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Kraneshares MSCI One Belt One Road Index ETF OBOR

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Market dataready · fetched 2026-10-23T13:31:49.308Z

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 · ready · fetched 2026-10-23T13:31:49.016109+00:00

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$2.49$2.62$2.76$2.90$3.04$17.70$21.93$26.16$30.38$34.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBOR spot · $26.21OBOR PRICE$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.51$2.67$2.84$3.00
PutsExpensive5.67×
CallsExpensive25.80×
SkewBearish+1.64 pp
Implied moveBalanced±$5.00
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.94220.7%37.3%
25Δ21.31175.6%28.3%
30Δ23.10143.4%21.4%
35Δ37.00188.9%50.7%24.43120.0%16.3%
40Δ31.91149.9%31.3%25.45101.7%12.5%
45Δ29.10122.2%20.5%26.2487.2%9.5%
50Δ27.41101.7%14.1%26.8675.2%7.1%
55Δ26.3185.7%9.9%27.2966.1%5.4%
60Δ25.5873.3%7.1%27.6657.9%4.0%
65Δ24.9962.2%4.9%28.0250.0%2.7%
70Δ24.7455.0%3.9%28.3546.5%2.1%
75Δ24.4947.8%3.0%28.6742.9%1.4%
80Δ24.2440.5%2.0%29.0039.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.94
IV
220.7%
B/E move
37.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.31
IV
175.6%
B/E move
28.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.10
IV
143.4%
B/E move
21.4%

35Δ

Calls
Pseudo strike
37.00
IV
188.9%
B/E move
50.7%
Puts
Pseudo strike
24.43
IV
120.0%
B/E move
16.3%

40Δ

Calls
Pseudo strike
31.91
IV
149.9%
B/E move
31.3%
Puts
Pseudo strike
25.45
IV
101.7%
B/E move
12.5%

45Δ

Calls
Pseudo strike
29.10
IV
122.2%
B/E move
20.5%
Puts
Pseudo strike
26.24
IV
87.2%
B/E move
9.5%

50Δ

Calls
Pseudo strike
27.41
IV
101.7%
B/E move
14.1%
Puts
Pseudo strike
26.86
IV
75.2%
B/E move
7.1%

55Δ

Calls
Pseudo strike
26.31
IV
85.7%
B/E move
9.9%
Puts
Pseudo strike
27.29
IV
66.1%
B/E move
5.4%

60Δ

Calls
Pseudo strike
25.58
IV
73.3%
B/E move
7.1%
Puts
Pseudo strike
27.66
IV
57.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
24.99
IV
62.2%
B/E move
4.9%
Puts
Pseudo strike
28.02
IV
50.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
24.74
IV
55.0%
B/E move
3.9%
Puts
Pseudo strike
28.35
IV
46.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
24.49
IV
47.8%
B/E move
3.0%
Puts
Pseudo strike
28.67
IV
42.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
24.24
IV
40.5%
B/E move
2.0%
Puts
Pseudo strike
29.00
IV
39.4%
B/E move
0.8%

Options history

No recorded observations