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KraneShares Hedgeye Hedged Equity Index ETF KSPY

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Market datapartial · fetched 2026-10-22T21:21:17.792Z

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 · 2026-10-22T20:10:00.002400474Z

FundamentalsAlpha Vantage · unavailable

Share price$30.09
1D-0.3%
AH$30.00$30.05$30.10$30.15$30.205:30 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$0.86$1.08$1.29$27.85$29.01$30.17$31.34$32.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KSPY spot · $30.09KSPY PRICE$0.45$0.45$0.45$0.45$0.50$0.55$0.61$0.66$0.76$0.88$0.99$1.11$1.23$0.45$0.46$0.48$0.50$0.53$0.56$0.61$0.66$0.70$0.75$0.80$0.85$0.90
PutsExpensive3.10×
CallsExpensive3.54×
SkewBullish-2.00 pp
Implied moveBalanced±$1.21
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.5451.5%16.3%27.3345.2%10.7%
25Δ32.6637.8%10.1%28.3535.1%7.3%
30Δ31.7129.6%6.9%29.0328.5%5.1%
35Δ31.0623.5%4.7%29.3825.2%4.0%
40Δ30.7821.6%4.0%29.7221.8%3.0%
45Δ30.5420.2%3.3%30.0318.9%2.1%
50Δ30.3118.8%2.7%30.1617.7%1.8%
55Δ30.0717.3%2.1%30.3016.6%1.5%
60Δ29.8716.7%1.8%30.4415.4%1.2%
65Δ29.6816.4%1.5%30.5814.3%0.9%
70Δ29.4916.1%1.3%30.7213.1%0.6%
75Δ29.3015.7%1.1%30.8612.0%0.3%
80Δ29.1115.4%0.8%31.0010.8%0.0%

20Δ

Calls
Pseudo strike
34.54
IV
51.5%
B/E move
16.3%
Puts
Pseudo strike
27.33
IV
45.2%
B/E move
10.7%

25Δ

Calls
Pseudo strike
32.66
IV
37.8%
B/E move
10.1%
Puts
Pseudo strike
28.35
IV
35.1%
B/E move
7.3%

30Δ

Calls
Pseudo strike
31.71
IV
29.6%
B/E move
6.9%
Puts
Pseudo strike
29.03
IV
28.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
31.06
IV
23.5%
B/E move
4.7%
Puts
Pseudo strike
29.38
IV
25.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
30.78
IV
21.6%
B/E move
4.0%
Puts
Pseudo strike
29.72
IV
21.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
30.54
IV
20.2%
B/E move
3.3%
Puts
Pseudo strike
30.03
IV
18.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
30.31
IV
18.8%
B/E move
2.7%
Puts
Pseudo strike
30.16
IV
17.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
30.07
IV
17.3%
B/E move
2.1%
Puts
Pseudo strike
30.30
IV
16.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
29.87
IV
16.7%
B/E move
1.8%
Puts
Pseudo strike
30.44
IV
15.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
29.68
IV
16.4%
B/E move
1.5%
Puts
Pseudo strike
30.58
IV
14.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
29.49
IV
16.1%
B/E move
1.3%
Puts
Pseudo strike
30.72
IV
13.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
29.30
IV
15.7%
B/E move
1.1%
Puts
Pseudo strike
30.86
IV
12.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
29.11
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
31.00
IV
10.8%
B/E move
0.0%

Options history

No recorded observations