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KraneShares Global Carbon Strategy ETF KRBN

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Market datapartial · fetched 2026-10-22T16:31:14.383Z

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 · 2026-10-22T15:58:34.597721145Z

FundamentalsAlpha Vantage · unavailable

Share price$34.15
1D+0.3%
$33.99$34.04$34.10$34.15$34.205:30 AM6:30 AM9:00 AM1:00 PMKRBN
Sold putSold call

KraneShares Global Carbon Strategy ETF options

Live interpolated KRBN call and put midpoint premiums by absolute delta.KraneShares Global Carbon Strategy ETF$0.49$1.35$2.22$3.09$3.95$23.85$29.07$34.28$39.50$44.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRBN spot · $34.15KRBN PRICE$0.85$0.86$0.91$0.67$0.58$0.72$0.86$1.00$1.19$1.37$1.56$2.37$3.70$0.86$0.93$0.95$0.98$1.00$1.03$1.22$1.41$1.69$2.23$2.71$3.16$3.61
PutsCheap0.47×
CallsCheap0.41×
SkewBearish+4.46 pp
Implied moveBearish±$2.08
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6488.4%30.3%29.4472.5%16.3%
25Δ39.5265.6%18.3%31.0359.2%11.8%
30Δ37.5753.7%12.7%31.7851.8%9.7%
35Δ35.8132.6%6.8%32.5244.5%7.6%
40Δ34.8521.3%3.8%33.2737.1%5.5%
45Δ34.5821.9%3.4%34.0130.0%3.4%
50Δ34.3122.6%3.0%34.3729.7%2.9%
55Δ34.0423.3%2.6%34.7329.5%2.4%
60Δ33.7423.4%2.3%35.1530.3%2.0%
65Δ33.4423.5%2.0%35.7534.2%1.8%
70Δ33.1423.6%1.6%36.3435.7%1.5%
75Δ32.2628.7%1.4%36.9235.4%1.1%
80Δ30.8938.3%1.3%37.5035.1%0.8%

20Δ

Calls
Pseudo strike
43.64
IV
88.4%
B/E move
30.3%
Puts
Pseudo strike
29.44
IV
72.5%
B/E move
16.3%

25Δ

Calls
Pseudo strike
39.52
IV
65.6%
B/E move
18.3%
Puts
Pseudo strike
31.03
IV
59.2%
B/E move
11.8%

30Δ

Calls
Pseudo strike
37.57
IV
53.7%
B/E move
12.7%
Puts
Pseudo strike
31.78
IV
51.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
35.81
IV
32.6%
B/E move
6.8%
Puts
Pseudo strike
32.52
IV
44.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
34.85
IV
21.3%
B/E move
3.8%
Puts
Pseudo strike
33.27
IV
37.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
34.58
IV
21.9%
B/E move
3.4%
Puts
Pseudo strike
34.01
IV
30.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
34.31
IV
22.6%
B/E move
3.0%
Puts
Pseudo strike
34.37
IV
29.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
34.04
IV
23.3%
B/E move
2.6%
Puts
Pseudo strike
34.73
IV
29.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
33.74
IV
23.4%
B/E move
2.3%
Puts
Pseudo strike
35.15
IV
30.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
33.44
IV
23.5%
B/E move
2.0%
Puts
Pseudo strike
35.75
IV
34.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
33.14
IV
23.6%
B/E move
1.6%
Puts
Pseudo strike
36.34
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
32.26
IV
28.7%
B/E move
1.4%
Puts
Pseudo strike
36.92
IV
35.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
30.89
IV
38.3%
B/E move
1.3%
Puts
Pseudo strike
37.50
IV
35.1%
B/E move
0.8%

Options history

No recorded observations