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KraneShares MSCI All China Health Care Index ETF KURE

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Market datapartial · fetched 2026-10-23T15:47:34.689Z

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 · 2026-10-23T15:18:42.004935623Z

FundamentalsAlpha Vantage · unavailable

Share price$17.73
1D+0.5%
$17.64$17.67$17.70$17.73$17.755:30 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$0.29$0.84$1.39$1.94$2.49$12.66$14.70$16.74$18.78$20.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KURE spot · $17.73KURE PRICE$0.35$0.43$0.52$0.63$0.75$0.86$0.97$1.09$1.20$1.46$2.02$0.96$1.17$1.43$1.73$2.03$2.33
PutsExpensive1.88×
CallsFair1.01×
SkewBearish+28.49 pp
Implied moveBearish±$2.89
TiltBullish3.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ19.8536.2%13.9%
30Δ19.3935.0%11.8%16.1663.0%14.3%
35Δ18.9533.8%9.8%16.7262.0%12.3%
40Δ18.6633.1%8.8%17.2861.4%10.6%
45Δ18.3732.4%7.8%17.8261.2%9.2%
50Δ18.0731.7%6.8%18.3761.1%7.8%
55Δ17.7831.1%5.8%18.9160.9%6.4%
60Δ17.4930.4%4.8%
65Δ17.2029.7%3.8%
70Δ16.8131.6%3.0%
75Δ16.2439.0%3.0%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
19.85
IV
36.2%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.39
IV
35.0%
B/E move
11.8%
Puts
Pseudo strike
16.16
IV
63.0%
B/E move
14.3%

35Δ

Calls
Pseudo strike
18.95
IV
33.8%
B/E move
9.8%
Puts
Pseudo strike
16.72
IV
62.0%
B/E move
12.3%

40Δ

Calls
Pseudo strike
18.66
IV
33.1%
B/E move
8.8%
Puts
Pseudo strike
17.28
IV
61.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
18.37
IV
32.4%
B/E move
7.8%
Puts
Pseudo strike
17.82
IV
61.2%
B/E move
9.2%

50Δ

Calls
Pseudo strike
18.07
IV
31.7%
B/E move
6.8%
Puts
Pseudo strike
18.37
IV
61.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
17.78
IV
31.1%
B/E move
5.8%
Puts
Pseudo strike
18.91
IV
60.9%
B/E move
6.4%

60Δ

Calls
Pseudo strike
17.49
IV
30.4%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
17.20
IV
29.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.81
IV
31.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.24
IV
39.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations