IntraAlpha
Create free account Start free

KraneShares MSCI All China Health Care Index ETF KURE

i

Market datapartial · fetched 2026-10-22T16:18:58.071Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:17:05.957922269Z

FundamentalsAlpha Vantage · unavailable

Share price$17.69
1D-0.5%
$17.52$17.59$17.67$17.74$17.815:30 AM6:30 AM9:00 AM1:00 PMKURE
Sold putSold call

KraneShares MSCI All China Health Care Index ETF options

Live interpolated KURE call and put midpoint premiums by absolute delta.KraneShares MSCI All China Health Care Index ETF$0.59$1.64$2.68$3.73$4.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKURE PRICE$0.70$1.08$1.46$1.83$2.21$2.59$2.96$3.34$3.72$4.10$4.47
Puts——
CallsExpensive1.49×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ19.5941.9%14.7%
35Δ19.0342.7%13.7%
40Δ18.4643.6%12.6%
45Δ17.9044.4%11.6%
50Δ17.3445.2%10.5%
55Δ16.7846.1%9.5%
60Δ16.2246.9%8.5%
65Δ15.6647.8%7.4%
70Δ15.1048.6%6.4%
75Δ14.5449.4%5.3%
80Δ13.9850.3%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.59
IV
41.9%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
19.03
IV
42.7%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.46
IV
43.6%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.90
IV
44.4%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.34
IV
45.2%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.78
IV
46.1%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.22
IV
46.9%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.66
IV
47.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.10
IV
48.6%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.54
IV
49.4%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.98
IV
50.3%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations