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KraneShares MSCI China Clean Technology Index ETF KGRN

i

Market dataready · fetched 2026-11-06T20:54:32.648Z

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 · 2026-11-06T19:49:41.727762532Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:54:32.117530+00:00

Share price$22.00
1D+0.8%
$21.80$21.85$21.91$21.96$22.015:30 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$0.28$0.46$0.63$0.81$0.98$20.21$21.11$22.01$22.91$23.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KGRN spot · $22.00KGRN PRICE$0.30$0.32$0.36$0.39$0.41$0.44$0.46$0.51$0.58$0.65$0.72$0.79$0.85$0.32$0.35$0.38$0.40$0.42$0.44$0.49$0.56$0.63$0.71$0.78$0.86$0.93
PutsExpensive1.86×
CallsExpensive1.21×
SkewBullish-0.46 pp
Implied moveBearish±$0.95
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8366.6%14.2%20.0063.6%10.6%
25Δ23.7852.4%9.5%20.6053.7%8.0%
30Δ23.2446.1%7.3%21.0845.3%5.9%
35Δ22.8641.0%5.7%21.3440.2%4.8%
40Δ22.6136.8%4.7%21.6035.1%3.7%
45Δ22.3732.7%3.7%21.8630.0%2.6%
50Δ22.1228.5%2.6%22.0626.8%1.9%
55Δ21.9325.9%2.0%22.1925.9%1.7%
60Δ21.8124.7%1.8%22.3224.9%1.4%
65Δ21.6823.5%1.5%22.4523.9%1.2%
70Δ21.5622.2%1.3%22.5823.0%0.9%
75Δ21.4321.0%1.0%22.7122.0%0.7%
80Δ21.3119.8%0.7%22.8421.0%0.4%

20Δ

Calls
Pseudo strike
24.83
IV
66.6%
B/E move
14.2%
Puts
Pseudo strike
20.00
IV
63.6%
B/E move
10.6%

25Δ

Calls
Pseudo strike
23.78
IV
52.4%
B/E move
9.5%
Puts
Pseudo strike
20.60
IV
53.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
23.24
IV
46.1%
B/E move
7.3%
Puts
Pseudo strike
21.08
IV
45.3%
B/E move
5.9%

35Δ

Calls
Pseudo strike
22.86
IV
41.0%
B/E move
5.7%
Puts
Pseudo strike
21.34
IV
40.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
22.61
IV
36.8%
B/E move
4.7%
Puts
Pseudo strike
21.60
IV
35.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
22.37
IV
32.7%
B/E move
3.7%
Puts
Pseudo strike
21.86
IV
30.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
22.12
IV
28.5%
B/E move
2.6%
Puts
Pseudo strike
22.06
IV
26.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
21.93
IV
25.9%
B/E move
2.0%
Puts
Pseudo strike
22.19
IV
25.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
21.81
IV
24.7%
B/E move
1.8%
Puts
Pseudo strike
22.32
IV
24.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
21.68
IV
23.5%
B/E move
1.5%
Puts
Pseudo strike
22.45
IV
23.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
21.56
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
22.58
IV
23.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
21.43
IV
21.0%
B/E move
1.0%
Puts
Pseudo strike
22.71
IV
22.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
21.31
IV
19.8%
B/E move
0.7%
Puts
Pseudo strike
22.84
IV
21.0%
B/E move
0.4%

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%