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Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF ASHS

i

Market dataready · fetched 2026-11-11T13:49:11.776Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T01:00:00.111991642Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:49:11.474469+00:00

Share price$36.53
1D+0.0%
AH$36.32$36.38$36.44$36.49$36.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASHS
Sold putSold callAH

Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF options

Live interpolated ASHS call and put midpoint premiums by absolute delta.Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF$0.63$1.25$1.86$2.47$3.09$32.53$34.38$36.23$38.07$39.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ASHS spot · $36.53ASHS PRICE$0.70$0.71$0.73$0.79$0.86$0.94$1.02$1.10$1.18$0.71$0.76$0.82$0.89$0.96$1.04$1.13$1.22$1.41$1.61$1.80$2.29$2.91
PutsExpensive2.13×
Calls——
Skew——
Implied moveBearish±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.59117.3%21.2%32.33101.0%13.4%
25Δ40.6187.6%13.1%33.7482.3%9.7%
30Δ38.9969.2%8.7%34.6770.5%7.4%
35Δ38.1660.7%6.6%35.3362.1%5.7%
40Δ37.5854.9%5.2%35.8955.2%4.4%
45Δ37.0749.9%4.0%36.2850.7%3.6%
50Δ36.7246.2%3.3%36.6246.8%2.8%
55Δ36.4042.7%2.7%36.9743.0%2.1%
60Δ36.0939.3%2.0%37.2942.3%1.8%
65Δ37.6142.0%1.4%
70Δ37.9341.6%1.1%
75Δ38.4944.9%0.9%
80Δ39.1749.4%0.7%

20Δ

Calls
Pseudo strike
43.59
IV
117.3%
B/E move
21.2%
Puts
Pseudo strike
32.33
IV
101.0%
B/E move
13.4%

25Δ

Calls
Pseudo strike
40.61
IV
87.6%
B/E move
13.1%
Puts
Pseudo strike
33.74
IV
82.3%
B/E move
9.7%

30Δ

Calls
Pseudo strike
38.99
IV
69.2%
B/E move
8.7%
Puts
Pseudo strike
34.67
IV
70.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
38.16
IV
60.7%
B/E move
6.6%
Puts
Pseudo strike
35.33
IV
62.1%
B/E move
5.7%

40Δ

Calls
Pseudo strike
37.58
IV
54.9%
B/E move
5.2%
Puts
Pseudo strike
35.89
IV
55.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
37.07
IV
49.9%
B/E move
4.0%
Puts
Pseudo strike
36.28
IV
50.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
36.72
IV
46.2%
B/E move
3.3%
Puts
Pseudo strike
36.62
IV
46.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
36.40
IV
42.7%
B/E move
2.7%
Puts
Pseudo strike
36.97
IV
43.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
36.09
IV
39.3%
B/E move
2.0%
Puts
Pseudo strike
37.29
IV
42.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.61
IV
42.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.93
IV
41.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.49
IV
44.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.17
IV
49.4%
B/E move
0.7%

Options history

IV · four-Friday blend32.38%
Daily EOD
ASHS29.0%30.9%32.8%2026-10-19: 29.50%2026-10-20: 29.29%2026-10-21: 29.64%2026-10-22: 30.87%2026-10-23: 31.88%2026-10-26: 31.07%2026-10-27: 32.13%2026-10-28: 31.85%2026-10-29: 32.52%2026-10-30: 32.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.50%
29.29%
29.64%
30.87%
31.88%
31.07%
32.13%
31.85%
32.52%
32.38%