Share price$4.80
1D+2.2%
Sold putSold callAH
KraneShares Trust KraneShares 2x Long PDD Daily ETF KPDD
i
Market dataready · fetched 2026-10-22T21:45:18.213Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T21:17:17.969993284Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:45:15.994980+00:00
KraneShares Trust KraneShares 2x Long PDD Daily ETF options
PutsExpensive2.69×
CallsExpensive2.99×
SkewBullish-49.05 pp
Implied move——
TiltBearish59.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 5.13 | 180.5% | 17.4% | |||
| 50Δ | 5.38 | 171.3% | 14.8% | |||
| 55Δ | 5.63 | 162.1% | 12.2% | |||
| 60Δ | 5.88 | 152.9% | 9.6% | |||
| 65Δ | 6.08 | 142.7% | 7.7% | |||
| 70Δ | 6.24 | 131.6% | 6.4% | |||
| 75Δ | 3.87 | 200.1% | 12.2% | 6.39 | 120.6% | 5.1% |
| 80Δ | 3.55 | 190.9% | 9.1% | 6.55 | 109.5% | 3.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.13
- IV
- 180.5%
- B/E move
- 17.4%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.38
- IV
- 171.3%
- B/E move
- 14.8%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.63
- IV
- 162.1%
- B/E move
- 12.2%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.88
- IV
- 152.9%
- B/E move
- 9.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.08
- IV
- 142.7%
- B/E move
- 7.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.24
- IV
- 131.6%
- B/E move
- 6.4%
75Δ
- Pseudo strike
- 3.87
- IV
- 200.1%
- B/E move
- 12.2%
- Pseudo strike
- 6.39
- IV
- 120.6%
- B/E move
- 5.1%
80Δ
- Pseudo strike
- 3.55
- IV
- 190.9%
- B/E move
- 9.1%
- Pseudo strike
- 6.55
- IV
- 109.5%
- B/E move
- 3.8%
Options history
No recorded observations