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KraneShares California Carbon Allowance Strategy ETF KCCA

i

Market datapartial · fetched 2026-11-11T14:59:05.117Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-11T14:30:00.663443257Z

FundamentalsAlpha Vantage · unavailable

Share price$17.52
1D+0.0%
$17.51$17.52$17.52$17.52$17.535:30 AM6:30 AM9:00 AM1:00 PMKCCA
Sold putSold call

KraneShares California Carbon Allowance Strategy ETF options

Live interpolated KCCA call and put midpoint premiums by absolute delta.KraneShares California Carbon Allowance Strategy ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEKCCA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend50.13%
Daily close
KCCA20.4%73.1%125.8%2026-08-13: 45.82%2026-08-14: 64.12%2026-08-17: 57.03%2026-08-18: 64.27%2026-08-19: 83.47%2026-08-21: 42.09%2026-08-24: 27.64%2026-08-25: 45.43%2026-08-26: 44.32%2026-08-27: 42.54%2026-08-28: 31.06%2026-08-31: 41.01%2026-09-01: 44.69%2026-09-02: 45.42%2026-09-03: 51.30%2026-09-04: 31.35%2026-09-09: 55.17%2026-09-10: 44.72%2026-09-11: 58.71%2026-09-14: 76.74%2026-09-15: 79.59%2026-09-16: 70.37%2026-09-17: 118.57%2026-09-18: 51.43%2026-09-21: 42.57%2026-09-22: 55.18%2026-09-23: 54.77%2026-09-24: 47.56%2026-09-25: 37.31%2026-09-28: 52.87%2026-09-29: 28.35%2026-09-30: 46.62%2026-10-01: 48.70%2026-10-02: 52.14%2026-10-05: 47.46%2026-10-06: 44.29%2026-10-07: 37.26%2026-10-08: 54.84%2026-10-09: 39.43%2026-10-12: 75.71%2026-10-13: 60.22%2026-10-15: 93.28%2026-10-16: 42.37%2026-10-19: 49.34%2026-10-20: 30.56%2026-10-21: 41.98%2026-10-22: 42.85%2026-10-23: 36.14%2026-10-26: 39.42%2026-10-27: 33.77%2026-10-28: 46.78%2026-10-29: 28.60%2026-10-30: 50.13%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.82%
64.12%
57.03%
64.27%
83.47%
42.09%
27.64%
45.43%
44.32%
42.54%
31.06%
41.01%
44.69%
45.42%
51.30%
31.35%
55.17%
44.72%
58.71%
76.74%
79.59%
70.37%
118.57%
51.43%
42.57%
55.18%
54.77%
47.56%
37.31%
52.87%
28.35%
46.62%
48.70%
52.14%
47.46%
44.29%
37.26%
54.84%
39.43%
75.71%
60.22%
93.28%
42.37%
49.34%
30.56%
41.98%
42.85%
36.14%
39.42%
33.77%
46.78%
28.60%
50.13%