The at-the-money implied volatility for Matthews China Active ETF (MCH) options expiring Jun 17, 2027 (217 DTE) is not available.
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Implied Volatility Stats
Showing results for 2027-06-17(w), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2027-06-17(w) calls | -% |
| 2027-06-17(w) puts | -% |
MCH Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is MCH's one-year implied volatility range?
Over the past year, MCH 30-day implied volatility ranged from 28.2% on Sep 25, 2026 to 178.2% on Jul 17, 2026.
How has MCH implied volatility changed recently?
MCH 30-day implied volatility went from 38.9% on Oct 14, 2026 to 31.8% on Nov 11, 2026. See the MCH implied volatility history for a longer view.
Related Charts
IV History
Track implied volatility changes over time