Direxion Daily Csi 300 China A Share Bull 2X ETF (CHAU)'s 30-day implied volatility (IV30) was 41.7% at the close on November 6, 2026, down from 42.5% the day before, against a 52-week range of 19.3% to 54.3%. Its 20-day historical volatility was 35.3%.

Key numbers

30-day implied volatility (IV30): 41.7%
IV30 52-week range: 19.3% to 54.3% (median 36.8%)
Historical volatility: 20-day 35.3%, 1-year 34.5%
Implied move by the nearest expiration: ±3.2%

Data as of November 6, 2026.

CHAU Implied Volatility (IV) vs Historical Volatility (HV)

Name: CHAU Implied Volatility
Creator: Market Chameleon