IntraAlpha
Create free account Start free

KraneShares Public-Private Emerging Markets Internet and Technology ETF KEMQ

i

Market dataready · fetched 2026-11-12T16:16:03.492Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T16:07:45.006382835Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:16:02.448467+00:00

Share price$23.00
1D+0.2%
$22.88$22.91$22.95$22.98$23.015:30 AM6:30 AM9:00 AM1:00 PMKEMQ
Sold putSold call

KraneShares Public-Private Emerging Markets Internet and Technology ETF options

Live interpolated KEMQ call and put midpoint premiums by absolute delta.KraneShares Public-Private Emerging Markets Internet and Technology ETF$0.76$1.95$3.13$4.31$5.50$-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 unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 PRICEKEMQ PRICE$0.89$1.05$1.21$1.37$1.53$1.88$2.70$3.52$4.34$5.16
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
35Δ22.1035.9%7.8%
40Δ22.5134.7%6.7%
45Δ22.9133.5%5.7%
50Δ23.3132.4%4.6%
55Δ23.7131.2%3.6%
60Δ24.2531.1%2.7%
65Δ25.1834.0%2.3%
70Δ26.1036.9%1.8%
75Δ27.0239.8%1.4%
80Δ27.9442.7%0.9%

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
22.10
IV
35.9%
B/E move
7.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.51
IV
34.7%
B/E move
6.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.91
IV
33.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.31
IV
32.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.71
IV
31.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.25
IV
31.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.18
IV
34.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.10
IV
36.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.02
IV
39.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.94
IV
42.7%
B/E move
0.9%

Options history

IV · four-Friday blend30.23%
Daily EOD
KEMQ28.2%30.2%32.3%2026-10-19: 28.47%2026-10-20: 28.60%2026-10-21: 28.81%2026-10-22: 31.96%2026-10-23: 32.01%2026-10-26: 30.59%2026-10-27: 30.72%2026-10-28: 30.52%2026-10-29: 30.73%2026-10-30: 30.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.47%
28.60%
28.81%
31.96%
32.01%
30.59%
30.72%
30.52%
30.73%
30.23%