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KraneShares MSCI Emerging Markets Ex China Index ETF KEMX

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Market datapartial · fetched 2026-10-22T13:41:24.042Z

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 · 2026-10-22T13:30:00.798170437Z

FundamentalsAlpha Vantage · unavailable

Share price$48.17
1D+0.0%
$48.15$48.16$48.17$48.18$48.195:30 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$1.18$2.07$2.96$3.86$4.75$41.47$44.87$48.27$51.67$55.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEMX spot · $48.17KEMX PRICE$1.27$1.32$1.43$1.57$1.73$1.91$2.11$2.26$2.48$3.15$3.82$4.49$1.30$1.35$1.47$1.60$1.73$1.85$1.98$2.14$2.34$2.55$2.70$2.85$3.01
PutsExpensive1.73×
CallsExpensive2.11×
SkewBullish-1.46 pp
Implied moveBalanced±$3.89
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.2077.0%17.2%
25Δ56.2168.9%19.3%43.6760.8%12.1%
30Δ53.1255.1%13.0%45.2152.3%9.2%
35Δ51.4448.0%9.8%46.3346.4%7.1%
40Δ50.2643.2%7.6%47.2241.7%5.6%
45Δ49.3739.9%6.1%47.9737.4%4.2%
50Δ48.6437.4%4.9%48.5434.4%3.4%
55Δ47.9835.4%4.0%49.0831.7%2.5%
60Δ47.4632.8%3.2%49.5430.1%2.0%
65Δ46.8930.8%2.5%50.0028.5%1.5%
70Δ46.0632.0%2.2%50.3426.4%1.1%
75Δ45.2233.2%1.8%50.6824.2%0.7%
80Δ44.3934.4%1.5%51.0222.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.20
IV
77.0%
B/E move
17.2%

25Δ

Calls
Pseudo strike
56.21
IV
68.9%
B/E move
19.3%
Puts
Pseudo strike
43.67
IV
60.8%
B/E move
12.1%

30Δ

Calls
Pseudo strike
53.12
IV
55.1%
B/E move
13.0%
Puts
Pseudo strike
45.21
IV
52.3%
B/E move
9.2%

35Δ

Calls
Pseudo strike
51.44
IV
48.0%
B/E move
9.8%
Puts
Pseudo strike
46.33
IV
46.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
50.26
IV
43.2%
B/E move
7.6%
Puts
Pseudo strike
47.22
IV
41.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
49.37
IV
39.9%
B/E move
6.1%
Puts
Pseudo strike
47.97
IV
37.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
48.64
IV
37.4%
B/E move
4.9%
Puts
Pseudo strike
48.54
IV
34.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
47.98
IV
35.4%
B/E move
4.0%
Puts
Pseudo strike
49.08
IV
31.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
47.46
IV
32.8%
B/E move
3.2%
Puts
Pseudo strike
49.54
IV
30.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
46.89
IV
30.8%
B/E move
2.5%
Puts
Pseudo strike
50.00
IV
28.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
46.06
IV
32.0%
B/E move
2.2%
Puts
Pseudo strike
50.34
IV
26.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
45.22
IV
33.2%
B/E move
1.8%
Puts
Pseudo strike
50.68
IV
24.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
44.39
IV
34.4%
B/E move
1.5%
Puts
Pseudo strike
51.02
IV
22.1%
B/E move
0.3%

Options history

No recorded observations