What is the current ASHR expected move?

As of Oct 14, 2026, Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) has an expected move of 5.76% over the next 30 days, implying a one-standard-deviation price range of $29.58 to $33.20 from the current $31.39. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.

What does the ASHR expected move mean for traders?

Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.

How is ASHR expected move calculated?

The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.

Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $1.46B, listed on AMEX, carrying a beta of 0.64 to the broader market. The fund will normally invest at least 80% of its total assets in securities of issuers that comprise the underlying index. public since 2013-11-06.

Snapshot as of Oct 14, 2026.

Spot Price: $31.39
Expected Move: 5.8%
Implied High: $33.20
Implied Low: $29.58
Front DTE: 30 days

As of Oct 14, 2026, Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) has an expected move of 5.76%, a one-standard-deviation implied price range of roughly $29.58 to $33.20 from the current $31.39. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

ASHR Strategy Sizing to the Expected Move

With Xtrackers Harvest CSI 300 China A-Shares ETF pricing an expected move of 5.76% from $31.39, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

How to read the ASHR implied-range chart

The shaded range below shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 5.76%, anchoring an implied range of approximately $29.58 to $33.20. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.

ASHR expected move and event pricing

Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. ASHR term-structure is in contango (slope 0.013), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states. With IV rank at 17.7%, the implied move is at the low end of the typical ASHR range - cheap optionality for buyers, thin premium for sellers.

Sizing ASHR structures to the expected move

Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. ASHR put/call volume ratio currently at 0.43 indicates speculative call flow dominates - look for upside-skewed sentiment. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.

Learn how expected move is reported and how to read the data →

Shaded band shows the ±1σ implied price range (~68% probability under lognormal assumptions) at each expiration; the center line marks current spot. Bands widen with longer DTE since volatility scales with √time.

Per-expiration expected move for ASHR derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $31.39 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

Expiration	DTE	ATM IV	Expected Move	Implied High	Implied Low
Oct 16, 2026	2	19.9%	1.5%	$31.85	$30.93
Oct 23, 2026	9	18.6%	2.9%	$32.31	$30.47
Oct 30, 2026	16	18.4%	3.9%	$32.60	$30.18
Nov 6, 2026	23	19.2%	4.8%	$32.90	$29.88
Nov 13, 2026	30	20.1%	5.8%	$33.20	$29.58
Nov 20, 2026	37	21.4%	6.8%	$33.53	$29.25
Nov 27, 2026	44	19.1%	6.6%	$33.47	$29.31
Dec 18, 2026	65	23.5%	9.9%	$34.50	$28.28
Jan 15, 2027	93	22.8%	11.5%	$35.00	$27.78
Mar 19, 2027	156	21.6%	14.1%	$35.82	$26.96
Apr 16, 2027	184	21.8%	15.5%	$36.25	$26.53
Jan 21, 2028	464	22.8%	25.7%	$39.46	$23.32
Jan 19, 2029	828	22.8%	34.3%	$42.17	$20.61

Frequently asked ASHR expected move questions

What is the current ASHR expected move?: As of Oct 14, 2026, Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) has an expected move of 5.76% over the next 30 days, implying a one-standard-deviation price range of $29.58 to $33.20 from the current $31.39. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the ASHR expected move mean for traders?: Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is ASHR expected move calculated?: The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.