KraneShares Hang Seng TECH Index ETF KTEC
i
Market dataready · fetched 2026-11-11T14:04:27.889Z
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: 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 dataPriceAlpaca · sip · 2026-11-11T01:00:00.084267762Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:04:27.510740+00:00
KraneShares Hang Seng TECH Index ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.31 | 184.0% | 22.3% | |||
| 25Δ | 10.07 | 141.2% | 15.7% | |||
| 30Δ | 10.48 | 119.2% | 12.2% | |||
| 35Δ | 11.70 | 44.6% | 4.6% | 10.89 | 97.2% | 8.7% |
| 40Δ | 11.59 | 48.0% | 4.3% | 11.10 | 86.7% | 7.1% |
| 45Δ | 11.48 | 51.4% | 4.0% | 11.24 | 80.4% | 6.2% |
| 50Δ | 11.37 | 54.8% | 3.6% | 11.37 | 74.1% | 5.3% |
| 55Δ | 11.26 | 58.2% | 3.3% | 11.51 | 67.7% | 4.3% |
| 60Δ | 11.15 | 61.6% | 3.0% | 11.64 | 61.4% | 3.4% |
| 65Δ | 11.04 | 65.0% | 2.6% | 11.78 | 55.1% | 2.5% |
| 70Δ | 10.85 | 68.6% | 2.3% | 11.91 | 48.7% | 1.6% |
| 75Δ | 10.60 | 72.3% | 1.9% | |||
| 80Δ | 10.35 | 76.0% | 1.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.31
- IV
- 184.0%
- B/E move
- 22.3%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.07
- IV
- 141.2%
- B/E move
- 15.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.48
- IV
- 119.2%
- B/E move
- 12.2%
35Δ
- Pseudo strike
- 11.70
- IV
- 44.6%
- B/E move
- 4.6%
- Pseudo strike
- 10.89
- IV
- 97.2%
- B/E move
- 8.7%
40Δ
- Pseudo strike
- 11.59
- IV
- 48.0%
- B/E move
- 4.3%
- Pseudo strike
- 11.10
- IV
- 86.7%
- B/E move
- 7.1%
45Δ
- Pseudo strike
- 11.48
- IV
- 51.4%
- B/E move
- 4.0%
- Pseudo strike
- 11.24
- IV
- 80.4%
- B/E move
- 6.2%
50Δ
- Pseudo strike
- 11.37
- IV
- 54.8%
- B/E move
- 3.6%
- Pseudo strike
- 11.37
- IV
- 74.1%
- B/E move
- 5.3%
55Δ
- Pseudo strike
- 11.26
- IV
- 58.2%
- B/E move
- 3.3%
- Pseudo strike
- 11.51
- IV
- 67.7%
- B/E move
- 4.3%
60Δ
- Pseudo strike
- 11.15
- IV
- 61.6%
- B/E move
- 3.0%
- Pseudo strike
- 11.64
- IV
- 61.4%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- 11.04
- IV
- 65.0%
- B/E move
- 2.6%
- Pseudo strike
- 11.78
- IV
- 55.1%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 10.85
- IV
- 68.6%
- B/E move
- 2.3%
- Pseudo strike
- 11.91
- IV
- 48.7%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 10.60
- IV
- 72.3%
- B/E move
- 1.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 10.35
- IV
- 76.0%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 42.38% | |
| 40.73% | |
| 43.60% | |
| 44.70% | |
| 45.07% | |
| 43.02% | |
| 42.65% | |
| 43.29% | |
| 43.79% | |
| 44.42% |