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KraneShares China Technology & Semiconductor STAR 50 Index ETF KSTR

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Market dataready · fetched 2026-10-22T23:27:26.711Z

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 · 2026-10-22T22:30:00.003067025Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:20:25.534028+00:00

Share price$18.85
1D-0.7%
AH$18.80$18.88$18.97$19.05$19.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKSTR
Sold putSold callAH

KraneShares China Technology & Semiconductor STAR 50 Index ETF options

Live interpolated KSTR call and put midpoint premiums by absolute delta.KraneShares China Technology & Semiconductor STAR 50 Index ETF$0.25$1.04$1.83$2.62$3.41$14.88$17.40$19.93$22.45$24.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KSTR spot · $18.85KSTR PRICE$0.39$0.34$0.41$0.51$0.69$0.88$1.06$1.19$1.29$1.40$1.67$2.11$2.69$0.42$0.50$0.59$0.69$0.84$0.99$1.18$1.45$1.72$1.95$2.17$2.38$3.18
PutsCheap0.94×
CallsExpensive1.28×
SkewBearish+1.99 pp
Implied moveBearish±$2.23
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.0573.0%24.3%16.3466.7%15.5%
25Δ20.7945.0%12.1%16.9460.8%12.8%
30Δ20.3543.4%10.2%17.5454.9%10.0%
35Δ19.9442.9%8.5%18.0850.3%7.7%
40Δ19.6646.5%8.0%18.4250.1%6.7%
45Δ19.3850.1%7.5%18.7649.8%5.7%
50Δ19.1053.8%7.0%19.1150.1%4.9%
55Δ18.8053.0%6.0%19.5051.8%4.2%
60Δ18.4849.8%4.9%19.8853.5%3.6%
65Δ18.1646.5%3.7%20.2452.6%3.0%
70Δ17.7447.7%3.0%20.5950.6%2.3%
75Δ17.2453.4%2.7%20.9448.6%1.6%
80Δ16.6060.1%2.3%21.8151.3%1.1%

20Δ

Calls
Pseudo strike
23.05
IV
73.0%
B/E move
24.3%
Puts
Pseudo strike
16.34
IV
66.7%
B/E move
15.5%

25Δ

Calls
Pseudo strike
20.79
IV
45.0%
B/E move
12.1%
Puts
Pseudo strike
16.94
IV
60.8%
B/E move
12.8%

30Δ

Calls
Pseudo strike
20.35
IV
43.4%
B/E move
10.2%
Puts
Pseudo strike
17.54
IV
54.9%
B/E move
10.0%

35Δ

Calls
Pseudo strike
19.94
IV
42.9%
B/E move
8.5%
Puts
Pseudo strike
18.08
IV
50.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
19.66
IV
46.5%
B/E move
8.0%
Puts
Pseudo strike
18.42
IV
50.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
19.38
IV
50.1%
B/E move
7.5%
Puts
Pseudo strike
18.76
IV
49.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
19.10
IV
53.8%
B/E move
7.0%
Puts
Pseudo strike
19.11
IV
50.1%
B/E move
4.9%

55Δ

Calls
Pseudo strike
18.80
IV
53.0%
B/E move
6.0%
Puts
Pseudo strike
19.50
IV
51.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
18.48
IV
49.8%
B/E move
4.9%
Puts
Pseudo strike
19.88
IV
53.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
18.16
IV
46.5%
B/E move
3.7%
Puts
Pseudo strike
20.24
IV
52.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
17.74
IV
47.7%
B/E move
3.0%
Puts
Pseudo strike
20.59
IV
50.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
17.24
IV
53.4%
B/E move
2.7%
Puts
Pseudo strike
20.94
IV
48.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
16.60
IV
60.1%
B/E move
2.3%
Puts
Pseudo strike
21.81
IV
51.3%
B/E move
1.1%

Options history

No recorded observations