Matthews China Active ETF MCH
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Market dataready · fetched 2026-11-11T15:55:42.968Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T14:44:48.139598505Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:42.569667+00:00
Matthews China Active ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 19.91 | 322.5% | 29.4% | |||
| 30Δ | 21.60 | 264.6% | 22.5% | |||
| 35Δ | 22.91 | 220.6% | 17.2% | |||
| 40Δ | 30.64 | 284.2% | 34.5% | 24.01 | 96.7% | 7.4% |
| 45Δ | 27.66 | 231.2% | 22.4% | 24.51 | 100.3% | 6.6% |
| 50Δ | 25.86 | 191.7% | 15.1% | 25.01 | 104.0% | 5.8% |
| 55Δ | 24.73 | 161.7% | 10.5% | 25.61 | 109.2% | 5.2% |
| 60Δ | 26.37 | 119.9% | 4.7% | |||
| 65Δ | 27.67 | 145.3% | 4.6% | |||
| 70Δ | 29.93 | 184.0% | 4.6% | |||
| 75Δ | 34.49 | 242.9% | 4.6% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.91
- IV
- 322.5%
- B/E move
- 29.4%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.60
- IV
- 264.6%
- B/E move
- 22.5%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.91
- IV
- 220.6%
- B/E move
- 17.2%
40Δ
- Pseudo strike
- 30.64
- IV
- 284.2%
- B/E move
- 34.5%
- Pseudo strike
- 24.01
- IV
- 96.7%
- B/E move
- 7.4%
45Δ
- Pseudo strike
- 27.66
- IV
- 231.2%
- B/E move
- 22.4%
- Pseudo strike
- 24.51
- IV
- 100.3%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 25.86
- IV
- 191.7%
- B/E move
- 15.1%
- Pseudo strike
- 25.01
- IV
- 104.0%
- B/E move
- 5.8%
55Δ
- Pseudo strike
- 24.73
- IV
- 161.7%
- B/E move
- 10.5%
- Pseudo strike
- 25.61
- IV
- 109.2%
- B/E move
- 5.2%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.37
- IV
- 119.9%
- B/E move
- 4.7%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.67
- IV
- 145.3%
- B/E move
- 4.6%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 29.93
- IV
- 184.0%
- B/E move
- 4.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 34.49
- IV
- 242.9%
- B/E move
- 4.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 27.17% | |
| 26.87% | |
| 27.21% | |
| 28.55% | |
| 28.67% | |
| 27.61% | |
| 27.99% | |
| 27.40% | |
| 28.13% | |
| 28.44% |