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KraneShares CSI China Internet ETF KWEB

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Market dataready · fetched 2026-10-16T21:49:07.668Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:43:01.924272937Z

FundamentalsAlpha Vantage · ready

Share price$24.50
1D-0.6%
AH$24.31$24.41$24.51$24.62$24.725:30 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$0.17$0.81$1.45$2.09$2.73$18.51$21.54$24.57$27.59$30.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KWEB spot · $24.50KWEB PRICE$0.25$0.24$1.24$2.24$2.45$2.36$0.81$1.00$1.99$2.45$2.48$2.54$0.68$2.25$2.42$2.27$1.72$1.17$0.62$0.31$0.46$0.62$0.85$1.96$2.27$1.96
PutsExpensive5.33×
CallsExpensive5.41×
SkewBullish-3.98 pp
Implied moveBullish±$1.12
TiltBullish4.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.30102.7%20.6%17.72434.7%36.8%
25Δ25.5642.1%5.3%19.80365.3%29.1%
30Δ29.52199.7%25.6%21.29295.8%22.4%
35Δ33.48357.3%45.8%22.16220.6%16.6%
40Δ30.27321.8%33.5%23.04145.3%10.8%
45Δ27.38254.8%21.4%23.9170.1%4.9%
50Δ25.1978.6%6.1%24.5521.1%1.0%
55Δ24.1861.9%2.8%24.7025.9%1.0%
60Δ23.71118.2%4.9%24.8630.8%1.1%
65Δ23.26133.1%5.0%25.0838.0%1.1%
70Δ22.87115.4%3.4%26.0671.7%1.6%
75Δ22.53101.5%2.3%26.4077.1%1.5%
80Δ23.9120.5%0.4%26.2259.5%1.0%

20Δ

Calls
Pseudo strike
29.30
IV
102.7%
B/E move
20.6%
Puts
Pseudo strike
17.72
IV
434.7%
B/E move
36.8%

25Δ

Calls
Pseudo strike
25.56
IV
42.1%
B/E move
5.3%
Puts
Pseudo strike
19.80
IV
365.3%
B/E move
29.1%

30Δ

Calls
Pseudo strike
29.52
IV
199.7%
B/E move
25.6%
Puts
Pseudo strike
21.29
IV
295.8%
B/E move
22.4%

35Δ

Calls
Pseudo strike
33.48
IV
357.3%
B/E move
45.8%
Puts
Pseudo strike
22.16
IV
220.6%
B/E move
16.6%

40Δ

Calls
Pseudo strike
30.27
IV
321.8%
B/E move
33.5%
Puts
Pseudo strike
23.04
IV
145.3%
B/E move
10.8%

45Δ

Calls
Pseudo strike
27.38
IV
254.8%
B/E move
21.4%
Puts
Pseudo strike
23.91
IV
70.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
25.19
IV
78.6%
B/E move
6.1%
Puts
Pseudo strike
24.55
IV
21.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
24.18
IV
61.9%
B/E move
2.8%
Puts
Pseudo strike
24.70
IV
25.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
23.71
IV
118.2%
B/E move
4.9%
Puts
Pseudo strike
24.86
IV
30.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
23.26
IV
133.1%
B/E move
5.0%
Puts
Pseudo strike
25.08
IV
38.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.87
IV
115.4%
B/E move
3.4%
Puts
Pseudo strike
26.06
IV
71.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
22.53
IV
101.5%
B/E move
2.3%
Puts
Pseudo strike
26.40
IV
77.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
23.91
IV
20.5%
B/E move
0.4%
Puts
Pseudo strike
26.22
IV
59.5%
B/E move
1.0%