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PLUS Korea Defense Industry Index ETF KDEF

i

Market dataready · fetched 2026-11-12T01:22:22.709Z

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 · 2026-11-12T01:00:00.037519081Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:22:22.387182+00:00

Share price$31.06
1D+1.2%
AH$30.61$30.82$31.02$31.22$31.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKDEF
Sold putSold callAH

PLUS Korea Defense Industry Index ETF options

Live interpolated KDEF call and put midpoint premiums by absolute delta.PLUS Korea Defense Industry Index ETF$0.46$1.35$2.24$3.13$4.02$24.81$27.21$29.62$32.02$34.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KDEF spot · $31.06KDEF PRICE$0.55$0.70$0.84$0.98$1.13$1.27$1.41$1.56$1.70$0.89$1.12$1.36$1.60$1.84$2.08$2.32$2.56$2.80$3.04$3.28$3.52$3.76
PutsExpensive1.69×
Calls——
Skew——
Implied moveBearish±$3.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.68147.6%20.2%
25Δ34.3577.3%12.4%26.38141.4%18.7%
30Δ33.8375.1%11.2%27.07135.2%17.2%
35Δ33.3172.9%9.9%27.77128.9%15.8%
40Δ32.7870.7%8.7%28.46122.7%14.3%
45Δ32.2668.4%7.5%29.16116.4%12.8%
50Δ31.7466.2%6.3%29.85110.2%11.4%
55Δ31.2264.0%5.1%30.54104.0%9.9%
60Δ30.7061.8%3.9%31.2497.7%8.4%
65Δ30.1859.5%2.6%31.9391.5%7.0%
70Δ32.6385.2%5.5%
75Δ33.3279.0%4.0%
80Δ34.0272.8%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.68
IV
147.6%
B/E move
20.2%

25Δ

Calls
Pseudo strike
34.35
IV
77.3%
B/E move
12.4%
Puts
Pseudo strike
26.38
IV
141.4%
B/E move
18.7%

30Δ

Calls
Pseudo strike
33.83
IV
75.1%
B/E move
11.2%
Puts
Pseudo strike
27.07
IV
135.2%
B/E move
17.2%

35Δ

Calls
Pseudo strike
33.31
IV
72.9%
B/E move
9.9%
Puts
Pseudo strike
27.77
IV
128.9%
B/E move
15.8%

40Δ

Calls
Pseudo strike
32.78
IV
70.7%
B/E move
8.7%
Puts
Pseudo strike
28.46
IV
122.7%
B/E move
14.3%

45Δ

Calls
Pseudo strike
32.26
IV
68.4%
B/E move
7.5%
Puts
Pseudo strike
29.16
IV
116.4%
B/E move
12.8%

50Δ

Calls
Pseudo strike
31.74
IV
66.2%
B/E move
6.3%
Puts
Pseudo strike
29.85
IV
110.2%
B/E move
11.4%

55Δ

Calls
Pseudo strike
31.22
IV
64.0%
B/E move
5.1%
Puts
Pseudo strike
30.54
IV
104.0%
B/E move
9.9%

60Δ

Calls
Pseudo strike
30.70
IV
61.8%
B/E move
3.9%
Puts
Pseudo strike
31.24
IV
97.7%
B/E move
8.4%

65Δ

Calls
Pseudo strike
30.18
IV
59.5%
B/E move
2.6%
Puts
Pseudo strike
31.93
IV
91.5%
B/E move
7.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.63
IV
85.2%
B/E move
5.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.32
IV
79.0%
B/E move
4.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.02
IV
72.8%
B/E move
2.6%

Options history

IV · four-Friday blend57.40%
Daily close
KDEF41.7%58.8%75.9%2026-08-13: 54.80%2026-08-14: 55.97%2026-08-17: 58.46%2026-08-18: 64.27%2026-08-19: 66.85%2026-08-20: 73.52%2026-08-21: 53.23%2026-08-24: 53.00%2026-08-25: 52.84%2026-08-26: 51.89%2026-08-27: 50.13%2026-08-28: 48.70%2026-08-31: 46.68%2026-09-01: 47.87%2026-09-02: 46.04%2026-09-03: 44.14%2026-09-04: 45.24%2026-09-08: 51.40%2026-09-09: 52.36%2026-09-10: 52.77%2026-09-11: 51.81%2026-09-14: 56.36%2026-09-15: 58.93%2026-09-16: 60.61%2026-09-17: 65.05%2026-09-18: 46.97%2026-09-21: 46.62%2026-09-22: 46.34%2026-09-23: 45.58%2026-09-24: 45.97%2026-09-25: 45.38%2026-09-28: 46.19%2026-09-29: 46.45%2026-09-30: 45.33%2026-10-01: 45.77%2026-10-02: 45.21%2026-10-05: 45.54%2026-10-06: 44.06%2026-10-07: 45.43%2026-10-08: 46.18%2026-10-09: 47.23%2026-10-12: 49.20%2026-10-13: 54.76%2026-10-14: 62.24%2026-10-15: 72.73%2026-10-16: 52.05%2026-10-19: 51.67%2026-10-20: 53.21%2026-10-21: 52.58%2026-10-22: 53.69%2026-10-23: 52.25%2026-10-26: 52.37%2026-10-27: 52.85%2026-10-28: 54.04%2026-10-29: 53.40%2026-10-30: 57.40%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
54.80%
55.97%
58.46%
64.27%
66.85%
73.52%
53.23%
53.00%
52.84%
51.89%
50.13%
48.70%
46.68%
47.87%
46.04%
44.14%
45.24%
51.40%
52.36%
52.77%
51.81%
56.36%
58.93%
60.61%
65.05%
46.97%
46.62%
46.34%
45.58%
45.97%
45.38%
46.19%
46.45%
45.33%
45.77%
45.21%
45.54%
44.06%
45.43%
46.18%
47.23%
49.20%
54.76%
62.24%
72.73%
52.05%
51.67%
53.21%
52.58%
53.69%
52.25%
52.37%
52.85%
54.04%
53.40%
57.40%