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Listed Funds Trust xETFs Korea AI Semiconductor ETF KSMH

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Market dataready · fetched 2026-11-12T03:22:18.791Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:04:23.341235715Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:22:18.460224+00:00

Share price$20.25
1D-7.6%
AH$20.09$20.66$21.23$21.80$22.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKSMH
Sold putSold callAH

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$0.24$1.28$2.33$3.37$4.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEKSMH PRICE$0.40$0.51$0.67$0.87$1.09$1.36$1.68$2.10$2.65$3.33$4.11$0.35$0.37$0.40$0.43$0.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.33125.1%22.1%18.1094.7%12.4%
25Δ23.41119.1%18.1%18.8475.8%8.8%
30Δ22.77120.1%15.8%19.2665.7%6.9%
35Δ22.31126.6%14.5%19.5858.1%5.4%
40Δ21.84133.5%13.2%19.9150.5%4.0%
45Δ21.34141.4%12.1%
50Δ20.83151.2%11.1%
55Δ20.26165.5%10.4%
60Δ19.61185.3%9.9%
65Δ18.84209.3%9.5%
70Δ17.88232.5%8.6%
75Δ
80Δ

20Δ

Calls
Pseudo strike
24.33
IV
125.1%
B/E move
22.1%
Puts
Pseudo strike
18.10
IV
94.7%
B/E move
12.4%

25Δ

Calls
Pseudo strike
23.41
IV
119.1%
B/E move
18.1%
Puts
Pseudo strike
18.84
IV
75.8%
B/E move
8.8%

30Δ

Calls
Pseudo strike
22.77
IV
120.1%
B/E move
15.8%
Puts
Pseudo strike
19.26
IV
65.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
22.31
IV
126.6%
B/E move
14.5%
Puts
Pseudo strike
19.58
IV
58.1%
B/E move
5.4%

40Δ

Calls
Pseudo strike
21.84
IV
133.5%
B/E move
13.2%
Puts
Pseudo strike
19.91
IV
50.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
21.34
IV
141.4%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.83
IV
151.2%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
20.26
IV
165.5%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.61
IV
185.3%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.84
IV
209.3%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.88
IV
232.5%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend65.52%
Daily EOD
KSMH58.5%62.3%66.0%2026-10-19: 58.99%2026-10-20: 62.26%2026-10-21: 61.64%2026-10-22: 62.50%2026-10-23: 63.31%2026-10-26: 62.19%2026-10-27: 61.94%2026-10-28: 61.68%2026-10-29: 62.21%2026-10-30: 65.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.99%
62.26%
61.64%
62.50%
63.31%
62.19%
61.94%
61.68%
62.21%
65.52%