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KraneShares MSCI China Clean Technology Index ETF KGRN

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Market datapartial · fetched 2026-10-22T06:28:31.657Z

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 · 2026-10-22T00:00:00.133164411Z

FundamentalsAlpha Vantage · unavailable

Share price$20.96
1D-0.4%
AH$20.46$20.65$20.84$21.02$21.215:30 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$0.27$0.57$0.87$1.17$1.47$18.78$19.91$21.04$22.17$23.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KGRN spot · $20.96KGRN PRICE$0.30$0.33$0.36$0.40$0.43$0.47$0.51$0.60$0.74$0.88$1.02$1.16$1.39$0.33$0.36$0.39$0.44$0.50$0.55$0.61$0.68$0.76$0.83$0.91$0.98$1.05
PutsCheap0.92×
CallsCheap0.89×
SkewBullish-1.33 pp
Implied moveBearish±$1.12
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.8848.7%15.4%19.0145.9%10.9%
25Δ22.8739.7%10.7%19.6038.7%8.2%
30Δ22.2833.9%8.0%20.0933.1%6.0%
35Δ21.8729.9%6.2%20.3530.8%5.1%
40Δ21.6227.4%5.2%20.6028.5%4.1%
45Δ21.3724.9%4.2%20.8626.1%3.1%
50Δ21.1222.5%3.2%21.0724.4%2.4%
55Δ20.8921.7%2.5%21.2223.3%2.0%
60Δ20.6922.4%2.3%21.3722.2%1.7%
65Δ20.4923.2%2.0%21.5221.1%1.3%
70Δ20.2923.9%1.7%21.6620.0%1.0%
75Δ20.0924.7%1.4%21.8118.9%0.6%
80Δ19.8125.2%1.1%21.9617.8%0.3%

20Δ

Calls
Pseudo strike
23.88
IV
48.7%
B/E move
15.4%
Puts
Pseudo strike
19.01
IV
45.9%
B/E move
10.9%

25Δ

Calls
Pseudo strike
22.87
IV
39.7%
B/E move
10.7%
Puts
Pseudo strike
19.60
IV
38.7%
B/E move
8.2%

30Δ

Calls
Pseudo strike
22.28
IV
33.9%
B/E move
8.0%
Puts
Pseudo strike
20.09
IV
33.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
21.87
IV
29.9%
B/E move
6.2%
Puts
Pseudo strike
20.35
IV
30.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
21.62
IV
27.4%
B/E move
5.2%
Puts
Pseudo strike
20.60
IV
28.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
21.37
IV
24.9%
B/E move
4.2%
Puts
Pseudo strike
20.86
IV
26.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
21.12
IV
22.5%
B/E move
3.2%
Puts
Pseudo strike
21.07
IV
24.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
20.89
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
21.22
IV
23.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
20.69
IV
22.4%
B/E move
2.3%
Puts
Pseudo strike
21.37
IV
22.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
20.49
IV
23.2%
B/E move
2.0%
Puts
Pseudo strike
21.52
IV
21.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
20.29
IV
23.9%
B/E move
1.7%
Puts
Pseudo strike
21.66
IV
20.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
20.09
IV
24.7%
B/E move
1.4%
Puts
Pseudo strike
21.81
IV
18.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
19.81
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
21.96
IV
17.8%
B/E move
0.3%

Options history

No recorded observations