Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) Options History
Historical options analytics archive for ASHR with monthly max pain, implied volatility, gamma exposure, and put/call data.
151 months of complete options data available.
ASHR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ASHR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 20.9% | 27.3% | $36.00 | $13.1M | -$255.1M | 1.59 |
| 2026-05 | 20 | 20.3% | 26.3% | $36.00 | $31.8M | -$272.3M | 0.45 |
| 2026-04 | 21 | 19.6% | 26.5% | $34.00 | $40.5M | -$360.8M | 1.64 |
| 2026-03 | 22 | 20.9% | 28.4% | $32.00 | $4.4M | -$40.4M | 1.11 |
| 2026-02 | 19 | 21.0% | 28.6% | $33.00 | $31.1M | -$280.4M | 0.87 |
| 2026-01 | 20 | 21.8% | 31.5% | $33.00 | $12.4M | -$139.1M | 2.88 |
This archive aggregates ASHR's daily end-of-day options snapshots into monthly summaries, spanning 2013-12 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ASHR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 20.9%, a month-end max-pain strike around $36.00, an average put/call ratio of 1.59.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
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2014
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2013
Frequently asked ASHR history questions
- How much options history is available for ASHR?
- This archive holds 151 months of ASHR options analytics, spanning 2013-12 through 2026-06. Each entry is a monthly rollup of ASHR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ASHR archive.
- What data does each monthly ASHR aggregate contain?
- Every monthly row summarizes that month of ASHR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 20.9%, an average IV rank of 27.3%, a month-end max-pain strike around $36.00, an average put/call ratio of 1.59.
- How is the ASHR options-history archive built and how often does it update?
- The archive is derived from ASHR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ASHR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.