Share price$30.08
1D-0.3%
Sold putSold call
KraneShares Hedgeye Hedged Equity Index ETF KSPY
i
Market datapartial · fetched 2026-10-22T18:00:53.161Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T17:54:54.350312729Z
FundamentalsAlpha Vantage · unavailable
KraneShares Hedgeye Hedged Equity Index ETF options
Puts——
CallsExpensive9.13×
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.39 | 66.0% | 23.4% | |||
| 25Δ | 35.58 | 64.8% | 21.8% | |||
| 30Δ | 34.76 | 63.6% | 20.3% | |||
| 35Δ | 33.95 | 62.4% | 18.8% | |||
| 40Δ | 33.13 | 61.2% | 17.3% | |||
| 45Δ | 32.31 | 60.0% | 15.8% | |||
| 50Δ | 31.50 | 58.8% | 14.2% | |||
| 55Δ | 30.68 | 57.6% | 12.7% | |||
| 60Δ | 29.87 | 56.4% | 11.2% | |||
| 65Δ | 29.05 | 55.2% | 9.7% | |||
| 70Δ | 28.23 | 54.0% | 8.1% | |||
| 75Δ | 27.42 | 52.8% | 6.6% | |||
| 80Δ | 26.60 | 51.5% | 5.1% | |||
20Δ
- Pseudo strike
- 36.39
- IV
- 66.0%
- B/E move
- 23.4%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 35.58
- IV
- 64.8%
- B/E move
- 21.8%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 34.76
- IV
- 63.6%
- B/E move
- 20.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 33.95
- IV
- 62.4%
- B/E move
- 18.8%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 33.13
- IV
- 61.2%
- B/E move
- 17.3%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 32.31
- IV
- 60.0%
- B/E move
- 15.8%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 31.50
- IV
- 58.8%
- B/E move
- 14.2%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 30.68
- IV
- 57.6%
- B/E move
- 12.7%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 29.87
- IV
- 56.4%
- B/E move
- 11.2%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 29.05
- IV
- 55.2%
- B/E move
- 9.7%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 28.23
- IV
- 54.0%
- B/E move
- 8.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 27.42
- IV
- 52.8%
- B/E move
- 6.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 26.60
- IV
- 51.5%
- B/E move
- 5.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations