IntraAlpha
Create free account Start free

Kraneshares MSCI One Belt One Road Index ETF OBOR

i

Market datapartial · fetched 2026-10-23T12:33:58.179Z

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 · 2026-10-23T00:00:00.093939854Z

FundamentalsAlpha Vantage · unavailable

Share price$26.22
1D+0.0%
AH$26.21$26.21$26.22$26.23$26.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOBOR
Sold putSold callAH

Kraneshares MSCI One Belt One Road Index ETF options

Live interpolated OBOR call and put midpoint premiums by absolute delta.Kraneshares MSCI One Belt One Road Index ETF$0.72$0.99$1.25$1.52$1.78$22.54$24.46$26.39$28.31$30.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBOR spot · $26.21OBOR PRICE$0.75$0.75$0.75$0.78$0.84$0.91$1.00$1.09$1.19$1.29$1.39$1.50$1.71$0.75$0.77$0.80$0.85$0.91$0.98$1.06$1.15$1.23$1.34$1.45$1.55$1.66
PutsExpensive2.42×
CallsExpensive12.52×
SkewBullish-4.76 pp
Implied moveBearish±$2.06
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.12104.9%36.8%22.2582.4%18.0%
25Δ31.0676.3%21.3%23.6664.6%12.7%
30Δ29.0558.7%13.7%24.5553.8%9.4%
35Δ27.9848.6%9.7%25.2046.4%7.1%
40Δ27.3743.4%7.6%25.6741.4%5.5%
45Δ26.8639.3%5.9%26.0937.1%4.2%
50Δ26.5036.8%4.9%26.3734.6%3.5%
55Δ26.1334.2%3.9%26.6632.1%2.7%
60Δ25.8532.1%3.1%26.9429.7%1.9%
65Δ25.6130.2%2.6%27.1627.7%1.5%
70Δ25.3728.2%2.1%27.3626.0%1.2%
75Δ25.1226.3%1.6%27.5524.2%0.8%
80Δ24.8125.4%1.2%27.7522.4%0.5%

20Δ

Calls
Pseudo strike
35.12
IV
104.9%
B/E move
36.8%
Puts
Pseudo strike
22.25
IV
82.4%
B/E move
18.0%

25Δ

Calls
Pseudo strike
31.06
IV
76.3%
B/E move
21.3%
Puts
Pseudo strike
23.66
IV
64.6%
B/E move
12.7%

30Δ

Calls
Pseudo strike
29.05
IV
58.7%
B/E move
13.7%
Puts
Pseudo strike
24.55
IV
53.8%
B/E move
9.4%

35Δ

Calls
Pseudo strike
27.98
IV
48.6%
B/E move
9.7%
Puts
Pseudo strike
25.20
IV
46.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
27.37
IV
43.4%
B/E move
7.6%
Puts
Pseudo strike
25.67
IV
41.4%
B/E move
5.5%

45Δ

Calls
Pseudo strike
26.86
IV
39.3%
B/E move
5.9%
Puts
Pseudo strike
26.09
IV
37.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
26.50
IV
36.8%
B/E move
4.9%
Puts
Pseudo strike
26.37
IV
34.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
26.13
IV
34.2%
B/E move
3.9%
Puts
Pseudo strike
26.66
IV
32.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
25.85
IV
32.1%
B/E move
3.1%
Puts
Pseudo strike
26.94
IV
29.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
25.61
IV
30.2%
B/E move
2.6%
Puts
Pseudo strike
27.16
IV
27.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
25.37
IV
28.2%
B/E move
2.1%
Puts
Pseudo strike
27.36
IV
26.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
25.12
IV
26.3%
B/E move
1.6%
Puts
Pseudo strike
27.55
IV
24.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
24.81
IV
25.4%
B/E move
1.2%
Puts
Pseudo strike
27.75
IV
22.4%
B/E move
0.5%

Options history

No recorded observations