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KraneShares California Carbon Allowance Strategy ETF KCCA

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Market dataready · fetched 2026-10-22T11:19:15.025Z

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 · 2026-10-22T00:00:00.079949951Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:19:11.769938+00:00

Share price$17.01
1D-0.2%
AH$17.00$17.02$17.04$17.06$17.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKCCA
Sold putSold callAH

KraneShares California Carbon Allowance Strategy ETF options

Live interpolated KCCA call and put midpoint premiums by absolute delta.KraneShares California Carbon Allowance Strategy ETF$0.58$1.03$1.47$1.92$2.37$13.20$15.30$17.39$19.49$21.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KCCA spot · $17.01KCCA PRICE$0.63$0.88$1.00$1.00$0.95$0.90$0.96$1.03$1.19$1.35$1.51$1.86$2.24$0.99$0.88$0.93$0.99$0.94$0.89$0.95$1.05$1.15$1.25$1.38$1.54$1.70
PutsExpensive3.71×
CallsExpensive4.60×
SkewBullish-15.91 pp
Implied moveBalanced±$1.91
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.02132.3%50.8%13.09148.2%28.9%
25Δ24.87149.4%51.4%14.57104.9%19.5%
30Δ22.22130.7%36.5%15.4188.6%14.9%
35Δ19.93102.5%23.0%16.0577.6%11.5%
40Δ18.5778.6%14.7%16.4864.0%8.7%
45Δ17.7761.7%9.8%16.9150.4%5.8%
50Δ17.3455.3%7.6%17.1845.6%4.6%
55Δ16.9450.1%5.7%17.4243.4%3.8%
60Δ16.6449.6%4.8%17.6541.1%3.0%
65Δ16.3349.1%4.0%17.8938.8%2.2%
70Δ16.0348.5%3.1%18.1236.8%1.6%
75Δ15.5951.6%2.6%18.3534.9%1.2%
80Δ15.1355.0%2.1%18.5733.0%0.8%

20Δ

Calls
Pseudo strike
25.02
IV
132.3%
B/E move
50.8%
Puts
Pseudo strike
13.09
IV
148.2%
B/E move
28.9%

25Δ

Calls
Pseudo strike
24.87
IV
149.4%
B/E move
51.4%
Puts
Pseudo strike
14.57
IV
104.9%
B/E move
19.5%

30Δ

Calls
Pseudo strike
22.22
IV
130.7%
B/E move
36.5%
Puts
Pseudo strike
15.41
IV
88.6%
B/E move
14.9%

35Δ

Calls
Pseudo strike
19.93
IV
102.5%
B/E move
23.0%
Puts
Pseudo strike
16.05
IV
77.6%
B/E move
11.5%

40Δ

Calls
Pseudo strike
18.57
IV
78.6%
B/E move
14.7%
Puts
Pseudo strike
16.48
IV
64.0%
B/E move
8.7%

45Δ

Calls
Pseudo strike
17.77
IV
61.7%
B/E move
9.8%
Puts
Pseudo strike
16.91
IV
50.4%
B/E move
5.8%

50Δ

Calls
Pseudo strike
17.34
IV
55.3%
B/E move
7.6%
Puts
Pseudo strike
17.18
IV
45.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
16.94
IV
50.1%
B/E move
5.7%
Puts
Pseudo strike
17.42
IV
43.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
16.64
IV
49.6%
B/E move
4.8%
Puts
Pseudo strike
17.65
IV
41.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
16.33
IV
49.1%
B/E move
4.0%
Puts
Pseudo strike
17.89
IV
38.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
16.03
IV
48.5%
B/E move
3.1%
Puts
Pseudo strike
18.12
IV
36.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
15.59
IV
51.6%
B/E move
2.6%
Puts
Pseudo strike
18.35
IV
34.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
15.13
IV
55.0%
B/E move
2.1%
Puts
Pseudo strike
18.57
IV
33.0%
B/E move
0.8%

Options history

No recorded observations