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KraneShares Hedgeye Hedged Equity Index ETF KSPY

i

Market dataready · fetched 2026-11-11T14:42:35.291Z

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 · 2026-11-11T14:30:00.264894131Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:42:34.822025+00:00

Share price$29.88
1D+0.0%
$29.87$29.87$29.88$29.89$29.895:30 AM6:30 AM9:00 AM1:00 PMKSPY
Sold putSold call

KraneShares Hedgeye Hedged Equity Index ETF options

Live interpolated KSPY call and put midpoint premiums by absolute delta.KraneShares Hedgeye Hedged Equity Index ETF$0.39$0.57$0.75$0.92$1.10$27.51$28.68$29.86$31.04$32.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KSPY spot · $29.88KSPY PRICE$0.41$0.50$0.50$0.50$0.52$0.54$0.57$0.63$0.70$0.76$0.83$0.89$0.96$0.50$0.50$0.50$0.52$0.56$0.60$0.64$0.70$0.77$0.84$0.91$0.98$1.05
PutsExpensive2.20×
CallsExpensive1.90×
SkewBearish+0.78 pp
Implied moveBearish±$1.21
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.1972.7%12.4%26.8388.3%11.9%
25Δ32.6975.2%11.1%28.0066.7%8.0%
30Δ31.6158.8%7.4%28.6653.9%5.8%
35Δ30.9247.4%5.2%29.1345.2%4.3%
40Δ30.5841.5%4.1%29.4041.1%3.5%
45Δ30.2535.5%3.0%29.6637.0%2.7%
50Δ29.9630.7%2.2%29.9332.9%2.0%
55Δ29.8229.2%1.9%30.1030.6%1.6%
60Δ29.6727.6%1.6%30.2429.0%1.4%
65Δ29.5326.1%1.4%30.3827.3%1.1%
70Δ29.3924.6%1.1%30.5225.6%0.9%
75Δ29.2423.0%0.8%30.6624.0%0.7%
80Δ29.1021.5%0.6%30.8022.3%0.4%

20Δ

Calls
Pseudo strike
33.19
IV
72.7%
B/E move
12.4%
Puts
Pseudo strike
26.83
IV
88.3%
B/E move
11.9%

25Δ

Calls
Pseudo strike
32.69
IV
75.2%
B/E move
11.1%
Puts
Pseudo strike
28.00
IV
66.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
31.61
IV
58.8%
B/E move
7.4%
Puts
Pseudo strike
28.66
IV
53.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
30.92
IV
47.4%
B/E move
5.2%
Puts
Pseudo strike
29.13
IV
45.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
30.58
IV
41.5%
B/E move
4.1%
Puts
Pseudo strike
29.40
IV
41.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
30.25
IV
35.5%
B/E move
3.0%
Puts
Pseudo strike
29.66
IV
37.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
29.96
IV
30.7%
B/E move
2.2%
Puts
Pseudo strike
29.93
IV
32.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
29.82
IV
29.2%
B/E move
1.9%
Puts
Pseudo strike
30.10
IV
30.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
29.67
IV
27.6%
B/E move
1.6%
Puts
Pseudo strike
30.24
IV
29.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
29.53
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
30.38
IV
27.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
29.39
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
30.52
IV
25.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
29.24
IV
23.0%
B/E move
0.8%
Puts
Pseudo strike
30.66
IV
24.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
29.10
IV
21.5%
B/E move
0.6%
Puts
Pseudo strike
30.80
IV
22.3%
B/E move
0.4%

Options history

IV · four-Friday blend15.45%
Daily EOD
KSPY15.1%15.7%16.3%2026-10-19: 15.77%2026-10-20: 15.77%2026-10-21: 15.86%2026-10-22: 16.26%2026-10-23: 15.21%2026-10-26: 15.43%2026-10-27: 15.45%2026-10-28: 15.53%2026-10-29: 15.55%2026-10-30: 15.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.77%
15.77%
15.86%
16.26%
15.21%
15.43%
15.45%
15.53%
15.55%
15.45%