IntraAlpha
Create free account Start free

PLUS Korea Defense Industry Index ETF KDEF

i

Market datapartial · fetched 2026-10-23T00:00:09.478Z

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 · 2026-10-23T00:00:00.019328338Z

FundamentalsAlpha Vantage · unavailable

Share price$35.20
1D-1.4%
AH$35.04$35.24$35.43$35.63$35.825:30 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$0.73$2.08$3.44$4.79$6.14$27.00$31.94$36.88$41.82$46.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KDEF spot · $35.20KDEF PRICE$0.88$1.03$1.17$1.34$1.51$1.81$2.16$2.52$3.09$3.68$4.27$4.86$5.46$1.09$1.28$1.48$1.67$1.87$2.09$2.60$3.12$3.66$4.14$4.45$4.96$5.75
PutsExpensive1.05×
CallsExpensive1.32×
SkewBullish-1.67 pp
Implied moveBearish±$4.77
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.9788.8%30.2%29.4389.1%19.5%
25Δ41.9277.5%22.0%30.8479.8%16.0%
30Δ39.8368.5%16.5%31.9073.8%13.6%
35Δ38.4663.3%13.1%32.9667.7%11.1%
40Δ37.3658.7%10.4%34.0261.6%8.7%
45Δ36.5358.1%8.9%35.0656.1%6.3%
50Δ35.8059.3%7.8%35.8457.8%5.6%
55Δ35.0760.6%6.8%36.6159.5%4.9%
60Δ34.2061.4%5.9%37.4260.5%4.1%
65Δ33.3262.1%5.1%38.1959.4%3.3%
70Δ32.4362.8%4.3%38.7955.5%2.4%
75Δ31.5563.6%3.4%39.5553.5%1.8%
80Δ30.6664.3%2.6%40.5353.2%1.2%

20Δ

Calls
Pseudo strike
44.97
IV
88.8%
B/E move
30.2%
Puts
Pseudo strike
29.43
IV
89.1%
B/E move
19.5%

25Δ

Calls
Pseudo strike
41.92
IV
77.5%
B/E move
22.0%
Puts
Pseudo strike
30.84
IV
79.8%
B/E move
16.0%

30Δ

Calls
Pseudo strike
39.83
IV
68.5%
B/E move
16.5%
Puts
Pseudo strike
31.90
IV
73.8%
B/E move
13.6%

35Δ

Calls
Pseudo strike
38.46
IV
63.3%
B/E move
13.1%
Puts
Pseudo strike
32.96
IV
67.7%
B/E move
11.1%

40Δ

Calls
Pseudo strike
37.36
IV
58.7%
B/E move
10.4%
Puts
Pseudo strike
34.02
IV
61.6%
B/E move
8.7%

45Δ

Calls
Pseudo strike
36.53
IV
58.1%
B/E move
8.9%
Puts
Pseudo strike
35.06
IV
56.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
35.80
IV
59.3%
B/E move
7.8%
Puts
Pseudo strike
35.84
IV
57.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
35.07
IV
60.6%
B/E move
6.8%
Puts
Pseudo strike
36.61
IV
59.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
34.20
IV
61.4%
B/E move
5.9%
Puts
Pseudo strike
37.42
IV
60.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
33.32
IV
62.1%
B/E move
5.1%
Puts
Pseudo strike
38.19
IV
59.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
32.43
IV
62.8%
B/E move
4.3%
Puts
Pseudo strike
38.79
IV
55.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
31.55
IV
63.6%
B/E move
3.4%
Puts
Pseudo strike
39.55
IV
53.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
30.66
IV
64.3%
B/E move
2.6%
Puts
Pseudo strike
40.53
IV
53.2%
B/E move
1.2%

Options history

No recorded observations