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MORGAN STANLEY CHINA A SHARE FUND, INC CAF

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Market datapartial · fetched 2026-10-23T05:54:43.373Z

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 · 2026-10-22T23:00:00.003375625Z

FundamentalsAlpha Vantage · unavailable

Share price$16.26
1D+0.7%
AH$16.11$16.18$16.24$16.31$16.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAF
Sold putSold callAH

MORGAN STANLEY CHINA A SHARE FUND, INC options

Live interpolated CAF call and put midpoint premiums by absolute delta.MORGAN STANLEY CHINA A SHARE FUND, INC$0.00$5.23$10.46$15.69$20.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECAF PRICE$0.55$0.55$0.57$0.59$10.82$15.63$19.41
PutsExpensive6.05×
CallsExpensive1.89×
SkewBearish+238.67 pp
Implied move——
TiltBearish90.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.57127.5%48.3%
25Δ20.0691.7%26.8%
30Δ18.9176.6%19.8%
35Δ17.7961.8%13.1%
40Δ
45Δ
50Δ23.62306.4%21.3%
55Δ28.76336.0%19.3%
60Δ32.98341.8%16.6%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
23.57
IV
127.5%
B/E move
48.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.06
IV
91.7%
B/E move
26.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.91
IV
76.6%
B/E move
19.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.79
IV
61.8%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.62
IV
306.4%
B/E move
21.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.76
IV
336.0%
B/E move
19.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.98
IV
341.8%
B/E move
16.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations