IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T06:58:19.856Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.126370458Z

FundamentalsAlpha Vantage · unavailable

Share price$37.53
1D+0.0%
AH$37.46$37.47$37.48$37.49$37.505:30 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$0.61$1.48$2.35$3.22$4.09$32.37$35.30$38.24$41.17$44.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASHS spot · $37.53ASHS PRICE$0.70$0.75$0.83$0.92$1.03$1.14$1.25$1.39$1.52$1.80$2.08$2.39$2.73$0.76$0.84$0.94$1.05$1.16$1.30$1.45$1.68$1.98$2.30$2.65$3.13$3.84
PutsExpensive1.42×
CallsExpensive3.56×
SkewBearish+1.53 pp
Implied moveBearish±$2.71
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6463.9%20.8%33.1758.7%13.6%
25Δ41.9650.7%13.8%34.5749.5%10.1%
30Δ40.5643.8%10.3%35.5443.6%7.8%
35Δ39.6039.2%8.0%36.2839.3%6.1%
40Δ38.8735.7%6.3%36.8935.8%4.8%
45Δ38.3233.2%5.1%37.3633.9%3.9%
50Δ37.8331.1%4.1%37.7932.4%3.2%
55Δ37.4329.6%3.4%38.2431.9%2.6%
60Δ37.0228.1%2.7%38.7032.3%2.2%
65Δ36.6028.5%2.3%39.1832.5%1.7%
70Δ36.1829.0%1.9%39.6832.4%1.3%
75Δ35.7329.0%1.6%40.2933.0%1.0%
80Δ35.2728.6%1.2%41.1034.9%0.7%

20Δ

Calls
Pseudo strike
44.64
IV
63.9%
B/E move
20.8%
Puts
Pseudo strike
33.17
IV
58.7%
B/E move
13.6%

25Δ

Calls
Pseudo strike
41.96
IV
50.7%
B/E move
13.8%
Puts
Pseudo strike
34.57
IV
49.5%
B/E move
10.1%

30Δ

Calls
Pseudo strike
40.56
IV
43.8%
B/E move
10.3%
Puts
Pseudo strike
35.54
IV
43.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
39.60
IV
39.2%
B/E move
8.0%
Puts
Pseudo strike
36.28
IV
39.3%
B/E move
6.1%

40Δ

Calls
Pseudo strike
38.87
IV
35.7%
B/E move
6.3%
Puts
Pseudo strike
36.89
IV
35.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
38.32
IV
33.2%
B/E move
5.1%
Puts
Pseudo strike
37.36
IV
33.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
37.83
IV
31.1%
B/E move
4.1%
Puts
Pseudo strike
37.79
IV
32.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
37.43
IV
29.6%
B/E move
3.4%
Puts
Pseudo strike
38.24
IV
31.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
37.02
IV
28.1%
B/E move
2.7%
Puts
Pseudo strike
38.70
IV
32.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
36.60
IV
28.5%
B/E move
2.3%
Puts
Pseudo strike
39.18
IV
32.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
36.18
IV
29.0%
B/E move
1.9%
Puts
Pseudo strike
39.68
IV
32.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
35.73
IV
29.0%
B/E move
1.6%
Puts
Pseudo strike
40.29
IV
33.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
35.27
IV
28.6%
B/E move
1.2%
Puts
Pseudo strike
41.10
IV
34.9%
B/E move
0.7%

Options history

No recorded observations