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KraneShares KWEB Covered Call Strategy ETF KLIP

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Market datapartial · fetched 2026-10-22T21:43:39.535Z

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 · 2026-10-22T20:10:00.002367085Z

FundamentalsAlpha Vantage · unavailable

Share price$21.37
1D+0.1%
AH$21.29$21.33$21.37$21.41$21.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKLIP
Sold putSold callAH

KraneShares KWEB Covered Call Strategy ETF options

Live interpolated KLIP call and put midpoint premiums by absolute delta.KraneShares KWEB Covered Call Strategy ETF$0.26$2.02$3.78$5.55$7.31$17.58$19.23$20.88$22.53$24.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KLIP spot · $21.37KLIP PRICE$0.45$0.45$0.45$0.48$0.50$0.55$0.60$0.65$0.70$0.75$0.50$0.54$0.60$0.68$0.77$0.89$1.01$1.13$1.44$1.94$2.71$4.10$6.80
PutsExpensive1.83×
CallsExpensive1.69×
SkewBearish+16.37 pp
Implied moveBearish±$1.61
TiltBearish61.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.1073.7%24.3%18.5668.4%15.5%
25Δ24.0554.1%14.7%19.4955.9%11.3%
30Δ22.9841.9%9.6%20.1248.8%8.6%
35Δ22.4936.2%7.5%20.5445.3%7.1%
40Δ22.0030.6%5.3%20.9541.7%5.5%
45Δ21.8028.6%4.6%21.2640.2%4.7%
50Δ21.6026.7%3.9%21.5538.9%3.9%
55Δ21.4024.8%3.2%21.8437.6%3.1%
60Δ21.2022.8%2.5%22.2539.9%2.6%
65Δ21.0020.9%1.8%22.7846.2%2.5%
70Δ23.5855.1%2.4%
75Δ24.9870.1%2.3%
80Δ27.7093.3%2.2%

20Δ

Calls
Pseudo strike
26.10
IV
73.7%
B/E move
24.3%
Puts
Pseudo strike
18.56
IV
68.4%
B/E move
15.5%

25Δ

Calls
Pseudo strike
24.05
IV
54.1%
B/E move
14.7%
Puts
Pseudo strike
19.49
IV
55.9%
B/E move
11.3%

30Δ

Calls
Pseudo strike
22.98
IV
41.9%
B/E move
9.6%
Puts
Pseudo strike
20.12
IV
48.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
22.49
IV
36.2%
B/E move
7.5%
Puts
Pseudo strike
20.54
IV
45.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
22.00
IV
30.6%
B/E move
5.3%
Puts
Pseudo strike
20.95
IV
41.7%
B/E move
5.5%

45Δ

Calls
Pseudo strike
21.80
IV
28.6%
B/E move
4.6%
Puts
Pseudo strike
21.26
IV
40.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
21.60
IV
26.7%
B/E move
3.9%
Puts
Pseudo strike
21.55
IV
38.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
21.40
IV
24.8%
B/E move
3.2%
Puts
Pseudo strike
21.84
IV
37.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
21.20
IV
22.8%
B/E move
2.5%
Puts
Pseudo strike
22.25
IV
39.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
21.00
IV
20.9%
B/E move
1.8%
Puts
Pseudo strike
22.78
IV
46.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.58
IV
55.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.98
IV
70.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.70
IV
93.3%
B/E move
2.2%

Options history

No recorded observations