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Direxion Daily CSI 300 China A Share Bull 2X ETF CHAU

i

Market dataready · fetched 2026-10-23T05:57:47.020Z

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 · 2026-10-23T00:00:00.100161475Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T05:57:46.677858+00:00

Share price$16.79
1D-1.2%
AH$16.72$16.79$16.87$16.94$17.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHAU
Sold putSold callAH

Direxion Daily CSI 300 China A Share Bull 2X ETF options

Live interpolated CHAU call and put midpoint premiums by absolute delta.Direxion Daily CSI 300 China A Share Bull 2X ETF$0.25$0.75$1.25$1.74$2.24$13.76$15.57$17.39$19.21$21.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHAU spot · $16.79CHAU PRICE$0.31$0.39$0.46$0.54$0.61$0.67$0.75$0.91$1.07$1.23$1.46$1.78$2.10$0.38$0.40$0.44$0.53$0.64$0.75$0.86$1.03$1.23$1.42$1.60$1.76$1.92
PutsCheap0.92×
CallsExpensive1.44×
SkewBullish-5.05 pp
Implied moveBearish±$1.61
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9363.9%20.5%14.6466.3%15.1%
25Δ19.3160.3%17.3%15.3354.3%11.0%
30Δ18.6856.7%14.0%15.8446.7%8.3%
35Δ18.0653.1%10.8%16.1844.0%6.8%
40Δ17.6749.6%8.9%16.4443.5%5.9%
45Δ17.3146.0%7.1%16.7043.1%5.0%
50Δ16.9643.2%5.5%16.9642.6%4.1%
55Δ16.6944.1%4.8%17.2443.0%3.5%
60Δ16.4245.1%4.2%17.5243.5%3.0%
65Δ16.1546.0%3.5%17.8044.0%2.4%
70Δ15.8347.7%3.0%18.0743.5%1.9%
75Δ15.4350.4%2.5%18.3140.9%1.4%
80Δ15.0353.2%2.0%18.5438.3%1.0%

20Δ

Calls
Pseudo strike
19.93
IV
63.9%
B/E move
20.5%
Puts
Pseudo strike
14.64
IV
66.3%
B/E move
15.1%

25Δ

Calls
Pseudo strike
19.31
IV
60.3%
B/E move
17.3%
Puts
Pseudo strike
15.33
IV
54.3%
B/E move
11.0%

30Δ

Calls
Pseudo strike
18.68
IV
56.7%
B/E move
14.0%
Puts
Pseudo strike
15.84
IV
46.7%
B/E move
8.3%

35Δ

Calls
Pseudo strike
18.06
IV
53.1%
B/E move
10.8%
Puts
Pseudo strike
16.18
IV
44.0%
B/E move
6.8%

40Δ

Calls
Pseudo strike
17.67
IV
49.6%
B/E move
8.9%
Puts
Pseudo strike
16.44
IV
43.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
17.31
IV
46.0%
B/E move
7.1%
Puts
Pseudo strike
16.70
IV
43.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
16.96
IV
43.2%
B/E move
5.5%
Puts
Pseudo strike
16.96
IV
42.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
16.69
IV
44.1%
B/E move
4.8%
Puts
Pseudo strike
17.24
IV
43.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
16.42
IV
45.1%
B/E move
4.2%
Puts
Pseudo strike
17.52
IV
43.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
16.15
IV
46.0%
B/E move
3.5%
Puts
Pseudo strike
17.80
IV
44.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
15.83
IV
47.7%
B/E move
3.0%
Puts
Pseudo strike
18.07
IV
43.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
15.43
IV
50.4%
B/E move
2.5%
Puts
Pseudo strike
18.31
IV
40.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.03
IV
53.2%
B/E move
2.0%
Puts
Pseudo strike
18.54
IV
38.3%
B/E move
1.0%

Options history

CHAU43.7843.9344.072026-10-20: 43.83%2026-10-21: 44.03%Oct 20Oct 21
Table
DateIV
43.83%
44.03%