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KraneShares CSI China Internet ETF KWEB

i

Market dataready · fetched 2026-11-07T02:12:27.770Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: 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 data

PriceAlpaca · sip · 2026-11-07T01:00:00.101831776Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:12:27.253957+00:00

Share price$24.88
1D+1.4%
AH$24.49$24.63$24.76$24.90$25.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKWEB
Sold putSold callAH

KraneShares CSI China Internet ETF options

Live interpolated KWEB call and put midpoint premiums by absolute delta.KraneShares CSI China Internet ETF$0.05$0.78$1.51$2.25$2.98$22.68$23.72$24.76$25.81$26.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KWEB spot · $24.88KWEB PRICE$0.27$0.34$0.41$0.47$0.53$0.60$0.66$0.75$0.85$0.95$0.12$0.18$0.24$0.29$0.37$0.45$0.53$0.61$0.69$2.77
Puts——
Calls——
Skew——
Implied moveBearish±$1.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.0929.5%3.7%
25Δ24.2231.2%3.4%
30Δ24.3533.0%3.1%
35Δ25.3532.4%3.0%24.4734.7%2.8%
40Δ25.2133.8%2.7%24.6235.6%2.5%
45Δ25.0835.1%2.4%24.7836.3%2.2%
50Δ24.9335.3%2.1%24.9336.9%1.9%
55Δ24.7934.1%1.8%25.0936.6%1.6%
60Δ24.6532.9%1.5%25.2435.6%1.3%
65Δ24.5031.7%1.1%
70Δ24.3631.0%0.9%
75Δ24.2130.2%0.7%
80Δ24.0729.5%0.6%27.3578.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.09
IV
29.5%
B/E move
3.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.22
IV
31.2%
B/E move
3.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.35
IV
33.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
25.35
IV
32.4%
B/E move
3.0%
Puts
Pseudo strike
24.47
IV
34.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
25.21
IV
33.8%
B/E move
2.7%
Puts
Pseudo strike
24.62
IV
35.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
25.08
IV
35.1%
B/E move
2.4%
Puts
Pseudo strike
24.78
IV
36.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
24.93
IV
35.3%
B/E move
2.1%
Puts
Pseudo strike
24.93
IV
36.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
24.79
IV
34.1%
B/E move
1.8%
Puts
Pseudo strike
25.09
IV
36.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
24.65
IV
32.9%
B/E move
1.5%
Puts
Pseudo strike
25.24
IV
35.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
24.50
IV
31.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.36
IV
31.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.21
IV
30.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.07
IV
29.5%
B/E move
0.6%
Puts
Pseudo strike
27.35
IV
78.0%
B/E move
1.2%

Options history

IV · four-Friday blend29.25%
Daily close
KWEB21.0%46.4%71.9%2026-08-10: 29.93%2026-08-11: 27.43%2026-08-12: 33.65%2026-08-13: 29.58%2026-08-14: 26.22%2026-08-17: 26.28%2026-08-18: 29.19%2026-08-19: 31.78%2026-08-20: 32.00%2026-08-21: 28.16%2026-08-24: 30.26%2026-08-25: 32.11%2026-08-26: 29.80%2026-08-27: 54.32%2026-08-28: 24.50%2026-08-31: 26.16%2026-09-01: 24.78%2026-09-02: 24.52%2026-09-03: 48.56%2026-09-04: 25.11%2026-09-08: 28.99%2026-09-09: 35.37%2026-09-10: 31.20%2026-09-11: 25.51%2026-09-14: 28.50%2026-09-15: 30.37%2026-09-17: 35.61%2026-09-18: 29.16%2026-09-21: 32.17%2026-09-22: 28.29%2026-09-23: 27.98%2026-09-25: 27.78%2026-09-28: 26.75%2026-09-29: 24.89%2026-09-30: 26.98%2026-10-02: 24.66%2026-10-05: 25.88%2026-10-06: 25.95%2026-10-07: 37.20%2026-10-08: 38.78%2026-10-09: 25.80%2026-10-12: 26.87%2026-10-13: 28.57%2026-10-14: 26.94%2026-10-15: 68.38%2026-10-16: 28.63%2026-10-19: 26.70%2026-10-20: 27.71%2026-10-21: 29.52%2026-10-22: 31.22%2026-10-23: 27.64%2026-10-26: 29.83%2026-10-27: 29.13%2026-10-28: 32.86%2026-10-30: 29.25%Aug 10Sep 18Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
29.93%
27.43%
33.65%
29.58%
26.22%
26.28%
29.19%
31.78%
32.00%
28.16%
30.26%
32.11%
29.80%
54.32%
24.50%
26.16%
24.78%
24.52%
48.56%
25.11%
28.99%
35.37%
31.20%
25.51%
28.50%
30.37%
35.61%
29.16%
32.17%
28.29%
27.98%
27.78%
26.75%
24.89%
26.98%
24.66%
25.88%
25.95%
37.20%
38.78%
25.80%
26.87%
28.57%
26.94%
68.38%
28.63%
26.70%
27.71%
29.52%
31.22%
27.64%
29.83%
29.13%
32.86%
29.25%