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KraneShares MSCI All China Health Care Index ETF KURE

i

Market dataready · fetched 2026-11-07T13:28:01.422Z

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 · 2026-11-07T01:00:00.080754631Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T13:28:01.507721+00:00

Share price$18.79
1D+1.5%
AH$18.49$18.59$18.69$18.79$18.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKURE
Sold putSold callAH

KraneShares MSCI All China Health Care Index ETF options

Live interpolated KURE call and put midpoint premiums by absolute delta.KraneShares MSCI All China Health Care Index ETF$0.81$0.89$0.96$1.04$1.11$16.94$17.90$18.87$19.84$20.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive KURE spot · $18.79KURE PRICE$0.84$0.92$1.01$1.09$0.82$0.91$0.99
Puts——
Calls——
Skew——
Implied moveBearish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ18.2974.7%7.0%
45Δ18.6269.3%5.7%
50Δ18.9762.9%5.4%18.9563.9%4.4%
55Δ18.7259.5%4.6%
60Δ18.4856.0%3.7%
65Δ18.2452.6%2.9%
70Δ
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
IV
B/E move
Puts
Pseudo strike
18.29
IV
74.7%
B/E move
7.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.62
IV
69.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
18.97
IV
62.9%
B/E move
5.4%
Puts
Pseudo strike
18.95
IV
63.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
18.72
IV
59.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.48
IV
56.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.24
IV
52.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

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

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 blend47.17%
Daily EOD
KURE42.0%44.8%47.6%2026-10-19: 42.36%2026-10-20: 44.74%2026-10-21: 44.20%2026-10-22: 46.17%2026-10-23: 45.30%2026-10-26: 46.78%2026-10-27: 46.08%2026-10-28: 46.64%2026-10-29: 45.62%2026-10-30: 47.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.36%
44.74%
44.20%
46.17%
45.30%
46.78%
46.08%
46.64%
45.62%
47.17%