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PLUS Korea Defense Industry Index ETF KDEF

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Market datapartial · fetched 2026-10-22T18:30:41.534Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T18:22:42.921670852Z

FundamentalsAlpha Vantage · unavailable

Share price$35.30
1D-0.9%
$35.04$35.24$35.43$35.63$35.825:30 AM6:30 AM9:00 AM1:00 PMKDEF
Sold putSold call

PLUS Korea Defense Industry Index ETF options

Live interpolated KDEF call and put midpoint premiums by absolute delta.PLUS Korea Defense Industry Index ETF$0.99$5.12$9.25$13.39$17.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKDEF PRICE$1.44$1.68$1.92$2.15$2.25$2.68$3.11$3.54$3.97$4.38$4.79$5.20$5.62$6.52$9.61$12.70$16.33
PutsCheap0.93×
CallsExpensive1.13×
SkewBullish-6.98 pp
Implied move——
TiltBearish83.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.4477.4%66.8%24.7190.6%36.4%
25Δ52.4069.4%53.2%27.1682.3%30.6%
30Δ48.1762.3%41.9%29.6273.9%24.9%
35Δ43.9355.1%30.6%32.0765.6%19.2%
40Δ34.5257.2%13.4%
45Δ35.8753.0%10.8%
50Δ36.9549.8%8.9%
55Δ38.0446.6%7.0%
60Δ39.1243.4%5.1%
65Δ40.6241.9%3.4%
70Δ43.9348.1%2.8%
75Δ47.2554.3%2.1%
80Δ51.1360.9%1.4%

20Δ

Calls
Pseudo strike
57.44
IV
77.4%
B/E move
66.8%
Puts
Pseudo strike
24.71
IV
90.6%
B/E move
36.4%

25Δ

Calls
Pseudo strike
52.40
IV
69.4%
B/E move
53.2%
Puts
Pseudo strike
27.16
IV
82.3%
B/E move
30.6%

30Δ

Calls
Pseudo strike
48.17
IV
62.3%
B/E move
41.9%
Puts
Pseudo strike
29.62
IV
73.9%
B/E move
24.9%

35Δ

Calls
Pseudo strike
43.93
IV
55.1%
B/E move
30.6%
Puts
Pseudo strike
32.07
IV
65.6%
B/E move
19.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.52
IV
57.2%
B/E move
13.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.87
IV
53.0%
B/E move
10.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.95
IV
49.8%
B/E move
8.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.04
IV
46.6%
B/E move
7.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.12
IV
43.4%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.62
IV
41.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.93
IV
48.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.25
IV
54.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.13
IV
60.9%
B/E move
1.4%

Options history

No recorded observations