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KraneShares MSCI Emerging Markets Ex China Index ETF KEMX

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Market datapartial · fetched 2026-10-22T11:19:40.244Z

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 · 2026-10-22T00:00:00.106557456Z

FundamentalsAlpha Vantage · unavailable

Share price$49.18
1D-0.3%
AH$48.91$49.02$49.13$49.24$49.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKEMX
Sold putSold callAH

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$1.24$1.56$1.88$2.19$2.51$41.74$45.47$49.19$52.92$56.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEMX spot · $49.18KEMX PRICE$1.27$1.32$1.42$1.56$1.67$1.81$2.00$2.18$1.30$1.37$1.47$1.60$1.73$1.85$1.99$2.13$2.27$2.42
PutsExpensive2.13×
CallsExpensive2.23×
SkewNeutral-0.19 pp
Implied moveBearish±$3.80
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.1775.4%16.9%
25Δ57.1767.2%18.8%44.6260.2%12.0%
30Δ54.1153.8%12.7%46.2051.3%9.0%
35Δ52.4046.4%9.4%47.3445.4%7.0%
40Δ51.2542.0%7.4%48.2340.9%5.5%
45Δ50.3437.6%5.7%48.9836.6%4.2%
50Δ49.6234.6%4.6%49.5533.7%3.3%
55Δ49.0032.7%3.7%50.0831.0%2.5%
60Δ48.4730.9%3.0%50.5028.8%1.9%
65Δ50.9126.6%1.4%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.17
IV
75.4%
B/E move
16.9%

25Δ

Calls
Pseudo strike
57.17
IV
67.2%
B/E move
18.8%
Puts
Pseudo strike
44.62
IV
60.2%
B/E move
12.0%

30Δ

Calls
Pseudo strike
54.11
IV
53.8%
B/E move
12.7%
Puts
Pseudo strike
46.20
IV
51.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
52.40
IV
46.4%
B/E move
9.4%
Puts
Pseudo strike
47.34
IV
45.4%
B/E move
7.0%

40Δ

Calls
Pseudo strike
51.25
IV
42.0%
B/E move
7.4%
Puts
Pseudo strike
48.23
IV
40.9%
B/E move
5.5%

45Δ

Calls
Pseudo strike
50.34
IV
37.6%
B/E move
5.7%
Puts
Pseudo strike
48.98
IV
36.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
49.62
IV
34.6%
B/E move
4.6%
Puts
Pseudo strike
49.55
IV
33.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
49.00
IV
32.7%
B/E move
3.7%
Puts
Pseudo strike
50.08
IV
31.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
48.47
IV
30.9%
B/E move
3.0%
Puts
Pseudo strike
50.50
IV
28.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.91
IV
26.6%
B/E move
1.4%

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
IV
B/E move

80Δ

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

Options history

No recorded observations