KraneShares Trust KraneShares Global Humanoid Robotics and Physical AI Index ETF KOID
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Market dataready · fetched 2026-11-12T03:10:43.911Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T21:00:00.428275135Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:43.545851+00:00
KraneShares Trust KraneShares Global Humanoid Robotics and Physical AI Index ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.84 | 66.9% | 11.0% | 32.01 | 60.3% | 8.1% |
| 25Δ | 35.94 | 37.5% | 5.2% | 32.78 | 50.6% | 6.0% |
| 30Δ | 35.66 | 38.5% | 4.7% | 33.26 | 46.2% | 4.9% |
| 35Δ | 35.38 | 39.5% | 4.2% | 33.62 | 44.0% | 4.1% |
| 40Δ | 35.11 | 40.5% | 3.7% | 33.97 | 41.8% | 3.3% |
| 45Δ | 34.82 | 41.4% | 3.3% | 34.26 | 41.1% | 2.8% |
| 50Δ | 34.53 | 42.4% | 2.9% | 34.53 | 40.6% | 2.4% |
| 55Δ | 34.25 | 43.3% | 2.5% | 34.81 | 40.0% | 2.0% |
| 60Δ | 33.94 | 44.4% | 2.2% | 35.16 | 41.6% | 1.7% |
| 65Δ | 33.49 | 46.8% | 1.9% | 35.65 | 47.9% | 1.6% |
| 70Δ | 33.05 | 49.1% | 1.6% | |||
| 75Δ | 32.61 | 51.5% | 1.3% | |||
| 80Δ | 32.16 | 53.8% | 1.1% | |||
20Δ
- Pseudo strike
- 37.84
- IV
- 66.9%
- B/E move
- 11.0%
- Pseudo strike
- 32.01
- IV
- 60.3%
- B/E move
- 8.1%
25Δ
- Pseudo strike
- 35.94
- IV
- 37.5%
- B/E move
- 5.2%
- Pseudo strike
- 32.78
- IV
- 50.6%
- B/E move
- 6.0%
30Δ
- Pseudo strike
- 35.66
- IV
- 38.5%
- B/E move
- 4.7%
- Pseudo strike
- 33.26
- IV
- 46.2%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 35.38
- IV
- 39.5%
- B/E move
- 4.2%
- Pseudo strike
- 33.62
- IV
- 44.0%
- B/E move
- 4.1%
40Δ
- Pseudo strike
- 35.11
- IV
- 40.5%
- B/E move
- 3.7%
- Pseudo strike
- 33.97
- IV
- 41.8%
- B/E move
- 3.3%
45Δ
- Pseudo strike
- 34.82
- IV
- 41.4%
- B/E move
- 3.3%
- Pseudo strike
- 34.26
- IV
- 41.1%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 34.53
- IV
- 42.4%
- B/E move
- 2.9%
- Pseudo strike
- 34.53
- IV
- 40.6%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 34.25
- IV
- 43.3%
- B/E move
- 2.5%
- Pseudo strike
- 34.81
- IV
- 40.0%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 33.94
- IV
- 44.4%
- B/E move
- 2.2%
- Pseudo strike
- 35.16
- IV
- 41.6%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 33.49
- IV
- 46.8%
- B/E move
- 1.9%
- Pseudo strike
- 35.65
- IV
- 47.9%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 33.05
- IV
- 49.1%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 32.61
- IV
- 51.5%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 32.16
- IV
- 53.8%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 36.37% | |
| 37.47% | |
| 36.11% | |
| 38.05% | |
| 36.73% | |
| 37.47% | |
| 33.45% | |
| 35.28% | |
| 32.60% | |
| 40.38% |