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KraneShares MSCI Emerging Markets Ex China Index ETF KEMX

i

Market dataready · fetched 2026-11-11T14:53:51.244Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:30:00.382963149Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:50.466772+00:00

Share price$47.37
1D+0.0%
$47.35$47.36$47.37$47.38$47.395:30 AM6:30 AM9:00 AM1:00 PMKEMX
Sold putSold call

KraneShares MSCI Emerging Markets Ex China Index ETF options

Live interpolated KEMX call and put midpoint premiums by absolute delta.KraneShares MSCI Emerging Markets Ex China Index ETF$1.26$2.11$2.95$3.80$4.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKEMX PRICE$1.36$1.45$1.54$3.64$4.40
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
25Δ58.2872.1%25.9%
30Δ55.1861.0%19.5%
35Δ52.0849.9%13.2%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ50.6426.3%0.8%
80Δ51.5326.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
58.28
IV
72.1%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
55.18
IV
61.0%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
52.08
IV
49.9%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.64
IV
26.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.53
IV
26.8%
B/E move
0.5%

Options history

IV · four-Friday blend32.39%
Daily EOD
KEMX29.0%30.8%32.6%2026-10-19: 29.93%2026-10-20: 29.62%2026-10-21: 29.25%2026-10-22: 30.67%2026-10-23: 31.11%2026-10-26: 31.55%2026-10-27: 31.42%2026-10-28: 31.20%2026-10-29: 31.32%2026-10-30: 32.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.93%
29.62%
29.25%
30.67%
31.11%
31.55%
31.42%
31.20%
31.32%
32.39%