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KraneShares California Carbon Allowance Strategy ETF KCCA

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Market datapartial · fetched 2026-10-22T15:11:59.470Z

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 · 2026-10-22T14:36:12.229733032Z

FundamentalsAlpha Vantage · unavailable

Share price$17.08
1D+0.1%
$17.06$17.07$17.07$17.08$17.095:30 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$0.26$1.56$2.85$4.15$5.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKCCA PRICE$0.40$0.42$0.44$0.47$0.58$0.73$0.87$1.02$1.16$1.31$1.45$1.74$2.19$2.11$5.07
PutsExpensive4.03×
CallsExpensive3.12×
SkewBearish+14.22 pp
Implied move——
TiltBullish28.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4196.4%39.4%
25Δ21.7679.9%29.8%
30Δ20.1063.3%20.3%
35Δ18.4546.7%10.7%
40Δ17.8042.5%7.6%
45Δ17.5243.0%6.8%
50Δ17.2543.4%6.1%
55Δ16.9743.9%5.3%
60Δ16.6944.3%4.5%
65Δ16.4244.7%3.8%
70Δ16.1445.2%3.0%
75Δ15.7547.9%2.4%18.9446.9%1.5%
80Δ15.2453.0%2.0%21.8088.4%2.1%

20Δ

Calls
Pseudo strike
23.41
IV
96.4%
B/E move
39.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
21.76
IV
79.9%
B/E move
29.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.10
IV
63.3%
B/E move
20.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.45
IV
46.7%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.80
IV
42.5%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.52
IV
43.0%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.25
IV
43.4%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.97
IV
43.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.69
IV
44.3%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.42
IV
44.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.14
IV
45.2%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.75
IV
47.9%
B/E move
2.4%
Puts
Pseudo strike
18.94
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
15.24
IV
53.0%
B/E move
2.0%
Puts
Pseudo strike
21.80
IV
88.4%
B/E move
2.1%

Options history

No recorded observations