Morgan Stanley China A Share Fund Inc

CAFNYSE · USD
18.38USD+0.01 (+0.06%)

Morgan Stanley China A Share Fund Inc (CAF) Implied Volatility Current

CAF implied volatility is 241%. IV Rank is 98%, placing current premiums in the top of their 52-week range.

Read more

Tracking CAF implied volatility helps you identify when options premiums on Morgan Stanley China A Share Fund Inc are historically cheap or expensive, and where the best trades are hiding. Morgan Stanley China A Share Fund Inc implied volatility reflects the market's expectation of future price movement: when CAF IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Morgan Stanley China A Share Fund Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For CAF, tracking metrics like CAF IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on CAF signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

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.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where CAF implied volatility sits today versus where it has been. Our scanner ranks Morgan Stanley China A Share Fund Inc implied volatility against its historical range, surfaces extremes in CAF IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Morgan Stanley China A Share Fund Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
97.62%IV Rank
High

IV is near its yearly peak - premiums are expensive, favoring sellers.

Implied Volatility (30d)241.40%

IV Rank97.62%

Historical Volatility (30d)11.27%

IV - HV+230.13%

As of September 17, 2026

Trade options with IV on your side

Track CAF IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

Start your 14-day free trial