85 | $1.00 | 57.0% | 18% |
| 20260915 | $1.70 | $0.60 | 53.9% | 13% |
| 20260914 | $1.98 | $1.12 | 52.8% | 11% |
| 20260911 | $1.88 | $0.82 | 51.8% | 9% |
| 20260910 | $2.23 | $1.07 | 55.2% | 15% |
| 20260909 | $1.98 | $1.10 | 52.7% | 11% |
| 20260908 | $1.90 | $1.27 | 54.3% | 13% |
| 20260904 | $2.10 | $1.27 | 52.1% | 9% |
| 20260903 | $2.30 | $1.25 | 46.2% | 0% |
| 20260902 | $1.27 | $1.27 | 79.2% | 49% |
| 20260901 | $1.50 | $1.50 | 78.0% | 47% |
| 20260831 | $1.60 | $1.60 | 75.6% | 43% |
| 20260828 | $1.40 | $1.40 | 77.1% | 46% |
| 20260827 | $1.80 | $1.80 | 67.7% | 31% |
| 20260826 | $1.73 | $1.73 | 68.5% | 32% |
| 20260825 | $1.67 | $1.67 | 68.8% | 33% |
| 20260824 | $2.05 | $2.05 | 74.0% | 41% |
| 20260821 | $1.82 | $0.75 | 61.7% | 22% |
| 20260820 | $2.10 | $0.72 | 58.8% | 17% |
| 20260819 | $2.10 | $0.93 | 48.3% | 1% |
| 20260818 | $2.67 | $1.05 | 67.0% | 30% |
| 20260817 | $2.85 | $1.02 | 61.4% | 21% |
| 20260814 | $2.33 | $1.10 | 59.6% | 18% |
| 20260813 | $2.40 | $1.65 | 60.6% | 20% |
| 20260812 | $2.75 | $1.72 | 62.2% | 22% |
| 20260811 | $2.55 | $1.52 | 63.8% | 25% |
| 20260810 | $2.73 | $1.50 | 61.0% | 20% |
| 20260806 | $3.02 | $1.82 | 58.1% | 16% |
| 20260805 | $1.77 | $1.77 | 106.8% | 92% |
| 20260804 | $1.85 | $1.85 | 103.0% | 86% |
| 20260803 | $2.15 | $2.15 | 94.0% | 72% |
| 20260731 | $2.15 | $2.15 | 87.7% | 62% |
| 20260730 | $1.88 | $1.88 | 95.1% | 74% |
| 20260729 | $2.45 | $2.45 | 98.3% | 79% |
| 20260728 | $2.45 | $2.45 | 87.1% | 61% |
| 20260727 | $2.75 | $2.75 | 78.9% | 48% |
| 20260724 | $2.80 | $2.80 | 84.7% | 58% |
| 20260723 | $3.00 | $3.00 | 81.3% | 52% |
| 20260722 | $2.90 | $2.90 | 81.5% | 52% |
| 20260721 | $2.98 | $2.98 | 74.7% | 42% |
| 20260720 | $3.20 | $3.20 | 86.6% | 60% |
| 20260716 | $2.65 | $1.02 | 77.6% | 46% |
| 20260715 | $3.83 | $0.72 | 61.2% | 21% |
| 20260714 | $3.15 | $1.02 | 68.4% | 32% |
| 20260713 | $3.08 | $1.25 | 69.8% | 34% |
| 20260710 | $3.15 | $1.20 | 61.1% | 21% |
| 20260709 | $3.40 | $1.60 | 63.8% | 25% |
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.