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KraneShares Global Carbon Strategy ETF KRBN

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Market datapartial · fetched 2026-10-22T21:22:28.125Z

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 · 2026-10-22T20:10:00.003835234Z

FundamentalsAlpha Vantage · unavailable

Share price$34.11
1D+0.2%
AH$33.99$34.05$34.11$34.17$34.235:30 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$0.38$1.35$2.32$3.29$4.25$23.84$29.04$34.24$39.44$44.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRBN spot · $34.10KRBN PRICE$0.85$0.86$0.91$0.64$0.60$0.74$0.88$1.02$1.22$1.41$1.61$2.67$3.98$0.86$0.92$0.49$0.66$0.84$1.01$1.20$1.38$1.60$2.13$2.61$2.98$3.36
PutsCheap0.41×
CallsCheap0.41×
SkewBullish-1.28 pp
Implied moveBearish±$2.08
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6188.8%30.3%29.4072.7%16.3%
25Δ39.4966.0%18.3%31.0258.9%11.7%
30Δ37.5354.0%12.7%33.0725.2%4.5%
35Δ35.6731.2%6.5%33.3726.6%4.1%
40Δ34.8221.8%3.8%33.6728.0%3.7%
45Δ34.5522.6%3.5%33.9829.4%3.3%
50Δ34.2723.3%3.1%34.3329.2%2.9%
55Δ34.0024.0%2.7%34.6829.0%2.4%
60Δ33.6924.1%2.4%35.0629.1%1.9%
65Δ33.3824.3%2.0%35.6532.8%1.7%
70Δ33.0724.5%1.7%36.2134.6%1.5%
75Δ31.9532.0%1.5%36.7133.6%1.1%
80Δ30.6041.7%1.4%37.2232.5%0.7%

20Δ

Calls
Pseudo strike
43.61
IV
88.8%
B/E move
30.3%
Puts
Pseudo strike
29.40
IV
72.7%
B/E move
16.3%

25Δ

Calls
Pseudo strike
39.49
IV
66.0%
B/E move
18.3%
Puts
Pseudo strike
31.02
IV
58.9%
B/E move
11.7%

30Δ

Calls
Pseudo strike
37.53
IV
54.0%
B/E move
12.7%
Puts
Pseudo strike
33.07
IV
25.2%
B/E move
4.5%

35Δ

Calls
Pseudo strike
35.67
IV
31.2%
B/E move
6.5%
Puts
Pseudo strike
33.37
IV
26.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
34.82
IV
21.8%
B/E move
3.8%
Puts
Pseudo strike
33.67
IV
28.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
34.55
IV
22.6%
B/E move
3.5%
Puts
Pseudo strike
33.98
IV
29.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
34.27
IV
23.3%
B/E move
3.1%
Puts
Pseudo strike
34.33
IV
29.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
34.00
IV
24.0%
B/E move
2.7%
Puts
Pseudo strike
34.68
IV
29.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
33.69
IV
24.1%
B/E move
2.4%
Puts
Pseudo strike
35.06
IV
29.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
33.38
IV
24.3%
B/E move
2.0%
Puts
Pseudo strike
35.65
IV
32.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
33.07
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
36.21
IV
34.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
31.95
IV
32.0%
B/E move
1.5%
Puts
Pseudo strike
36.71
IV
33.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
30.60
IV
41.7%
B/E move
1.4%
Puts
Pseudo strike
37.22
IV
32.5%
B/E move
0.7%

Options history

No recorded observations