Pre-market
⌘K
Sign in Sign up

MORGAN STANLEY CHINA A SHARE CAF 18.43 0.05 0.3%

CAF Historical Options Analysis

Explore CAF (MORGAN STANLEY CHINA A SHARE) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

CAF / Comparative study

3 signals / 508 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.32
24.22
Mean
9.72
Window
+1181.5%
ATM IV z 0.62
1
Mean
0.65
Window
+177.5%
IV Percentile z 1.89
91.41
Mean
38.67
Window
+1088.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.75 0.70
ATM IV 0.75 1.00 0.75
IV Percent... 0.70 0.75 1.00
Source observations

Data inspector

1-50 of 508
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 18.43 24.22 1 91.41
2026-09-18 18.38 24.64 1.01 92.22
2026-09-17 18.37 98.69 3.62 99.61
2026-09-16 18.23 73.79 2.74 99.61
2026-09-15 18.15 62.58 2.35 99.22
2026-09-14 18.32 51.5 1.96 99.22
2026-09-11 18.41 36.81 1.44 97.67
2026-09-10 18.39 34.46 1.36 97.67
2026-09-09 18.57 30 1.2 97.28
2026-09-08 18.61 28.6 1.15 96.89
2026-09-07 18.83 24.97 1.02 96.09
2026-09-04 18.83 21.69 0.91 93.77
2026-09-03 18.77 21.65 0.91 93
2026-09-02 18.95 19.05 0.81 91.05
2026-09-01 18.97 18.2 0.78 90.63
2026-08-31 18.98 17.49 0.76 90.59
2026-08-28 19.01 15.67 0.7 89.84
2026-08-27 19.05 14.63 0.66 87.5
2026-08-26 18.9 15.12 0.68 88.28
2026-08-25 18.82 15.66 0.69 89.06
2026-08-24 18.95 14.4 0.65 87.84
2026-08-21 19.22 10.98 0.53 84.77
2026-08-20 19.12 12.02 0.57 85.94
2026-08-19 19.33 10.53 0.51 83.98
2026-08-18 19.57 8.9 0.46 76.17
2026-08-17 19.63 8.52 0.44 71.76
2026-08-14 19.47 8.55 0.44 71.48
2026-08-13 19.44 8.64 0.45 72.66
2026-08-12 19.41 8.62 0.45 72.27
2026-08-11 19.36 8.71 0.45 72.66
2026-08-10 19.51 7.77 0.42 64.71
2026-08-07 19.46 7.57 0.41 61.72
2026-08-06 19.25 12.57 0.59 83.59
2026-08-05 19.09 13.23 0.61 84.38
2026-08-04 18.94 13.51 0.62 84.77
2026-08-03 18.83 14.81 0.66 85.49
2026-07-31 19.15 4.52 0.3 41.02
2026-07-30 19.33 4.23 0.29 37.89
2026-07-29 19.41 8.56 0.44 71.09
2026-07-28 19.55 5.13 0.32 42.97
2026-07-27 20.04 3.01 0.25 23.92
2026-07-24 19.87 4.67 0.31 40.23
2026-07-23 20.09 5.19 0.33 42.58
2026-07-22 20.13 3.73 0.27 32.81
2026-07-21 20.12 7.02 0.39 56.25
2026-07-20 19.8 3.45 0.26 29.41
2026-07-17 19.54 7.82 0.42 62.5
2026-07-16 20.28 4.09 0.29 35.16
2026-07-15 20.87 4.69 0.31 39.06
2026-07-14 21.07 4.14 0.29 35.16