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KraneShares MSCI China Clean Technology Index ETF KGRN

i

Market dataready · fetched 2026-11-06T14:32:48.890Z

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 · 2026-11-06T14:30:01.352861468Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:32:48.403055+00:00

Share price$21.76
1D+0.0%
$21.75$21.75$21.76$21.77$21.775:30 AM6:30 AM9:00 AM1:00 PMKGRN
Sold putSold call

KraneShares MSCI China Clean Technology Index ETF options

Live interpolated KGRN call and put midpoint premiums by absolute delta.KraneShares MSCI China Clean Technology Index ETF$0.34$0.66$0.97$1.29$1.60$20.30$21.18$22.06$22.94$23.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KGRN spot · $21.76KGRN PRICE$0.38$0.38$0.38$0.38$0.38$0.39$0.50$0.62$0.73$0.84$0.95$1.16$1.51$0.38$0.38$0.38$0.40$0.43$0.46$0.48$0.51
Puts——
CallsExpensive1.47×
Skew——
Implied moveBullish±$0.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4884.7%18.8%19.4574.0%12.3%
25Δ23.8962.5%11.5%20.2956.8%8.5%
30Δ23.0248.2%7.5%20.8744.4%5.8%
35Δ22.6640.7%5.8%21.1539.1%4.6%
40Δ22.3033.4%4.2%21.3435.7%3.9%
45Δ21.9727.3%2.8%21.5432.3%3.1%
50Δ21.8028.2%2.5%21.7328.9%2.4%
55Δ21.6329.1%2.2%21.9225.5%1.6%
60Δ21.4530.0%1.9%
65Δ21.2830.9%1.7%
70Δ21.1131.8%1.4%
75Δ20.8533.8%1.2%
80Δ20.4637.8%1.0%

20Δ

Calls
Pseudo strike
25.48
IV
84.7%
B/E move
18.8%
Puts
Pseudo strike
19.45
IV
74.0%
B/E move
12.3%

25Δ

Calls
Pseudo strike
23.89
IV
62.5%
B/E move
11.5%
Puts
Pseudo strike
20.29
IV
56.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
23.02
IV
48.2%
B/E move
7.5%
Puts
Pseudo strike
20.87
IV
44.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
22.66
IV
40.7%
B/E move
5.8%
Puts
Pseudo strike
21.15
IV
39.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
22.30
IV
33.4%
B/E move
4.2%
Puts
Pseudo strike
21.34
IV
35.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
21.97
IV
27.3%
B/E move
2.8%
Puts
Pseudo strike
21.54
IV
32.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
21.80
IV
28.2%
B/E move
2.5%
Puts
Pseudo strike
21.73
IV
28.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
21.63
IV
29.1%
B/E move
2.2%
Puts
Pseudo strike
21.92
IV
25.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
21.45
IV
30.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.28
IV
30.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.11
IV
31.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.85
IV
33.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.46
IV
37.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.55%
Daily EOD
KGRN22.1%23.9%25.6%2026-10-19: 22.38%2026-10-20: 25.36%2026-10-21: 23.28%2026-10-22: 23.57%2026-10-23: 24.00%2026-10-26: 22.56%2026-10-27: 24.43%2026-10-28: 23.91%2026-10-29: 22.47%2026-10-30: 23.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.38%
25.36%
23.28%
23.57%
24.00%
22.56%
24.43%
23.91%
22.47%
23.55%