KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 12:41 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 ±2.2% (24.77–25.91) · ATM IV 25.0% · P/C open interest 1.32
| 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 | |
| 10.65 | 10.95 | 194 | 494 | 1.00 | 0.0000 | 0.000 | 15 | 0 | 0.0200 | 11 | 299.3% | 0.00 | 0.0000 | 0.000 | ||
| 9.65 | 9.95 | 187 | 278 | 1.00 | 0.0000 | 0.000 | 16 | 0 | 0.1500 | 1 | 357.6% | 0.00 | 0.0000 | 0.000 | ||
| 8.60 | 9.00 | 9 | 12 | 1.00 | 0.0000 | 0.000 | 17 | 0 | 0.0500 | 266.1% | 0.00 | 0.0000 | 0.000 | |||
| 7.55 | 8.00 | 6 | 21 | 1.00 | 0.0000 | 0.000 | 18 | 0 | 0.2500 | 311.2% | 0.00 | 0.0000 | 0.000 | |||
| 6.55 | 6.95 | 6 | 18 | 1.00 | 0.0001 | 0.000 | 19 | 0 | 0.1700 | 251.1% | 0.00 | 0.0001 | 0.000 | |||
| 5.55 | 6.00 | 7 | 8 | 1.00 | 0.0002 | 0.000 | 20 | 0 | 0.0500 | 1 | 173.0% | -0.00 | 0.0002 | 0.000 | ||
| 4.95 | 5.60 | 5 | 9 | 1.00 | 0.0004 | 0.000 | 20.5 | 0 | 0.0500 | 158.5% | -0.00 | 0.0004 | -0.000 | |||
| 4.40 | 5.05 | 2 | 5 | 1.00 | 0.0006 | 0.000 | 21 | 0 | 0.0500 | 144.2% | -0.00 | 0.0006 | -0.000 | |||
| 4.10 | 4.65 | 2 | 2 | 149.6% | 1.00 | 0.0011 | 0.000 | 21.5 | 0 | 0.0500 | 130.1% | -0.00 | 0.0011 | -0.000 | ||
| 3.45 | 3.95 | 9 | 4 | 1.00 | 0.0021 | 0.000 | 22 | 0 | 0.0500 | 116.2% | -0.00 | 0.0021 | -0.000 | |||
| 2.61 | 3.80 | 1 | 2 | 1.00 | 0.0043 | -0.000 | 22.5 | 0 | 0.0500 | 102.4% | -0.00 | 0.0043 | -0.001 | |||
| 2.10 | 3.30 | 1 | 1.00 | 0.0089 | -0.001 | 23 | 0 | 0.1100 | 104.1% | -0.00 | 0.0089 | -0.001 | ||||
| 1.85 | 2.60 | 2 | 0.99 | 0.0188 | -0.002 | 23.5 | 0 | 0.1000 | 86.7% | -0.01 | 0.0188 | -0.002 | ||||
| 1.35 | 2.10 | 0.99 | 0.0394 | -0.004 | 24 | 0 | 0.0100 | 29 | 46.3% | -0.01 | 0.0395 | -0.004 | ||||
| 0.8800 | 1.60 | 3 | 0.97 | 0.0859 | -0.006 | 24.5 | 0 | 0.0200 | 1 | 5 | 39.1% | -0.03 | 0.0861 | -0.006 | ||
| 0.6000 | 1.09 | 11 | 31.2% | 0.94 | 0.2208 | -0.012 | 25 | 0.0100 | 0.0900 | 285 | 39.4% | -0.06 | 0.2223 | -0.012 | ||
| 0.2100 | 0.5700 | 3 | 34 | 24.3% | 0.75 | 0.6452 | -0.042 | 25.5 | 0.0200 | 0.3300 | 2 | 1,655 | 25.7% | -0.26 | 0.6567 | -0.042 |
| 0.1000 | 0.1700 | 398 | 1,494 | 27.6% | 0.38 | 0.6871 | -0.060 | 26 | 0.2400 | 0.4300 | 55 | 10.3K | 30.4% | -0.63 | 0.7032 | -0.062 |
