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PLUS Korea Defense Industry Index ETF KDEF

i

Market dataready · fetched 2026-11-06T21:11:39.743Z

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: 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 · 2026-11-06T21:10:00.001858778Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:11:39.154499+00:00

Share price$28.48
1D-0.2%
AH$28.44$28.56$28.68$28.80$28.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKDEF
Sold putSold callAH

PLUS Korea Defense Industry Index ETF options

Live interpolated KDEF call and put midpoint premiums by absolute delta.PLUS Korea Defense Industry Index ETF$0.21$3.36$6.52$9.67$12.82$23.25$26.35$29.45$32.55$35.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KDEF spot · $28.48KDEF PRICE$0.57$0.72$0.88$1.03$1.18$1.56$1.95$2.35$2.75$3.14$3.54$3.93$4.66$0.55$0.72$0.89$1.06$1.23$1.40$1.57$1.74$1.91$2.08$4.80$8.36$11.92
PutsExpensive1.05×
CallsExpensive1.90×
SkewBullish-18.10 pp
Implied moveBullish±$3.52
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.51100.0%23.2%25.1681.5%13.6%
25Δ33.4195.4%19.9%25.6978.6%12.3%
30Δ32.3190.7%16.5%26.2175.7%11.1%
35Δ31.2186.1%13.2%26.7372.8%9.9%
40Δ30.1181.5%9.9%27.2569.9%8.6%
45Δ29.4182.7%8.8%27.7867.0%7.4%
50Δ28.7684.7%7.8%28.3064.1%6.1%
55Δ28.1086.6%6.9%28.8261.2%4.9%
60Δ27.4588.6%6.0%29.3558.3%3.7%
65Δ26.7990.5%5.1%29.8755.4%2.4%
70Δ26.1492.5%4.2%32.7467.5%1.9%
75Δ25.4894.4%3.3%36.4084.6%1.5%
80Δ24.52100.0%2.5%40.05101.7%1.2%

20Δ

Calls
Pseudo strike
34.51
IV
100.0%
B/E move
23.2%
Puts
Pseudo strike
25.16
IV
81.5%
B/E move
13.6%

25Δ

Calls
Pseudo strike
33.41
IV
95.4%
B/E move
19.9%
Puts
Pseudo strike
25.69
IV
78.6%
B/E move
12.3%

30Δ

Calls
Pseudo strike
32.31
IV
90.7%
B/E move
16.5%
Puts
Pseudo strike
26.21
IV
75.7%
B/E move
11.1%

35Δ

Calls
Pseudo strike
31.21
IV
86.1%
B/E move
13.2%
Puts
Pseudo strike
26.73
IV
72.8%
B/E move
9.9%

40Δ

Calls
Pseudo strike
30.11
IV
81.5%
B/E move
9.9%
Puts
Pseudo strike
27.25
IV
69.9%
B/E move
8.6%

45Δ

Calls
Pseudo strike
29.41
IV
82.7%
B/E move
8.8%
Puts
Pseudo strike
27.78
IV
67.0%
B/E move
7.4%

50Δ

Calls
Pseudo strike
28.76
IV
84.7%
B/E move
7.8%
Puts
Pseudo strike
28.30
IV
64.1%
B/E move
6.1%

55Δ

Calls
Pseudo strike
28.10
IV
86.6%
B/E move
6.9%
Puts
Pseudo strike
28.82
IV
61.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
27.45
IV
88.6%
B/E move
6.0%
Puts
Pseudo strike
29.35
IV
58.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
26.79
IV
90.5%
B/E move
5.1%
Puts
Pseudo strike
29.87
IV
55.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
26.14
IV
92.5%
B/E move
4.2%
Puts
Pseudo strike
32.74
IV
67.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
25.48
IV
94.4%
B/E move
3.3%
Puts
Pseudo strike
36.40
IV
84.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
24.52
IV
100.0%
B/E move
2.5%
Puts
Pseudo strike
40.05
IV
101.7%
B/E move
1.2%

Options history

IV · four-Friday blend57.40%
Daily close
KDEF41.7%58.8%75.9%2026-08-10: 53.74%2026-08-11: 52.64%2026-08-12: 53.54%2026-08-13: 54.80%2026-08-14: 55.97%2026-08-17: 58.46%2026-08-18: 64.27%2026-08-19: 66.85%2026-08-20: 73.52%2026-08-21: 53.23%2026-08-24: 53.00%2026-08-25: 52.84%2026-08-26: 51.89%2026-08-27: 50.13%2026-08-28: 48.70%2026-08-31: 46.68%2026-09-01: 47.87%2026-09-02: 46.04%2026-09-03: 44.14%2026-09-04: 45.24%2026-09-08: 51.40%2026-09-09: 52.36%2026-09-10: 52.77%2026-09-11: 51.81%2026-09-14: 56.36%2026-09-15: 58.93%2026-09-16: 60.61%2026-09-17: 65.05%2026-09-18: 46.97%2026-09-21: 46.62%2026-09-22: 46.34%2026-09-23: 45.58%2026-09-24: 45.97%2026-09-25: 45.38%2026-09-28: 46.19%2026-09-29: 46.45%2026-09-30: 45.33%2026-10-01: 45.77%2026-10-02: 45.21%2026-10-05: 45.54%2026-10-06: 44.06%2026-10-07: 45.43%2026-10-08: 46.18%2026-10-09: 47.23%2026-10-12: 49.20%2026-10-13: 54.76%2026-10-14: 62.24%2026-10-15: 72.73%2026-10-16: 52.05%2026-10-19: 51.67%2026-10-20: 53.21%2026-10-21: 52.58%2026-10-22: 53.69%2026-10-23: 52.25%2026-10-26: 52.37%2026-10-27: 52.85%2026-10-28: 54.04%2026-10-29: 53.40%2026-10-30: 57.40%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
53.74%
52.64%
53.54%
54.80%
55.97%
58.46%
64.27%
66.85%
73.52%
53.23%
53.00%
52.84%
51.89%
50.13%
48.70%
46.68%
47.87%
46.04%
44.14%
45.24%
51.40%
52.36%
52.77%
51.81%
56.36%
58.93%
60.61%
65.05%
46.97%
46.62%
46.34%
45.58%
45.97%
45.38%
46.19%
46.45%
45.33%
45.77%
45.21%
45.54%
44.06%
45.43%
46.18%
47.23%
49.20%
54.76%
62.24%
72.73%
52.05%
51.67%
53.21%
52.58%
53.69%
52.25%
52.37%
52.85%
54.04%
53.40%
57.40%