KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 12:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.8% (22.89–26.23) · ATM IV 26.4% · P/C open interest 0.34
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 7.05 | 12.00 | 5,222 | 70.7% | 0.99 | 0.0040 | -0.001 | 15 | 0 | 4.90 | 1,078 | 260.4% | -0.01 | 0.0040 | -0.001 | ||
| 6.05 | 11.00 | 1 | 59.9% | 0.99 | 0.0055 | -0.002 | 16 | 0 | 4.90 | 1,004 | 238.2% | -0.01 | 0.0055 | -0.002 | ||
| 5.05 | 10.00 | 49.6% | 0.99 | 0.0077 | -0.002 | 17 | 0 | 0.3300 | 3 | 81.5% | -0.01 | 0.0078 | -0.002 | |||
| 4.05 | 9.00 | 7 | 39.0% | 0.98 | 0.0110 | -0.002 | 18 | 0 | 1.43 | 1 | 111.0% | -0.02 | 0.0111 | -0.002 | ||
| 3.05 | 7.95 | 0.98 | 0.0163 | -0.002 | 19 | 0 | 0.1700 | 2,431 | 52.4% | -0.02 | 0.0164 | -0.002 | ||||
| 2.30 | 7.00 | 2,545 | 47.5% | 0.97 | 0.0258 | -0.003 | 20 | 0.0300 | 0.0400 | 3 | 3,226 | 36.6% | -0.03 | 0.0260 | -0.003 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.65 | 6.00 | 4 | 50.2% | 0.94 | 0.0457 | -0.004 | 21 | 0 | 0.2500 | 38 | 1,724 | 38.9% | -0.06 | 0.0462 | -0.004 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.48 | 3.20 | 433 | 40.3% | 0.89 | 0.0835 | -0.006 | 22 | 0.1000 | 0.1600 | 63 | 9,355 | 29.9% | -0.11 | 0.0846 | -0.006 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.25 | 5.00 | 548 | 77.8% | 0.78 | 0.1357 | -0.009 | 23 | 0.2200 | 0.3700 | 1,583 | 6,853 | 29.0% | -0.22 | 0.1381 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9800 | 1.26 | 45 | 1,560 | 27.4% | 0.62 | 0.1817 | -0.011 | 24 | 0.4900 | 0.6400 | 643 | 15.3K | 26.8% | -0.39 | 0.1862 | -0.012 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5300 | 0.6900 | 121 | 16.6K | 26.7% | 0.43 | 0.1896 | -0.012 | 25 | 0.9700 | 1.15 | 50 | 12.4K | 26.2% | -0.58 | 0.1971 | -0.012 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2700 | 0.3400 | 307 | 20.3K | 26.9% | 0.27 | 0.1562 | -0.010 | 26 | 1.70 | 2.00 | 111 | 5,189 | 29.7% | -0.75 | 0.1665 | -0.011 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1500 | 0.1900 | 183 | 36.8K | 28.9% | 0.15 | 0.1088 | -0.007 | 27 | 2.44 | 2.86 | 83 | 7,633 | 27.9% | -0.88 | 0.1211 | -0.008 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0700 | 0.1500 | 1 | 20.1K | 31.9% | 0.09 | 0.0690 | -0.005 | 28 | 3.00 | 3.90 | 5,901 | -0.95 | 0.0742 | -0.005 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0300 | 0.0900 | 10 | 15.3K | 33.2% | 0.05 | 0.0442 | -0.004 | 29 | 4.00 | 5.20 | 533 | 35.1% | -0.98 | 0.0380 | -0.003 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0700 | 11 | 25.8K | 35.6% | 0.04 | 0.0298 | -0.003 | 30 | 3.00 | 7.95 | 3 | -0.99 | 0.0182 | -0.002 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.1000 | 2 | 10.8K | 41.8% | 0.03 | 0.0211 | -0.002 | 31 | 4.05 | 9.00 | -1.00 | 0.0088 | -0.001 | |||
| 0 | 0.1400 | 162 | 26.4K | 49.2% | 0.02 | 0.0156 | -0.002 | 32 | 5.00 | 9.95 | -1.00 | 0.0044 | -0.000 | |||
| 0 | 0.1400 | 7,522 | 53.6% | 0.02 | 0.0119 | -0.002 | 33 | 6.00 | 10.95 | -1.00 | 0.0022 | -0.000 | ||||
| 0 | 0.1200 | 1 | 4,164 | 56.4% | 0.01 | 0.0094 | -0.002 | 34 | 7.05 | 12.00 | -1.00 | 0.0011 | 0.000 | |||
| 0 | 0.0600 | 13.4K | 54.2% | 0.01 | 0.0075 | -0.001 | 35 | 8.05 | 13.00 | 1 | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.0500 | 5 | 3,825 | 56.3% | 0.01 | 0.0062 | -0.001 | 36 | 9.05 | 14.00 | -1.00 | 0.0004 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs