KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 09:39 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 ±2.9% (23.52–24.92) · ATM IV 31.4% · P/C open interest 0.98
| 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 | |
| 7.20 | 12.15 | 8 | 7 | 356.6% | 1.00 | 0.0006 | 0.000 | 15 | 0 | 0.1500 | 3 | 1,083 | 258.7% | -0.00 | 0.0006 | -0.001 |
| 5.55 | 10.55 | 14 | 9 | 1.00 | 0.0010 | 0.000 | 16 | 0 | 0.6200 | 306.4% | -0.00 | 0.0010 | -0.001 | |||
| 5.35 | 10.30 | 5 | 8 | 316.1% | 1.00 | 0.0016 | -0.000 | 17 | 0 | 5.00 | 636.2% | -0.00 | 0.0016 | -0.001 | ||
| 3.95 | 8.90 | 8 | 8 | 171.0% | 1.00 | 0.0028 | -0.001 | 18 | 0 | 5.00 | 577.6% | -0.00 | 0.0028 | -0.001 | ||
| 2.91 | 7.85 | 2 | 2 | 119.9% | 1.00 | 0.0050 | -0.001 | 19 | 0 | 0.4900 | 189.7% | -0.00 | 0.0050 | -0.002 | ||
| 1.51 | 6.45 | 3 | 1 | 0.99 | 0.0094 | -0.003 | 20 | 0 | 0.2500 | 1 | 137.7% | -0.01 | 0.0094 | -0.003 | ||
| 1.76 | 6.70 | 1 | 1 | 173.7% | 0.99 | 0.0132 | -0.003 | 20.5 | 0 | 4.25 | 403.0% | -0.01 | 0.0132 | -0.004 | ||
| 1.11 | 6.05 | 1 | 1 | 131.4% | 0.99 | 0.0189 | -0.004 | 21 | 0 | 5.00 | 415.4% | -0.01 | 0.0189 | -0.004 | ||
| 0.1600 | 5.10 | 1 | 1 | 0.98 | 0.0278 | -0.005 | 21.5 | 0 | 0.2700 | 10 | 92.9% | -0.02 | 0.0278 | -0.005 | ||
| 0 | 5.00 | 77.0% | 0.98 | 0.0422 | -0.006 | 22 | 0 | 0.1000 | 3 | 33 | 66.1% | -0.02 | 0.0423 | -0.006 | ||
| 0 | 5.00 | 2 | 11 | 134.7% | 0.97 | 0.0679 | -0.007 | 22.5 | 0 | 0.2900 | 2 | 236 | 74.1% | -0.03 | 0.0681 | -0.008 |
| 0 | 4.90 | 2 | 11 | 170.4% | 0.95 | 0.1221 | -0.010 | 23 | 0 | 0.2300 | 1,727 | 6,597 | 32.4% | -0.05 | 0.1227 | -0.010 |
| 0 | 5.00 | 1 | 205 | 199.4% | 0.88 | 0.2642 | -0.017 | 23.5 | 0 | 0.2900 | 225 | 3,114 | 46.3% | -0.12 | 0.2662 | -0.018 |
| 0.0100 | 1.09 | 302 | 683 | 33.7% | 0.71 | 0.5008 | -0.031 | 24 | 0.1200 | 0.1800 | 252 | 3,051 | 29.2% | -0.30 | 0.5067 | -0.031 |
| 0.0700 | 0.2900 | 1,260 | 1,075 | 23.9% | 0.42 | 0.5832 | -0.035 | 24.5 | 0.0100 | 3.70 | 117 | 3,061 | 169.9% | -0.58 | 0.5917 | -0.035 |
| 0.0200 | 0.0700 | 179 | 3,109 | 25.8% | 0.18 | 0.3865 | -0.022 | 25 | 0 | 4.90 | 80 | 445 | 205.2% | -0.83 | 0.3918 | -0.023 |
| 0 | 0.0200 | 1,645 | 2,963 | 24.7% | 0.06 | 0.1648 | -0.009 | 25.5 | 0 | 3.75 | 3 | 118 | 111.9% | -0.95 | 0.1734 | -0.009 |
| 0 | 0.0300 | 58 | 1,703 | 35.5% | 0.04 | 0.0931 | -0.007 | 26 | 0 | 3.15 | 6 | 1 | -0.97 | 0.0975 | -0.007 | |
| 0 | 0.2600 | 25 | 5,500 | 67.0% | 0.03 | 0.0612 | -0.007 | 26.5 | 0 | 5.00 | 1 | 98.5% | -0.98 | 0.0633 | -0.007 | |
| 0 | 0.0300 | 314 | 51.6% | 0.02 | 0.0430 | -0.006 | 27 | 0.1100 | 5.05 | -0.99 | 0.0436 | -0.006 | ||||
| 0 | 1.05 | 57 | 151.5% | 0.02 | 0.0316 | -0.006 | 27.5 | 0.8900 | 5.75 | 3 | 1 | 100.7% | -0.99 | 0.0314 | -0.006 | |
| 0 | 0.0300 | 1,846 | 66.3% | 0.01 | 0.0239 | -0.005 | 28 | 1.36 | 6.30 | 1 | 113.5% | -0.99 | 0.0231 | -0.005 | ||
| 0 | 0.0100 | 520 | 63.1% | 0.01 | 0.0184 | -0.004 | 28.5 | 2.21 | 7.15 | 1 | 176.7% | -0.99 | 0.0170 | -0.005 | ||
| 0 | 0.4200 | 4 | 137.6% | 0.01 | 0.0145 | -0.004 | 29 | 1.96 | 6.90 | 3 | 1 | -1.00 | 0.0125 | -0.004 | ||
| 0 | 4.20 | 369.3% | 0.01 | 0.0115 | -0.004 | 29.5 | 2.96 | 7.90 | 3 | 160.5% | -1.00 | 0.0093 | -0.004 | |||
| 0 | 0.0300 | 16 | 92.9% | 0.01 | 0.0092 | -0.003 | 30 | 3.40 | 8.35 | 1 | 154.6% | -1.00 | 0.0069 | -0.004 | ||
| 0 | 5.00 | 434.8% | 0.01 | 0.0074 | -0.003 | 30.5 | 3.70 | 8.65 | 2 | 106.0% | -1.00 | 0.0050 | -0.004 | |||
| 0 | 5.00 | 446.6% | 0.00 | 0.0060 | -0.002 | 31 | 4.20 | 9.15 | 1 | 112.4% | -1.00 | 0.0036 | -0.004 | |||
| 0 | 5.00 | 458.0% | 0.00 | 0.0049 | -0.002 | 31.5 | 4.65 | 9.65 | 1 | -1.00 | 0.0025 | -0.003 | ||||
| 0 | 5.00 | 469.1% | 0.00 | 0.0040 | -0.002 | 32 | 5.40 | 10.35 | 2 | 1 | 193.1% | -1.00 | 0.0018 | -0.003 | ||
| 0 | 5.00 | 490.3% | 0.00 | 0.0027 | -0.001 | 33 | 6.15 | 11.15 | -1.00 | 0.0008 | -0.003 | |||||
| 0 | 5.00 | 510.3% | 0.00 | 0.0018 | -0.001 | 34 | 7.35 | 12.30 | 3 | 210.6% | -1.00 | 0.0003 | -0.003 | |||
| 0 | 3.15 | 427.6% | 0.00 | 0.0012 | -0.001 | 35 | 8.30 | 13.25 | 209.0% | -1.00 | 0.0001 | -0.003 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs