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KraneShares Global Carbon Strategy ETF KRBN

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Market datapartial · fetched 2026-10-22T09:56:39.942Z

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 · 2026-10-22T00:00:00.086878035Z

FundamentalsAlpha Vantage · unavailable

Share price$34.01
1D+0.1%
AH$33.87$33.93$33.98$34.04$34.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKRBN
Sold putSold callAH

KraneShares Global Carbon Strategy ETF options

Live interpolated KRBN call and put midpoint premiums by absolute delta.KraneShares Global Carbon Strategy ETF$0.27$0.59$0.90$1.21$1.52$23.76$28.95$34.15$39.34$44.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRBN spot · $34.01KRBN PRICE$0.31$0.31$0.38$0.46$0.53$0.60$0.67$0.76$0.99$1.21$1.43$0.38$0.32$0.50$0.75$1.00$1.25$1.29$1.24$1.19$1.14$1.09$1.04$0.99
PutsCheap0.29×
CallsCheap0.24×
SkewBearish+4.36 pp
Implied moveBearish±$1.96
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.8630.4%9.3%31.6233.6%8.1%
25Δ35.7121.9%5.9%32.7921.6%4.5%
30Δ35.3421.3%5.0%33.2022.6%3.9%
35Δ34.9820.7%4.2%33.4426.7%3.9%
40Δ34.7219.7%3.6%33.6930.9%3.9%
45Δ34.4718.8%3.1%33.9335.0%3.9%
50Δ34.2117.8%2.6%34.1033.5%3.5%
55Δ33.9517.3%2.1%34.2429.8%3.0%
60Δ33.6618.7%1.9%34.3926.0%2.4%
65Δ33.3720.1%1.7%34.5322.3%1.8%
70Δ33.0921.6%1.5%34.6718.6%1.3%
75Δ34.8114.9%0.7%
80Δ34.9511.1%0.1%

20Δ

Calls
Pseudo strike
36.86
IV
30.4%
B/E move
9.3%
Puts
Pseudo strike
31.62
IV
33.6%
B/E move
8.1%

25Δ

Calls
Pseudo strike
35.71
IV
21.9%
B/E move
5.9%
Puts
Pseudo strike
32.79
IV
21.6%
B/E move
4.5%

30Δ

Calls
Pseudo strike
35.34
IV
21.3%
B/E move
5.0%
Puts
Pseudo strike
33.20
IV
22.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
34.98
IV
20.7%
B/E move
4.2%
Puts
Pseudo strike
33.44
IV
26.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
34.72
IV
19.7%
B/E move
3.6%
Puts
Pseudo strike
33.69
IV
30.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
34.47
IV
18.8%
B/E move
3.1%
Puts
Pseudo strike
33.93
IV
35.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
34.21
IV
17.8%
B/E move
2.6%
Puts
Pseudo strike
34.10
IV
33.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
33.95
IV
17.3%
B/E move
2.1%
Puts
Pseudo strike
34.24
IV
29.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
33.66
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
34.39
IV
26.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
33.37
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
34.53
IV
22.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
33.09
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
34.67
IV
18.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.81
IV
14.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.95
IV
11.1%
B/E move
0.1%

Options history

No recorded observations