| 0.0100 | 0.0400 | 17 | 1,653 | 27.2% | 0.13 | 0.3608 | -0.027 | 26.5 | 0.4700 | 0.9000 | 3 | 242 | -0.89 | 0.3644 | -0.026 | |
| 0 | 0.0100 | 23 | 876 | 30.1% | 0.04 | 0.1307 | -0.009 | 27 | 1.08 | 1.36 | 14 | 77 | 44.1% | -0.97 | 0.1242 | -0.008 |
| 0 | 0.0100 | 1 | 972 | 40.3% | 0.01 | 0.0509 | -0.004 | 27.5 | 1.46 | 1.94 | 1 | 5 | 45.1% | -0.99 | 0.0380 | -0.005 |
| 0 | 0.0100 | 731 | 49.9% | 0.01 | 0.0225 | -0.002 | 28 | 1.96 | 2.70 | 4 | 15 | 102.0% | -1.00 | 0.0118 | -0.004 | |
| 0 | 0.0100 | 779 | 59.2% | 0.00 | 0.0110 | -0.001 | 28.5 | 2.20 | 3.40 | 108.9% | -1.00 | 0.0038 | -0.004 | |||
| 0 | 0.0500 | 350 | 86.9% | 0.00 | 0.0059 | -0.001 | 29 | 2.70 | 3.90 | 3 | 122.1% | -1.00 | 0.0013 | -0.004 | ||
| 0 | 0.0100 | 906 | 76.7% | 0.00 | 0.0033 | -0.000 | 29.5 | 3.20 | 4.40 | 2 | 134.7% | -1.00 | 0.0005 | -0.004 | ||
| 0 | 0.0100 | 97 | 85.0% | 0.00 | 0.0020 | -0.000 | 30 | 3.70 | 4.90 | 2 | 146.9% | -1.00 | 0.0001 | -0.004 | ||
| 0 | 0.4000 | 66 | 182.5% | 0.00 | 0.0012 | -0.000 | 30.5 | 4.20 | 5.45 | 1 | 166.7% | -1.00 | 0.0001 | -0.004 | ||
| 0 | 0.8200 | 242 | 242.4% | 0.00 | 0.0008 | -0.000 | 31 | 4.75 | 6.25 | 1 | 1 | 223.6% | -1.00 | 0.0000 | -0.004 | |
| 0 | 0.9400 | 230 | 267.7% | 0.00 | 0.0006 | -0.000 | 31.5 | 5.20 | 6.65 | 1 | 3 | 218.3% | -1.00 | 0.0000 | -0.004 | |
| 0 | 0.2200 | 83 | 126.4% | 0.00 | 0.0004 | 0.000 | 32 | 5.55 | 7.50 | 2 | 254.5% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 1.20 | 9 | 331.8% | 0.00 | 0.0002 | 0.000 | 33 | 6.55 | 8.65 | 295.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.5500 | 156 | 282.9% | 0.00 | 0.0001 | 0.000 | 34 | 7.55 | 9.25 | 1 | 266.9% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0200 | 2 | 170.6% | 0.00 | 0.0001 | 0.000 | 35 | 8.55 | 10.45 | 315.9% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 1.02 | 23 | 382.2% | 0.00 | 0.0000 | 0.000 | 36 | 9.55 | 11.65 | 361.8% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 1.25 | 1 | 427.9% | 0.00 | 0.0000 | 0.000 | 37 | 10.45 | 12.70 | 1 | 375.5% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 1.22 | 2 | 444.9% | 0.00 | 0.0000 | 0.000 | 38 | 11.10 | 13.70 | 342.1% | -1.00 | 0.0000 | -0.004 | |||
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs