CHAU · IV Rank History
Direxion Daily CSI 300 China A Share Bull 2X ETF · ETF
IV Rank measures where CHAU's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on CHAU are priced rich or cheap relative to its own recent regime.
CHAU IV rank history
89 sessionsIV rank = where today's implied volatility sits in its 1-year range (0–100). Above 50 favours selling premium; the shaded band marks 50–100.
CHAU IV Rank Summary
Current
55%
Moderate — neutral regime
30-Day Avg
30%
60-Day Avg
36%
90-Day Avg
32%
90-Day Low
0%
90-Day High
92%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in CHAU's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
CHAU IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20261002 | 55% | 79.2% |
| 20261001 | 69% | 87.9% |
| 20260930 | 43% | 71.9% |
| 20260929 | 47% | 74.6% |
| 20260928 | 49% | 76.1% |
| 20260925 | 31% | 64.7% |
| 20260924 | 42% | 71.6% |
| 20260923 | 43% | 72.0% |
| 20260922 | 22% | 59.7% |
| 20260921 | 30% | 64.5% |
| 20260918 | 19% | 57.7% |
| 20260917 | 13% | 54.3% |
| 20260916 | 18% | 57.0% |
| 20260915 | 13% | 53.9% |
| 20260914 | 11% | 52.8% |
| 20260911 | 9% | 51.8% |
| 20260910 | 15% | 55.2% |
| 20260909 | 11% | 52.7% |
| 20260908 | 13% | 54.3% |
| 20260904 | 9% | 52.1% |
| 20260903 | 0% | 46.2% |
| 20260902 | 49% | 79.2% |
| 20260901 | 47% | 78.0% |
| 20260831 | 43% | 75.6% |
| 20260828 | 46% | 77.1% |
| 20260827 | 31% | 67.7% |
| 20260826 | 32% | 68.5% |
| 20260825 | 33% | 68.8% |
| 20260824 | 41% | 74.0% |
| 20260821 | 22% | 61.7% |
| 20260820 | 17% | 58.8% |
| 20260819 | 1% | 48.3% |
| 20260818 | 30% | 67.0% |
| 20260817 | 21% | 61.4% |
| 20260814 | 18% | 59.6% |
| 20260813 | 20% | 60.6% |
| 20260812 | 22% | 62.2% |
| 20260811 | 25% | 63.8% |
| 20260810 | 20% | 61.0% |
| 20260806 | 16% | 58.1% |
| 20260805 | 92% | 106.8% |
| 20260804 | 86% | 103.0% |
| 20260803 | 72% | 94.0% |
| 20260731 | 62% | 87.7% |
| 20260730 | 74% | 95.1% |
| 20260729 | 79% | 98.3% |
| 20260728 | 61% | 87.1% |
| 20260727 | 48% | 78.9% |
| 20260724 | 58% | 84.7% |
| 20260723 | 52% | 81.3% |
| 20260722 | 52% | 81.5% |
| 20260721 | 42% | 74.7% |
| 20260720 | 60% | 86.6% |
| 20260716 | 46% | 77.6% |
| 20260715 | 21% | 61.2% |
| 20260714 | 32% | 68.4% |
| 20260713 | 34% | 69.8% |
| 20260710 | 21% | 61.1% |
| 20260709 | 25% | 63.8% |
| 20260708 | 36% | 71.0% |
| 20260707 | 32% | 68.6% |
| 20260706 | 36% | 71.3% |
| 20260702 | 63% | 88.2% |
| 20260701 | 53% | 82.1% |
| 20260630 | 36% | 71.1% |
| 20260629 | 49% | 79.4% |
| 20260626 | 38% | 72.3% |
| 20260625 | 36% | 70.7% |
| 20260624 | 42% | 74.9% |
| 20260623 | 26% | 64.4% |
| 20260622 | 21% | 61.4% |
| 20260618 | 3% | 50.1% |
| 20260617 | 26% | 64.3% |
| 20260616 | 5% | 51.4% |
| 20260615 | 8% | 53.0% |
| 20260613 | 8% | 53.1% |
| 20260612 | 13% | 53.7% |
| 20260611 | 33% | 66.8% |
| 20260610 | 18% | 56.9% |
| 20260609 | 13% | 56.0% |
| 20260608 | 10% | 53.5% |
| 20260605 | 17% | 58.9% |
| 20260604 | 4% | 48.6% |
| 20260603 | 6% | 50.7% |
| 20260602 | 18% | 62.2% |
| 20260601 | 18% | 62.8% |
| 20260529 | 14% | 59.0% |
| 20260528 | 15% | 60.0% |
| 20260527 | 13% | 57.8% |
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.