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Listed Funds Trust xETFs Korea AI Semiconductor ETF KSMH

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Market datapartial · fetched 2026-10-22T18:15:03.086Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T18:11:38.287609751Z

FundamentalsAlpha Vantage · unavailable

Share price$22.30
1D-2.7%
$22.14$22.35$22.56$22.76$22.975:30 AM6:30 AM9:00 AM1:00 PMKSMH
Sold putSold call

Listed Funds Trust xETFs Korea AI Semiconductor ETF options

Live interpolated KSMH call and put midpoint premiums by absolute delta.Listed Funds Trust xETFs Korea AI Semiconductor ETF$1.35$4.79$8.22$11.65$15.09$11.79$17.92$24.05$30.18$36.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KSMH spot · $22.30KSMH PRICE$1.72$2.03$2.33$2.69$3.06$3.50$4.02$2.32$2.95$3.58$4.21$4.84$5.84$7.91$9.97$12.03$14.10
PutsExpensive1.24×
CallsExpensive1.26×
SkewBearish+8.62 pp
Implied moveBearish±$6.53
TiltBearish55.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ20.9962.3%16.3%
40Δ25.8456.2%23.6%22.0562.2%14.4%
45Δ24.7856.0%20.2%23.1162.1%12.4%
50Δ23.7554.7%16.9%24.1661.9%10.5%
55Δ22.8354.9%14.5%25.2261.8%8.6%
60Δ21.9254.2%12.0%26.6262.1%6.8%
65Δ21.0454.3%10.1%28.9763.7%5.6%
70Δ20.1454.7%8.3%31.3265.2%4.3%
75Δ33.6666.8%3.0%
80Δ36.0168.3%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.99
IV
62.3%
B/E move
16.3%

40Δ

Calls
Pseudo strike
25.84
IV
56.2%
B/E move
23.6%
Puts
Pseudo strike
22.05
IV
62.2%
B/E move
14.4%

45Δ

Calls
Pseudo strike
24.78
IV
56.0%
B/E move
20.2%
Puts
Pseudo strike
23.11
IV
62.1%
B/E move
12.4%

50Δ

Calls
Pseudo strike
23.75
IV
54.7%
B/E move
16.9%
Puts
Pseudo strike
24.16
IV
61.9%
B/E move
10.5%

55Δ

Calls
Pseudo strike
22.83
IV
54.9%
B/E move
14.5%
Puts
Pseudo strike
25.22
IV
61.8%
B/E move
8.6%

60Δ

Calls
Pseudo strike
21.92
IV
54.2%
B/E move
12.0%
Puts
Pseudo strike
26.62
IV
62.1%
B/E move
6.8%

65Δ

Calls
Pseudo strike
21.04
IV
54.3%
B/E move
10.1%
Puts
Pseudo strike
28.97
IV
63.7%
B/E move
5.6%

70Δ

Calls
Pseudo strike
20.14
IV
54.7%
B/E move
8.3%
Puts
Pseudo strike
31.32
IV
65.2%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.66
IV
66.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.01
IV
68.3%
B/E move
1.7%

Options history

No recorded observations