IntraAlpha
Create free account Start free

KraneShares CSI China Internet ETF KWEB

i

Market dataready · fetched 2026-10-16T00:19:10.325Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.123487795Z

FundamentalsAlpha Vantage · ready

Share price$24.61
1D+2.0%
AH$24.14$24.28$24.43$24.57$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$0.07$1.63$3.18$4.74$6.30$20.88$23.06$25.23$27.40$29.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KWEB spot · $24.61KWEB PRICE$0.24$0.31$1.01$2.48$1.90$1.00$0.84$0.99$1.14$1.30$1.57$1.84$2.25$0.26$0.35$0.45$0.55$0.68$0.81$0.95$1.38$2.50$3.11$2.07$3.48$5.85
PutsExpensive1.49×
CallsExpensive2.21×
SkewBullish-16.10 pp
Implied moveBearish±$1.79
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.7828.4%9.8%23.0228.2%7.5%
25Δ26.3427.7%8.3%23.3328.3%6.6%
30Δ30.5982.1%28.4%23.6528.4%5.7%
35Δ36.19181.0%57.1%23.9628.5%4.9%
40Δ30.93120.5%33.4%24.2428.5%4.2%
45Δ26.3549.3%11.1%24.5328.5%3.6%
50Δ24.8028.4%4.2%24.8128.6%3.1%
55Δ24.5228.5%3.7%25.3033.6%2.8%
60Δ24.2428.5%3.1%26.2650.0%3.5%
65Δ23.9528.7%2.6%26.8657.4%3.5%
70Δ23.5929.7%2.2%26.2635.4%1.7%
75Δ23.2330.6%1.9%27.7346.1%1.5%
80Δ22.7532.8%1.6%30.0665.3%1.6%

20Δ

Calls
Pseudo strike
26.78
IV
28.4%
B/E move
9.8%
Puts
Pseudo strike
23.02
IV
28.2%
B/E move
7.5%

25Δ

Calls
Pseudo strike
26.34
IV
27.7%
B/E move
8.3%
Puts
Pseudo strike
23.33
IV
28.3%
B/E move
6.6%

30Δ

Calls
Pseudo strike
30.59
IV
82.1%
B/E move
28.4%
Puts
Pseudo strike
23.65
IV
28.4%
B/E move
5.7%

35Δ

Calls
Pseudo strike
36.19
IV
181.0%
B/E move
57.1%
Puts
Pseudo strike
23.96
IV
28.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
30.93
IV
120.5%
B/E move
33.4%
Puts
Pseudo strike
24.24
IV
28.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
26.35
IV
49.3%
B/E move
11.1%
Puts
Pseudo strike
24.53
IV
28.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
24.80
IV
28.4%
B/E move
4.2%
Puts
Pseudo strike
24.81
IV
28.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
24.52
IV
28.5%
B/E move
3.7%
Puts
Pseudo strike
25.30
IV
33.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
24.24
IV
28.5%
B/E move
3.1%
Puts
Pseudo strike
26.26
IV
50.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
23.95
IV
28.7%
B/E move
2.6%
Puts
Pseudo strike
26.86
IV
57.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
23.59
IV
29.7%
B/E move
2.2%
Puts
Pseudo strike
26.26
IV
35.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
23.23
IV
30.6%
B/E move
1.9%
Puts
Pseudo strike
27.73
IV
46.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.75
IV
32.8%
B/E move
1.6%
Puts
Pseudo strike
30.06
IV
65.3%
B/E move
1.6%