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KraneShares MSCI Emerging Markets Ex China Index ETF KEMX

i

Market dataready · fetched 2026-11-03T19:12:31.805Z

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 · 2026-11-03T18:43:48.544557874Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:12:31.409703+00:00

Share price$47.08
1D-0.5%
$47.06$47.12$47.19$47.26$47.325:30 AM6:30 AM9:00 AM1:00 PMKEMX
Sold putSold call

KraneShares MSCI Emerging Markets Ex China Index ETF options

Live interpolated KEMX call and put midpoint premiums by absolute delta.KraneShares MSCI Emerging Markets Ex China Index ETF$1.46$1.69$1.93$2.16$2.40$43.24$45.13$47.02$48.91$50.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive KEMX spot · $47.08KEMX PRICE$1.48$1.59$1.80$1.99$2.11$1.58$1.71$1.85$2.00$2.12$2.22$2.33
Puts——
Calls——
Skew——
Implied moveBalanced±$3.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ48.9654.5%7.1%46.1451.1%5.3%
45Δ48.0949.0%5.5%46.8046.7%4.2%
50Δ47.4447.0%4.6%47.3543.2%3.4%
55Δ46.8544.8%3.7%47.8440.1%2.6%
60Δ46.3541.0%2.9%48.2436.9%2.0%
65Δ48.5833.7%1.5%
70Δ48.9330.5%1.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
48.96
IV
54.5%
B/E move
7.1%
Puts
Pseudo strike
46.14
IV
51.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
48.09
IV
49.0%
B/E move
5.5%
Puts
Pseudo strike
46.80
IV
46.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
47.44
IV
47.0%
B/E move
4.6%
Puts
Pseudo strike
47.35
IV
43.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
46.85
IV
44.8%
B/E move
3.7%
Puts
Pseudo strike
47.84
IV
40.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
46.35
IV
41.0%
B/E move
2.9%
Puts
Pseudo strike
48.24
IV
36.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.58
IV
33.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.93
IV
30.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.39%
Daily EOD
KEMX29.0%30.8%32.6%2026-10-19: 29.93%2026-10-20: 29.62%2026-10-21: 29.25%2026-10-22: 30.67%2026-10-23: 31.11%2026-10-26: 31.55%2026-10-27: 31.42%2026-10-28: 31.20%2026-10-29: 31.32%2026-10-30: 32.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.93%
29.62%
29.25%
30.67%
31.11%
31.55%
31.42%
31.20%
31.32%
32.39%