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KraneShares MSCI All China Health Care Index ETF KURE

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Market datapartial · fetched 2026-10-22T23:52:03.518Z

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 · 2026-10-22T22:30:00.002255249Z

FundamentalsAlpha Vantage · unavailable

Share price$17.50
1D-1.6%
AH$17.48$17.56$17.65$17.73$17.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKURE
Sold putSold callAH

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$0.58$0.96$1.34$1.71$2.09$14.35$16.10$17.85$19.60$21.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KURE spot · $17.50KURE PRICE$0.63$0.63$0.67$0.72$0.80$0.89$0.97$1.05$1.13$1.28$1.49$1.71$1.98$0.63$0.68$0.74$0.79$0.82$0.81$0.79$0.77$0.76$0.93$1.25$1.58$1.95
PutsExpensive1.52×
CallsExpensive1.91×
SkewBullish-14.13 pp
Implied moveBullish±$1.76
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.95134.6%51.8%14.37101.1%21.5%
25Δ21.9497.3%29.0%15.3982.8%15.9%
30Δ20.3480.3%20.0%16.1171.0%12.1%
35Δ19.3469.7%14.7%16.6262.5%9.5%
40Δ18.7063.3%11.5%17.0554.5%7.2%
45Δ18.2158.8%9.1%17.2747.9%5.9%
50Δ17.8154.6%7.3%17.4841.3%4.6%
55Δ17.4950.7%6.0%17.6934.7%3.3%
60Δ17.1746.9%4.6%17.9128.2%2.0%
65Δ16.8545.0%3.6%18.2027.4%1.3%
70Δ16.5345.4%3.0%18.5531.3%1.2%
75Δ16.2145.7%2.4%18.8935.1%1.0%
80Δ15.8446.2%1.8%19.3237.0%0.8%

20Δ

Calls
Pseudo strike
25.95
IV
134.6%
B/E move
51.8%
Puts
Pseudo strike
14.37
IV
101.1%
B/E move
21.5%

25Δ

Calls
Pseudo strike
21.94
IV
97.3%
B/E move
29.0%
Puts
Pseudo strike
15.39
IV
82.8%
B/E move
15.9%

30Δ

Calls
Pseudo strike
20.34
IV
80.3%
B/E move
20.0%
Puts
Pseudo strike
16.11
IV
71.0%
B/E move
12.1%

35Δ

Calls
Pseudo strike
19.34
IV
69.7%
B/E move
14.7%
Puts
Pseudo strike
16.62
IV
62.5%
B/E move
9.5%

40Δ

Calls
Pseudo strike
18.70
IV
63.3%
B/E move
11.5%
Puts
Pseudo strike
17.05
IV
54.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
18.21
IV
58.8%
B/E move
9.1%
Puts
Pseudo strike
17.27
IV
47.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
17.81
IV
54.6%
B/E move
7.3%
Puts
Pseudo strike
17.48
IV
41.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
17.49
IV
50.7%
B/E move
6.0%
Puts
Pseudo strike
17.69
IV
34.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
17.17
IV
46.9%
B/E move
4.6%
Puts
Pseudo strike
17.91
IV
28.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
16.85
IV
45.0%
B/E move
3.6%
Puts
Pseudo strike
18.20
IV
27.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
16.53
IV
45.4%
B/E move
3.0%
Puts
Pseudo strike
18.55
IV
31.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
16.21
IV
45.7%
B/E move
2.4%
Puts
Pseudo strike
18.89
IV
35.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
15.84
IV
46.2%
B/E move
1.8%
Puts
Pseudo strike
19.32
IV
37.0%
B/E move
0.8%

Options history

No recorded observations