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KraneShares Bosera MSCI China A 50 Connect Index ETF KBA

i

Market dataready · fetched 2026-11-11T14:01:22.752Z

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 · 2026-11-11T01:00:00.108337083Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:22.377389+00:00

Share price$28.35
1D-0.5%
AH$28.28$28.34$28.40$28.45$28.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKBA
Sold putSold callAH

KraneShares Bosera MSCI China A 50 Connect Index ETF options

Live interpolated KBA call and put midpoint premiums by absolute delta.KraneShares Bosera MSCI China A 50 Connect Index ETF$1.68$1.88$2.09$2.30$2.50$27.24$27.80$28.35$28.90$29.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KBA spot · $28.35KBA PRICE$1.70$1.70$1.70$1.71$1.77$1.87$1.94$2.00$2.06$2.15$2.24$1.70$1.70$1.73$1.77$1.82$1.90$1.98$2.05$2.12$2.20$2.32$2.44
Puts——
Calls——
Skew——
Implied moveBearish±$3.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ23.94210.7%21.6%
30Δ37.22237.8%37.3%25.51170.6%16.0%
35Δ33.28186.4%23.4%26.65143.3%12.1%
40Δ31.05150.5%15.5%27.49123.4%9.3%
45Δ29.73125.8%10.9%28.16107.4%7.1%
50Δ28.84109.5%8.0%28.6796.2%5.6%
55Δ28.2098.5%6.1%29.1186.3%4.3%
60Δ27.7388.3%4.6%29.4478.7%3.4%
65Δ27.3378.6%3.5%29.7671.1%2.5%
70Δ26.9669.4%2.4%30.0564.1%1.8%
75Δ26.7462.9%1.9%30.2858.6%1.4%
80Δ26.5156.5%1.4%30.5153.2%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.94
IV
210.7%
B/E move
21.6%

30Δ

Calls
Pseudo strike
37.22
IV
237.8%
B/E move
37.3%
Puts
Pseudo strike
25.51
IV
170.6%
B/E move
16.0%

35Δ

Calls
Pseudo strike
33.28
IV
186.4%
B/E move
23.4%
Puts
Pseudo strike
26.65
IV
143.3%
B/E move
12.1%

40Δ

Calls
Pseudo strike
31.05
IV
150.5%
B/E move
15.5%
Puts
Pseudo strike
27.49
IV
123.4%
B/E move
9.3%

45Δ

Calls
Pseudo strike
29.73
IV
125.8%
B/E move
10.9%
Puts
Pseudo strike
28.16
IV
107.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
28.84
IV
109.5%
B/E move
8.0%
Puts
Pseudo strike
28.67
IV
96.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
28.20
IV
98.5%
B/E move
6.1%
Puts
Pseudo strike
29.11
IV
86.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
27.73
IV
88.3%
B/E move
4.6%
Puts
Pseudo strike
29.44
IV
78.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
27.33
IV
78.6%
B/E move
3.5%
Puts
Pseudo strike
29.76
IV
71.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
26.96
IV
69.4%
B/E move
2.4%
Puts
Pseudo strike
30.05
IV
64.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
26.74
IV
62.9%
B/E move
1.9%
Puts
Pseudo strike
30.28
IV
58.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
26.51
IV
56.5%
B/E move
1.4%
Puts
Pseudo strike
30.51
IV
53.2%
B/E move
1.0%

Options history

IV · four-Friday blend44.96%
Daily EOD
KBA38.7%42.1%45.4%2026-10-19: 39.18%2026-10-20: 39.38%2026-10-21: 40.31%2026-10-22: 41.37%2026-10-23: 41.37%2026-10-26: 42.19%2026-10-27: 43.06%2026-10-28: 43.59%2026-10-29: 44.34%2026-10-30: 44.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.18%
39.38%
40.31%
41.37%
41.37%
42.19%
43.06%
43.59%
44.34%
44.96%