IntraAlpha
Create free account Start free

KraneShares Bosera MSCI China A 50 Connect Index ETF KBA

i

Market dataready · fetched 2026-10-22T08:41:20.773Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.144083364Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:39:25.954437+00:00

Share price$29.11
1D-0.3%
AH$29.07$29.10$29.14$29.18$29.215:30 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$1.90$2.13$2.35$2.58$23.03$26.19$29.35$32.52$35.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KBA spot · $29.11KBA PRICE$1.70$1.70$1.75$1.79$1.88$1.95$2.02$2.09$2.18$2.27$2.37$1.73$1.75$1.77$1.83$1.90$1.98$2.05$2.09$2.13$2.18$2.30$2.51
PutsExpensive2.99×
CallsExpensive6.50×
SkewBullish-5.86 pp
Implied moveBearish±$3.85
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ24.64117.6%21.3%
30Δ37.90129.2%36.0%26.2795.8%15.8%
35Δ34.03101.3%22.7%27.4380.2%11.8%
40Δ31.9784.7%15.8%28.3069.4%9.1%
45Δ30.6371.7%11.4%29.0260.9%6.9%
50Δ29.7363.6%8.6%29.5254.7%5.4%
55Δ29.0056.0%6.3%30.0148.6%4.0%
60Δ28.5350.3%5.0%30.2943.9%3.1%
65Δ28.0744.5%3.6%30.5739.3%2.3%
70Δ27.7540.4%2.8%30.8534.6%1.5%
75Δ27.4736.5%2.2%31.1431.1%0.9%
80Δ27.1832.7%1.5%31.4529.2%0.6%

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
24.64
IV
117.6%
B/E move
21.3%

30Δ

Calls
Pseudo strike
37.90
IV
129.2%
B/E move
36.0%
Puts
Pseudo strike
26.27
IV
95.8%
B/E move
15.8%

35Δ

Calls
Pseudo strike
34.03
IV
101.3%
B/E move
22.7%
Puts
Pseudo strike
27.43
IV
80.2%
B/E move
11.8%

40Δ

Calls
Pseudo strike
31.97
IV
84.7%
B/E move
15.8%
Puts
Pseudo strike
28.30
IV
69.4%
B/E move
9.1%

45Δ

Calls
Pseudo strike
30.63
IV
71.7%
B/E move
11.4%
Puts
Pseudo strike
29.02
IV
60.9%
B/E move
6.9%

50Δ

Calls
Pseudo strike
29.73
IV
63.6%
B/E move
8.6%
Puts
Pseudo strike
29.52
IV
54.7%
B/E move
5.4%

55Δ

Calls
Pseudo strike
29.00
IV
56.0%
B/E move
6.3%
Puts
Pseudo strike
30.01
IV
48.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
28.53
IV
50.3%
B/E move
5.0%
Puts
Pseudo strike
30.29
IV
43.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
28.07
IV
44.5%
B/E move
3.6%
Puts
Pseudo strike
30.57
IV
39.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
27.75
IV
40.4%
B/E move
2.8%
Puts
Pseudo strike
30.85
IV
34.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
27.47
IV
36.5%
B/E move
2.2%
Puts
Pseudo strike
31.14
IV
31.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
27.18
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
31.45
IV
29.2%
B/E move
0.6%

Options history

No recorded observations