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KraneShares Trust KraneShares Public-Private AI & Technology ETF AGIX

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Market dataready · fetched 2026-11-11T05:54:46.916Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T23:46:41.973791941Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:54:46.565099+00:00

Share price$39.00
1D-0.2%
AH$38.94$39.29$39.64$39.99$40.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGIX
Sold putSold callAH

KraneShares Trust KraneShares Public-Private AI & Technology ETF options

Live interpolated AGIX call and put midpoint premiums by absolute delta.KraneShares Trust KraneShares Public-Private AI & Technology ETF$0.51$1.59$2.68$3.77$4.85$32.80$35.89$38.99$42.08$45.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AGIX spot · $39.00AGIX PRICE$0.63$0.70$0.79$0.92$1.10$1.32$1.59$1.95$2.42$2.88$3.31$3.70$4.54$0.64$0.79$0.86$0.93$1.01$1.10$1.22$1.35$1.47
Puts——
CallsFair0.97×
Skew——
Implied moveBullish±$2.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.9995.0%17.0%
25Δ42.9579.3%11.9%36.6263.2%7.8%
30Δ41.7269.7%9.0%37.1862.7%6.7%
35Δ40.9265.7%7.3%37.8555.1%5.1%
40Δ40.3366.0%6.2%38.3350.3%4.1%
45Δ39.7767.0%5.4%38.7446.3%3.2%
50Δ39.2668.9%4.7%39.1143.0%2.5%
55Δ38.7173.0%4.3%39.4041.0%2.1%
60Δ38.1179.3%3.9%39.7039.0%1.7%
65Δ37.4482.4%3.4%39.9937.1%1.2%
70Δ36.7783.0%2.8%
75Δ36.1380.7%2.1%
80Δ35.1386.7%1.7%

20Δ

Calls
Pseudo strike
44.99
IV
95.0%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
42.95
IV
79.3%
B/E move
11.9%
Puts
Pseudo strike
36.62
IV
63.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
41.72
IV
69.7%
B/E move
9.0%
Puts
Pseudo strike
37.18
IV
62.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
40.92
IV
65.7%
B/E move
7.3%
Puts
Pseudo strike
37.85
IV
55.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
40.33
IV
66.0%
B/E move
6.2%
Puts
Pseudo strike
38.33
IV
50.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
39.77
IV
67.0%
B/E move
5.4%
Puts
Pseudo strike
38.74
IV
46.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
39.26
IV
68.9%
B/E move
4.7%
Puts
Pseudo strike
39.11
IV
43.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
38.71
IV
73.0%
B/E move
4.3%
Puts
Pseudo strike
39.40
IV
41.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
38.11
IV
79.3%
B/E move
3.9%
Puts
Pseudo strike
39.70
IV
39.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
37.44
IV
82.4%
B/E move
3.4%
Puts
Pseudo strike
39.99
IV
37.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
36.77
IV
83.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.13
IV
80.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.13
IV
86.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.44%
Daily close
AGIX25.5%35.3%45.1%2026-08-13: 31.33%2026-08-14: 31.32%2026-08-17: 31.01%2026-08-18: 33.05%2026-08-19: 33.42%2026-08-20: 39.11%2026-08-21: 32.12%2026-08-24: 32.62%2026-08-25: 31.26%2026-08-26: 30.33%2026-08-28: 34.07%2026-08-31: 31.95%2026-09-01: 33.98%2026-09-02: 32.85%2026-09-03: 32.52%2026-09-14: 33.96%2026-09-15: 38.66%2026-09-16: 38.60%2026-09-18: 29.94%2026-09-23: 29.34%2026-09-25: 28.91%2026-09-28: 28.07%2026-09-29: 29.68%2026-09-30: 29.07%2026-10-01: 29.88%2026-10-06: 26.82%2026-10-07: 28.41%2026-10-08: 29.26%2026-10-09: 30.34%2026-10-12: 32.61%2026-10-13: 34.85%2026-10-14: 36.53%2026-10-15: 43.70%2026-10-16: 33.33%2026-10-19: 30.70%2026-10-20: 34.78%2026-10-21: 33.23%2026-10-22: 36.12%2026-10-23: 35.19%2026-10-26: 33.87%2026-10-27: 34.62%2026-10-28: 34.03%2026-10-29: 34.24%2026-10-30: 39.44%Aug 13Sep 28Oct 30
44 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.33%
31.32%
31.01%
33.05%
33.42%
39.11%
32.12%
32.62%
31.26%
30.33%
34.07%
31.95%
33.98%
32.85%
32.52%
33.96%
38.66%
38.60%
29.94%
29.34%
28.91%
28.07%
29.68%
29.07%
29.88%
26.82%
28.41%
29.26%
30.34%
32.61%
34.85%
36.53%
43.70%
33.33%
30.70%
34.78%
33.23%
36.12%
35.19%
33.87%
34.62%
34.03%
34.24%
39.44%