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KraneShares Hedgeye Hedged Equity Index ETF KSPY

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Market datapartial · fetched 2026-10-22T09:55:28.200Z

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 · 2026-10-22T00:00:00.049294905Z

FundamentalsAlpha Vantage · unavailable

Share price$30.37
1D+0.1%
AH$30.25$30.29$30.33$30.37$30.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKSPY
Sold putSold callAH

KraneShares Hedgeye Hedged Equity Index ETF options

Live interpolated KSPY call and put midpoint premiums by absolute delta.KraneShares Hedgeye Hedged Equity Index ETF$0.43$0.64$0.85$1.06$1.28$27.82$29.05$30.28$31.51$32.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KSPY spot · $30.37KSPY PRICE$0.45$0.45$0.45$0.46$0.48$0.53$0.58$0.63$0.69$0.74$0.88$1.05$1.22$0.45$0.47$0.49$0.51$0.54$0.59$0.64$0.69$0.74$0.79
PutsExpensive3.99×
CallsExpensive3.49×
SkewBearish+1.98 pp
Implied moveBearish±$1.22
TiltBullish18.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7750.3%16.0%27.6044.4%10.6%
25Δ32.9137.0%9.9%28.6134.9%7.3%
30Δ31.9428.9%6.7%29.2329.0%5.3%
35Δ31.4524.4%5.1%29.6724.8%4.0%
40Δ30.9820.2%3.6%30.0521.3%2.8%
45Δ30.7919.0%3.2%30.2319.9%2.4%
50Δ30.6117.8%2.7%30.4218.5%1.9%
55Δ30.4216.6%2.3%30.6117.2%1.5%
60Δ30.2315.4%1.8%30.7915.8%1.0%
65Δ30.0414.2%1.4%30.9814.4%0.6%
70Δ29.8214.1%1.1%
75Δ29.5814.3%0.8%
80Δ29.3314.4%0.6%

20Δ

Calls
Pseudo strike
34.77
IV
50.3%
B/E move
16.0%
Puts
Pseudo strike
27.60
IV
44.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
32.91
IV
37.0%
B/E move
9.9%
Puts
Pseudo strike
28.61
IV
34.9%
B/E move
7.3%

30Δ

Calls
Pseudo strike
31.94
IV
28.9%
B/E move
6.7%
Puts
Pseudo strike
29.23
IV
29.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
31.45
IV
24.4%
B/E move
5.1%
Puts
Pseudo strike
29.67
IV
24.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
30.98
IV
20.2%
B/E move
3.6%
Puts
Pseudo strike
30.05
IV
21.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
30.79
IV
19.0%
B/E move
3.2%
Puts
Pseudo strike
30.23
IV
19.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
30.61
IV
17.8%
B/E move
2.7%
Puts
Pseudo strike
30.42
IV
18.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
30.42
IV
16.6%
B/E move
2.3%
Puts
Pseudo strike
30.61
IV
17.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
30.23
IV
15.4%
B/E move
1.8%
Puts
Pseudo strike
30.79
IV
15.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
30.04
IV
14.2%
B/E move
1.4%
Puts
Pseudo strike
30.98
IV
14.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
29.82
IV
14.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
29.58
IV
14.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.33
IV
14.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations