$ASHR negative imbalance of -238 K option volume delta...indicating traderes are more bearish on the stock
ASHR32.53-0.32 (-1.0%)X-Trackers Harvest Csi 300 China A-Shares
ATM straddle for 16-Jan-26 expiration returned a negative -40.5% from the previous business day
The upside wing (25 delta calls) declined -42.4%
Downside put (25 delta puts) gained 30.4%
The option volume for 16-Jan-26 expiration is 6,248
30-day Implied Volatility (IV30) Falls to Lowest Level in 12 months
ASHRX-Trackers Harvest Csi 300 China A-Shares32.53-0.32 (-1.0%)
The IV30 fell to 13.7, the lowest level since Dec 16, 2024 when it traded at 14.6. Stock Option traders are pricing in an average daily move of ±0.9%. The 52-Week historical volatility is 16.7 with an average daily move of ±1.0%. View Implied Vol
