KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 06:41 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 ±4.6% (24.52–26.88) · ATM IV 26.6% · P/C open interest 0.36
| 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 | 11.05 | 3,499 | 101.3% | 0.99 | 0.0032 | -0.002 | 15 | 0 | 0.0700 | 50 | 125.4% | -0.01 | 0.0032 | -0.003 | ||
| 9.40 | 10.10 | 0.99 | 0.0043 | -0.003 | 16 | 0 | 0.0700 | 9 | 112.1% | -0.01 | 0.0043 | -0.004 | ||||
| 8.40 | 9.10 | 0.99 | 0.0058 | -0.003 | 17 | 0 | 0.0700 | 21 | 99.5% | -0.01 | 0.0058 | -0.004 | ||||
| 7.45 | 8.10 | 0.99 | 0.0078 | -0.003 | 18 | 0 | 0.0700 | 326 | 87.5% | -0.01 | 0.0078 | -0.004 | ||||
| 6.40 | 7.10 | 1 | 0.98 | 0.0108 | -0.004 | 19 | 0 | 0.0700 | 1,659 | 76.1% | -0.02 | 0.0109 | -0.005 | |||
| 5.45 | 6.10 | 393 | 0.98 | 0.0154 | -0.004 | 20 | 0 | 0.0700 | 8,607 | 65.1% | -0.02 | 0.0154 | -0.005 | |||
| 4.40 | 5.10 | 122 | 0.97 | 0.0226 | -0.005 | 21 | 0 | 0.0800 | 8,579 | 55.8% | -0.03 | 0.0227 | -0.006 | |||
| 3.95 | 4.60 | 0.97 | 0.0278 | -0.005 | 21.5 | 0 | 0.0800 | 50.5% | -0.03 | 0.0280 | -0.006 | |||||
| 3.55 | 4.00 | 15 | 31 | 0.96 | 0.0348 | -0.006 | 22 | 0 | 0.0900 | 5 | 2,626 | 46.2% | -0.04 | 0.0350 | -0.006 | |
| 2.96 | 3.65 | 0.95 | 0.0444 | -0.006 | 22.5 | 0 | 0.0900 | 40.9% | -0.05 | 0.0447 | -0.006 | |||||
| 2.48 | 3.15 | 782 | 0.94 | 0.0582 | -0.006 | 23 | 0.0200 | 0.0500 | 11.1K | 33.9% | -0.06 | 0.0586 | -0.007 | |||
| 2.00 | 2.63 | 0.93 | 0.0794 | -0.007 | 23.5 | 0 | 0.0900 | 9 | 30.4% | -0.07 | 0.0801 | -0.007 | ||||
| 1.60 | 2.22 | 18 | 2,689 | 25.4% | 0.90 | 0.1144 | -0.008 | 24 | 0.0600 | 0.0900 | 1 | 27.3K | 29.0% | -0.10 | 0.1156 | -0.009 |
| 1.11 | 1.74 | 21.3% | 0.84 | 0.1682 | -0.011 | 24.5 | 0.0900 | 0.1700 | 85 | 27.1% | -0.16 | 0.1703 | -0.011 | |||
| 0.9500 | 1.31 | 4 | 7,245 | 28.3% | 0.75 | 0.2323 | -0.014 | 25 | 0.1700 | 0.2700 | 1,015 | 42.6K | 25.7% | -0.26 | 0.2357 | -0.014 |
| 0.6300 | 0.9300 | 2 | 6 | 27.0% | 0.62 | 0.2840 | -0.016 | 25.5 | 0.3400 | 0.4600 | 24 | 1,180 | 26.1% | -0.39 | 0.2888 | -0.016 |
| 0.4100 | 0.5100 | 1,181 | 4,446 | 24.2% | 0.47 | 0.2982 | -0.017 | 26 | 0.4200 | 0.6900 | 26 | 38.2K | 22.1% | -0.54 | 0.3045 | -0.017 |
| 0.0400 | 0.3500 | 5,719 | 1,955 | 20.2% | 0.33 | 0.2681 | -0.015 | 26.5 | 0.6800 | 1.04 | 54 | 21.2% | -0.68 | 0.2751 | -0.016 | |
| 0.1500 | 0.1700 | 174 | 46.4K | 25.0% | 0.22 | 0.2140 | -0.013 | 27 | 1.30 | 1.50 | 60 | 16.6K | 30.5% | -0.79 | 0.2207 | -0.013 |
| 0.0800 | 0.1000 | 80 | 782 | 25.6% | 0.14 | 0.1563 | -0.010 | 27.5 | 1.55 | 1.98 | 27.3% | -0.88 | 0.1677 | -0.010 | ||
| 0.0500 | 0.0600 | 325 | 48.2K | 27.0% | 0.09 | 0.1081 | -0.007 | 28 | 2.08 | 2.37 | 3 | 23.6K | 28.0% | -0.93 | 0.1271 | -0.008 |
| 0.0200 | 0.1100 | 61 | 32.6% | 0.06 | 0.0748 | -0.005 | 28.5 | 2.49 | 3.15 | 42.5% | -0.97 | 0.0936 | -0.007 | |||
| 0.0200 | 0.0400 | 8 | 32.8K | 31.5% | 0.04 | 0.0536 | -0.004 | 29 | 2.98 | 3.65 | 20.2K | 47.0% | -0.98 | 0.0615 | -0.005 | |
| 0 | 0.0900 | 62 | 38.0% | 0.03 | 0.0398 | -0.004 | 29.5 | 3.45 | 4.15 | 1 | 50.3% | -0.99 | 0.0318 | -0.004 | ||
| 0 | 0.0200 | 5 | 57.2K | 32.7% | 0.03 | 0.0305 | -0.003 | 30 | 3.70 | 4.55 | 116 | 1,346 | -1.00 | 0.0159 | -0.004 | |
| 0 | 0.0800 | 44.5% | 0.02 | 0.0240 | -0.003 | 30.5 | 4.45 | 5.10 | 56.2% | -1.00 | 0.0076 | -0.004 | ||||
| 0 | 0.0300 | 1 | 71.2K | 41.0% | 0.02 | 0.0194 | -0.003 | 31 | 4.95 | 5.60 | 1 | 454 | 60.2% | -1.00 | 0.0031 | -0.004 |
| 0 | 0.0800 | 51.4% | 0.01 | 0.0159 | -0.002 | 31.5 | 5.45 | 6.15 | 67.4% | -1.00 | 0.0002 | -0.004 | ||||
| 0 | 0.1700 | 3 | 46.4K | 63.0% | 0.01 | 0.0132 | -0.002 | 32 | 5.95 | 6.60 | 68.0% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0700 | 74.0K | 59.7% | 0.01 | 0.0096 | -0.002 | 33 | 6.95 | 7.60 | 7,004 | 75.4% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0300 | 51.7K | 58.1% | 0.01 | 0.0072 | -0.002 | 34 | 7.95 | 8.60 | 105 | 82.3% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0300 | 5 | 40.0K | 63.3% | 0.01 | 0.0056 | -0.001 | 35 | 8.95 | 9.60 | 89.0% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0700 | 21.5K | 76.7% | 0.01 | 0.0045 | -0.001 | 36 | 9.95 | 10.65 | 6,000 | 99.4% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0700 | 40.1K | 82.0% | 0.00 | 0.0036 | -0.001 | 37 | 10.95 | 11.60 | 101.5% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0500 | 27.3K | 83.0% | 0.00 | 0.0030 | -0.001 | 38 | 11.95 | 12.60 | 107.3% | -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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs