KraneShares Electric Vehicles and Future Mobility Index ETF KARS
i
Market dataready · fetched 2026-11-11T14:00:37.808Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T13:55:15.680715401Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:00:37.278625+00:00
KraneShares Electric Vehicles and Future Mobility Index ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.35 | 81.3% | 14.1% | 23.08 | 100.4% | 13.3% |
| 25Δ | 28.76 | 82.2% | 12.2% | 24.09 | 81.2% | 9.6% |
| 30Δ | 27.75 | 65.8% | 8.4% | 24.67 | 72.9% | 7.6% |
| 35Δ | 27.12 | 56.0% | 6.1% | 25.15 | 66.2% | 6.1% |
| 40Δ | 26.77 | 49.4% | 4.8% | 25.51 | 61.6% | 5.0% |
| 45Δ | 26.48 | 43.5% | 3.8% | 25.87 | 57.0% | 3.9% |
| 50Δ | 26.19 | 37.7% | 2.8% | 26.20 | 56.5% | 3.3% |
| 55Δ | 26.53 | 58.6% | 2.9% | |||
| 60Δ | 26.85 | 60.6% | 2.5% | |||
| 65Δ | 27.42 | 69.9% | 2.3% | |||
| 70Δ | 28.30 | 86.8% | 2.3% | |||
| 75Δ | 29.85 | 112.4% | 2.3% | |||
| 80Δ | 33.04 | 153.7% | 2.3% | |||
20Δ
- Pseudo strike
- 29.35
- IV
- 81.3%
- B/E move
- 14.1%
- Pseudo strike
- 23.08
- IV
- 100.4%
- B/E move
- 13.3%
25Δ
- Pseudo strike
- 28.76
- IV
- 82.2%
- B/E move
- 12.2%
- Pseudo strike
- 24.09
- IV
- 81.2%
- B/E move
- 9.6%
30Δ
- Pseudo strike
- 27.75
- IV
- 65.8%
- B/E move
- 8.4%
- Pseudo strike
- 24.67
- IV
- 72.9%
- B/E move
- 7.6%
35Δ
- Pseudo strike
- 27.12
- IV
- 56.0%
- B/E move
- 6.1%
- Pseudo strike
- 25.15
- IV
- 66.2%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 26.77
- IV
- 49.4%
- B/E move
- 4.8%
- Pseudo strike
- 25.51
- IV
- 61.6%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 26.48
- IV
- 43.5%
- B/E move
- 3.8%
- Pseudo strike
- 25.87
- IV
- 57.0%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 26.19
- IV
- 37.7%
- B/E move
- 2.8%
- Pseudo strike
- 26.20
- IV
- 56.5%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.53
- IV
- 58.6%
- B/E move
- 2.9%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.85
- IV
- 60.6%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.42
- IV
- 69.9%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 28.30
- IV
- 86.8%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 29.85
- IV
- 112.4%
- B/E move
- 2.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 33.04
- IV
- 153.7%
- B/E move
- 2.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 32.94% | |
| 31.81% | |
| 30.69% | |
| 34.08% | |
| 31.63% | |
| 123.25% | |
| 80.93% | |
| 35.70% | |
| 32.63% | |
| 33.42% |