KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 09:41 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 ±7.9% (23.68–27.72) · ATM IV 28.0% · P/C open interest 0.13
| 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 | |
| 7.50 | 10.65 | 80.5% | 0.98 | 0.0073 | -0.001 | 17 | 0 | 0.0800 | 61.7% | -0.02 | 0.0073 | -0.002 | ||||
| 6.35 | 9.95 | 77.8% | 0.98 | 0.0098 | -0.001 | 18 | 0 | 0.0900 | 55.4% | -0.02 | 0.0099 | -0.003 | ||||
| 4.95 | 8.95 | 44.5% | 0.98 | 0.0135 | -0.002 | 19 | 0 | 0.1000 | 49.2% | -0.02 | 0.0136 | -0.003 | ||||
| 5.55 | 6.20 | 0.97 | 0.0190 | -0.002 | 20 | 0 | 0.1100 | 43.0% | -0.03 | 0.0192 | -0.003 | |||||
| 4.60 | 5.20 | 0.96 | 0.0277 | -0.003 | 21 | 0 | 0.1300 | 37.4% | -0.04 | 0.0280 | -0.003 | |||||
| 3.60 | 4.25 | 1 | 0.94 | 0.0431 | -0.003 | 22 | 0.0300 | 0.1100 | 2 | 440 | 31.1% | -0.07 | 0.0436 | -0.004 | ||
| 2.69 | 3.35 | 5 | 24.8% | 0.89 | 0.0708 | -0.005 | 23 | 0.1300 | 0.2000 | 2,744 | 1,766 | 30.6% | -0.11 | 0.0717 | -0.006 | |
| 1.90 | 2.51 | 26.7% | 0.80 | 0.1100 | -0.008 | 24 | 0.2700 | 0.3300 | 84 | 2,159 | 28.4% | -0.20 | 0.1118 | -0.008 | ||
| 1.40 | 1.61 | 105 | 27.1% | 0.67 | 0.1471 | -0.010 | 25 | 0.5200 | 0.6900 | 3,185 | 4,208 | 28.6% | -0.33 | 0.1504 | -0.010 | |
| 0.9000 | 1.18 | 204 | 348 | 29.6% | 0.51 | 0.1658 | -0.011 | 26 | 0.8100 | 1.15 | 41 | 1,033 | 26.4% | -0.50 | 0.1710 | -0.011 |
| 0.5200 | 0.5500 | 194 | 14.6K | 26.5% | 0.36 | 0.1542 | -0.010 | 27 | 1.43 | 1.80 | 32 | 27.0% | -0.66 | 0.1616 | -0.010 | |
| 0.2800 | 0.3400 | 23 | 16.5K | 27.4% | 0.23 | 0.1227 | -0.008 | 28 | 2.22 | 2.64 | 2 | 36 | 29.2% | -0.79 | 0.1318 | -0.009 |
| 0.1600 | 0.1900 | 4 | 1,127 | 28.3% | 0.14 | 0.0882 | -0.006 | 29 | 3.05 | 3.75 | 1 | 9 | 35.0% | -0.89 | 0.0982 | -0.006 |
| 0.0300 | 0.1100 | 8 | 822 | 27.1% | 0.08 | 0.0588 | -0.004 | 30 | 4.00 | 4.65 | 1 | 171 | 37.6% | -0.96 | 0.0820 | -0.005 |
| 0.0400 | 0.1900 | 1 | 59 | 29.7% | 0.05 | 0.0385 | -0.003 | 31 | 3.15 | 6.55 | 12 | -0.99 | 0.0311 | -0.005 | ||
| 0 | 0.0300 | 1 | 44.1K | 27.9% | 0.03 | 0.0260 | -0.002 | 32 | 4.55 | 8.25 | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.1100 | 9 | 38.4% | 0.02 | 0.0182 | -0.002 | 33 | 4.80 | 8.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1000 | 41.5% | 0.02 | 0.0133 | -0.002 | 34 | 5.80 | 9.15 | 51.9% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0900 | 44.3% | 0.01 | 0.0100 | -0.001 | 35 | 8.55 | 10.20 | 1 | 65.8% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0900 | 47.7% | 0.01 | 0.0077 | -0.001 | 36 | 8.60 | 11.60 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0800 | 50.0% | 0.01 | 0.0061 | -0.001 | 37 | 9.20 | 13.35 | 66.5% | -1.00 | 0.0000 | -0.005 | ||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs