Matthews China Active ETF MCH
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Market dataready · fetched 2026-11-04T09:39:50.898Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-11-04T01:00:00.049540105Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:39:48.838244+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 | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 25.54 | 27.6% | 3.5% | |||
| 60Δ | 26.62 | 30.1% | 2.9% | |||
| 65Δ | 27.70 | 32.6% | 2.3% | |||
| 70Δ | 28.78 | 35.1% | 1.7% | |||
| 75Δ | 22.73 | 19.1% | 3.3% | 29.87 | 37.6% | 1.1% |
| 80Δ | 22.34 | 18.6% | 2.8% | 30.95 | 40.2% | 0.5% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.54
- IV
- 27.6%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.62
- IV
- 30.1%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.70
- IV
- 32.6%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 28.78
- IV
- 35.1%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 22.73
- IV
- 19.1%
- B/E move
- 3.3%
- Pseudo strike
- 29.87
- IV
- 37.6%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 22.34
- IV
- 18.6%
- B/E move
- 2.8%
- Pseudo strike
- 30.95
- IV
- 40.2%
- B/E move
- 0.5%
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% |