Morgan Stanley China A Share Fund Inc (CAF) Expected Move

Tracking the CAF expected move helps you see how far Morgan Stanley China A Share Fund Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Morgan Stanley China A Share Fund Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CAF expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CAF, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CAF expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Morgan Stanley China A Share Fund Inc is unlikely to go.

Morgan Stanley China A Share Fund, Inc. is a closed ended equity mutual fund launched and managed by Morgan Stanley Investment Management Inc. It is co-managed by Morgan Stanley Investment Management Company. The fund invests in the public equity markets of China. It seeks to invest in the stocks of companies operating across diversified sectors. The fund invests in the growth stocks of companies. It employs fundamental analysis with bottom-up stock picking approach to create its portfolio. The fund benchmarks the performance of its portfolio against the Morgan Stanley Capital International China A Share Index.

Morgan Stanley China A Share Fund, Inc. was formed on July 6, 2006 and is domiciled in the United States.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CAF expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Morgan Stanley China A Share Fund Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CAF.