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Direxion Daily CSI 300 China CHAU 21.5 0.67 3.22%

CHAU Historical Options Analysis

Explore CHAU (Direxion Daily CSI 300 China) 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

CHAU / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.67
11.99
Mean
23.31
Window
-22.1%
ATM IV z -0.84
0.36
Mean
0.48
Window
+1.6%
IV Percentile z -1.32
16
Mean
53.87
Window
-41.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.80 0.76
ATM IV 0.80 1.00 0.77
IV Percent... 0.76 0.77 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 21.5 11.99 0.36 16
2026-09-18 20.83 10.7 0.35 11.55
2026-09-17 20.43 14.98 0.38 26.69
2026-09-16 20.27 16.96 0.4 35.86
2026-09-15 20.22 23.72 0.45 62.55
2026-09-14 20.51 20.66 0.43 50
2026-09-11 20.76 13.83 0.37 20.72
2026-09-10 20.76 16.21 0.39 30.28
2026-09-09 21.25 14.83 0.38 25.5
2026-09-08 21.3 14.46 0.38 23.11
2026-09-07 21.42 14.59 0.38 23.6
2026-09-04 21.42 12.7 0.36 17.93
2026-09-03 21.3 16.71 0.4 31.47
2026-09-02 21.17 27 0.48 72.11
2026-09-01 21.46 28.81 0.49 76.8
2026-08-31 21.62 22.49 0.44 57.83
2026-08-28 21.54 17.38 0.4 35.2
2026-08-27 21.89 17.64 0.4 36
2026-08-26 21.48 18.38 0.41 38
2026-08-25 21.3 19.38 0.42 42
2026-08-24 21.11 20.71 0.43 46.59
2026-08-21 21.8 14.64 0.38 23.2
2026-08-20 21.54 17.1 0.4 34
2026-08-19 21.55 19.59 0.42 42.4
2026-08-18 22.39 27.05 0.48 72.8
2026-08-17 22.72 21.47 0.43 51.81
2026-08-14 22.16 22.58 0.44 59.2
2026-08-13 22.21 24.53 0.46 69.2
2026-08-12 22.53 23.95 0.45 66
2026-08-11 22.12 32.5 0.52 82.8
2026-08-10 22.48 35.57 0.54 85.94
2026-08-07 22.68 25.52 0.46 72
2026-08-06 22.15 27.84 0.48 74.8
2026-08-05 21.9 40.72 0.58 94
2026-08-04 21.71 30.89 0.51 81.2
2026-08-03 21.18 39.73 0.58 93.57
2026-07-31 21.53 42.54 0.6 95.6
2026-07-30 21.65 38.5 0.57 91.6
2026-07-29 21.16 57.78 0.72 99.6
2026-07-28 21.22 36.79 0.55 89.2
2026-07-27 22.29 35.06 0.54 88.35
2026-07-24 21.77 40.93 0.58 95.2
2026-07-23 22.3 37.22 0.56 90.8
2026-07-22 22.55 39.66 0.57 94.8
2026-07-21 22.64 36.59 0.55 90
2026-07-20 21.37 42.56 0.6 96.39
2026-07-17 20.89 38.68 0.57 93.6
2026-07-16 22.07 38.95 0.57 94
2026-07-15 23.2 34.1 0.53 90
2026-07-14 23.27 32.17 0.52 88.4