CNYA · Expected Move
iShares MSCI China A ETF · ETF
The expected move for CNYA 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).
CNYA 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 CNYA Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.85
30-Day ATM IV
41.8%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to CNYA'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.
CNYA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.85 | $1.85 | 41.8% | 43% |
| 20261021 | $8.43 | $8.43 | 40.0% | 40% |
| 20261020 | $1.85 | $1.85 | 30.2% | 15% |
| 20261019 | $5.00 | $5.00 | 29.9% | 15% |
| 20261016 | $3.42 | $2.05 | 22.5% | 3% |
| 20261015 | $4.90 | $1.27 | 28.0% | 12% |
| 20261014 | $1.78 | $8.32 | 27.1% | 10% |
| 20261013 | $15.00 | $1.38 | 22.8% | 4% |
| 20261012 | $5.97 | $5.67 | 22.6% | 3% |
| 20261009 | $8.70 | $1.48 | 28.2% | 12% |
| 20261008 | $9.95 | $3.12 | 28.6% | 12% |
| 20261007 | $3.80 | $3.15 | 30.1% | 15% |
| 20261006 | $2.48 | $1.55 | 27.5% | 11% |
| 20261005 | $8.80 | $8.62 | 30.1% | 15% |
| 20261002 | $5.00 | $5.00 | 27.6% | 11% |
| 20261001 | $1.65 | $1.65 | 28.6% | 13% |
| 20260930 | $8.35 | $8.35 | 36.4% | 24% |
| 20260929 | $1.73 | $1.73 | 33.6% | 20% |
| 20260928 | $1.73 | $1.73 | 27.6% | 11% |
| 20260925 | $4.80 | $4.80 | 26.3% | 9% |
| 20260924 | $1.88 | $1.88 | 24.4% | 6% |
| 20260923 | $1.85 | $1.85 | 23.6% | 5% |
| 20260922 | $1.52 | $1.52 | 24.3% | 6% |
| 20260921 | $2.90 | $2.90 | 25.2% | 7% |
| 20260918 | $3.33 | $1.20 | 21.3% | 1% |
| 20260917 | $9.90 | $1.38 | — | — |
| 20260916 | $8.43 | $1.38 | 21.4% | 2% |
| 20260915 | $1.93 | $1.52 | 22.1% | 3% |
| 20260914 | $8.40 | $0.72 | 22.0% | 2% |
| 20260911 | $15.00 | $1.15 | 23.3% | 4% |
| 20260910 | $1.92 | $1.25 | 20.4% | 0% |
| 20260909 | $1.95 | $1.60 | 22.2% | 0% |
| 20260908 | $2.12 | $1.62 | 23.2% | 0% |
| 20260904 | $8.72 | $1.50 | 35.2% | 13% |
| 20260903 | $2.40 | $1.67 | 34.7% | 12% |
| 20260902 | $1.73 | $1.73 | 34.1% | 11% |
| 20260901 | $4.80 | $4.80 | 27.7% | 0% |
| 20260831 | $1.73 | $1.73 | 30.2% | 0% |
| 20260828 | $3.33 | $3.33 | 40.8% | 17% |
| 20260827 | $15.00 | $15.00 | 35.6% | 7% |
| 20260826 | $1.88 | $1.88 | 31.8% | 0% |
| 20260825 | $2.02 | $2.02 | 34.2% | 5% |
| 20260824 | $4.40 | $4.40 | 31.6% | 0% |
| 20260821 | $3.35 | $1.27 | 37.5% | 12% |
| 20260820 | $1.95 | $1.45 | 33.0% | 5% |
| 20260819 | $4.80 | $3.33 | 37.6% | 15% |
| 20260818 | $2.38 | $1.77 | 40.5% | 20% |
| 20260817 | $8.72 | $1.80 | 42.3% | 23% |
| 20260814 | $2.42 | $1.85 | 39.6% | 18% |
| 20260813 | $8.80 | $8.50 | 39.6% | 18% |
| 20260812 | $2.45 | $1.93 | 40.9% | 20% |
| 20260811 | $2.70 | $2.10 | 46.1% | 30% |
| 20260810 | $2.95 | $2.30 | 41.7% | 22% |
| 20260807 | — | — | 40.2% | 19% |
| 20260806 | $15.00 | $2.42 | 41.7% | 22% |
| 20260805 | $8.68 | $8.68 | 42.1% | 23% |
| 20260804 | $2.38 | $2.38 | 33.8% | 8% |
| 20260803 | $2.67 | $2.67 | 34.9% | 10% |
| 20260731 | $2.62 | $2.62 | 39.5% | 18% |
| 20260730 | $2.35 | $2.35 | 37.0% | 14% |
More on CNYA
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.