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KraneShares KWEB Covered Call Strategy ETF KLIP

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Market datapartial · fetched 2026-10-22T16:18:00.449Z

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 · 2026-10-22T16:14:41.380239695Z

FundamentalsAlpha Vantage · unavailable

Share price$21.43
1D+0.4%
$21.29$21.33$21.37$21.41$21.455:30 AM6:30 AM9:00 AM1:00 PMKLIP
Sold putSold call

KraneShares KWEB Covered Call Strategy ETF options

Live interpolated KLIP call and put midpoint premiums by absolute delta.KraneShares KWEB Covered Call Strategy ETF$0.27$1.96$3.66$5.36$7.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKLIP PRICE$0.45$0.84$1.48$2.11$2.75$3.39$4.02$4.66$5.30$5.93$6.57
PutsExpensive2.53×
CallsExpensive3.43×
SkewNeutral-0.20 pp
Implied move——
TiltBearish97.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.1773.2%24.2%
25Δ
30Δ20.3551.4%8.9%
35Δ21.1356.2%8.3%
40Δ21.9161.0%7.6%
45Δ22.6965.8%7.0%
50Δ23.4670.6%6.3%
55Δ24.2475.4%5.7%
60Δ25.0280.2%5.0%
65Δ25.8085.0%4.3%
70Δ26.5789.8%3.7%
75Δ27.3594.6%3.0%
80Δ

20Δ

Calls
Pseudo strike
26.17
IV
73.2%
B/E move
24.2%
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
20.35
IV
51.4%
B/E move
8.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.13
IV
56.2%
B/E move
8.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.91
IV
61.0%
B/E move
7.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.69
IV
65.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.46
IV
70.6%
B/E move
6.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.24
IV
75.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.02
IV
80.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.80
IV
85.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.57
IV
89.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.35
IV
94.6%
B/E move
3.0%

80Δ

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

Options history

No recorded observations