IntraAlpha
Create free account Start free

KraneShares MSCI China Clean Technology Index ETF KGRN

i

Market dataready · fetched 2026-11-11T16:01:09.403Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-11T01:00:00.093719376Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:01:07.768058+00:00

Share price$21.57
1D-0.6%
AH$21.56$21.60$21.65$21.70$21.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKGRN
Sold putSold callAH

KraneShares MSCI China Clean Technology Index ETF options

Live interpolated KGRN call and put midpoint premiums by absolute delta.KraneShares MSCI China Clean Technology Index ETF$0.74$2.63$4.51$6.40$8.28$16.46$19.03$21.60$24.16$26.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KGRN spot · $21.57KGRN PRICE$0.95$1.06$1.17$1.30$1.50$1.70$1.91$2.11$2.32$1.03$1.18$1.33$1.47$2.38$3.45$4.52$5.60$6.67$7.74
Puts——
Calls——
Skew——
Implied moveBearish±$3.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ20.1230.7%11.5%
35Δ20.7128.8%9.4%
40Δ23.5123.6%13.4%21.3026.9%7.4%
45Δ22.9722.1%11.4%21.9024.9%5.3%
50Δ22.4220.6%9.4%23.0127.1%4.4%
55Δ21.9219.4%7.6%24.2330.2%3.7%
60Δ21.5418.9%6.8%25.4633.3%3.0%
65Δ21.1618.5%6.0%26.6836.3%2.2%
70Δ20.7818.1%5.2%27.9039.4%1.5%
75Δ20.4017.6%4.4%29.1342.4%0.8%
80Δ20.0217.2%3.5%

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
20.12
IV
30.7%
B/E move
11.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.71
IV
28.8%
B/E move
9.4%

40Δ

Calls
Pseudo strike
23.51
IV
23.6%
B/E move
13.4%
Puts
Pseudo strike
21.30
IV
26.9%
B/E move
7.4%

45Δ

Calls
Pseudo strike
22.97
IV
22.1%
B/E move
11.4%
Puts
Pseudo strike
21.90
IV
24.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
22.42
IV
20.6%
B/E move
9.4%
Puts
Pseudo strike
23.01
IV
27.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
21.92
IV
19.4%
B/E move
7.6%
Puts
Pseudo strike
24.23
IV
30.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
21.54
IV
18.9%
B/E move
6.8%
Puts
Pseudo strike
25.46
IV
33.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
21.16
IV
18.5%
B/E move
6.0%
Puts
Pseudo strike
26.68
IV
36.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
20.78
IV
18.1%
B/E move
5.2%
Puts
Pseudo strike
27.90
IV
39.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
20.40
IV
17.6%
B/E move
4.4%
Puts
Pseudo strike
29.13
IV
42.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
20.02
IV
17.2%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.55%
Daily EOD
KGRN22.1%23.9%25.6%2026-10-19: 22.38%2026-10-20: 25.36%2026-10-21: 23.28%2026-10-22: 23.57%2026-10-23: 24.00%2026-10-26: 22.56%2026-10-27: 24.43%2026-10-28: 23.91%2026-10-29: 22.47%2026-10-30: 23.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.38%
25.36%
23.28%
23.57%
24.00%
22.56%
24.43%
23.91%
22.47%
23.55%