KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 00:41 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 ±11.9% (22.55–28.65) · ATM IV 40.3% · P/C open interest —
| 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 | |
| 3.15 | 7.15 | 0.96 | 0.0256 | 0.000 | 20.5 | 0 | 0.2000 | 40.9% | -0.04 | 0.0258 | -0.003 | |||||
| 2.69 | 6.65 | 0.95 | 0.0313 | -0.001 | 21 | 0 | 0.9500 | 59.0% | -0.05 | 0.0316 | -0.003 | |||||
| 2.22 | 6.05 | 0.94 | 0.0392 | -0.001 | 21.5 | 0 | 0.9500 | 54.3% | -0.06 | 0.0396 | -0.004 | |||||
| 1.75 | 5.65 | 0.92 | 0.0497 | -0.002 | 22 | 0 | 0.8400 | 47.4% | -0.08 | 0.0503 | -0.004 | |||||
| 1.30 | 5.20 | 18.5% | 0.89 | 0.0631 | -0.003 | 22.5 | 0 | 0.9500 | 45.1% | -0.11 | 0.0639 | -0.005 | ||||
| 1.00 | 4.85 | 28.6% | 0.86 | 0.0789 | -0.004 | 23 | 0.1300 | 0.2900 | 7 | 29.6% | -0.14 | 0.0800 | -0.006 | |||
| 1.88 | 2.97 | 24.6% | 0.82 | 0.0960 | -0.006 | 23.5 | 0.2200 | 0.3600 | 10 | 29.0% | -0.19 | 0.0975 | -0.007 | |||
| 0.2000 | 4.00 | 27.2% | 0.76 | 0.1130 | -0.007 | 24 | 0 | 1.75 | 43.6% | -0.24 | 0.1150 | -0.008 | ||||
| 0.0200 | 3.75 | 31.4% | 0.70 | 0.1288 | -0.008 | 24.5 | 0 | 1.76 | 38.2% | -0.30 | 0.1314 | -0.009 | ||||
| 0 | 3.35 | 34.0% | 0.63 | 0.1415 | -0.009 | 25 | 0 | 2.00 | 35.8% | -0.37 | 0.1449 | -0.010 | ||||
| 0 | 3.10 | 37.8% | 0.56 | 0.1496 | -0.010 | 25.5 | 0 | 3.00 | 42.9% | -0.45 | 0.1538 | -0.010 | ||||
| 0.7000 | 1.01 | 10 | 25.6% | 0.48 | 0.1514 | -0.010 | 26 | 0 | 3.25 | 39.1% | -0.53 | 0.1565 | -0.010 | |||
| 0.5100 | 1.02 | 2 | 28.6% | 0.41 | 0.1469 | -0.010 | 26.5 | 0 | 3.55 | 35.3% | -0.60 | 0.1528 | -0.010 | |||
| 0 | 1.48 | 32.6% | 0.35 | 0.1375 | -0.009 | 27 | 0.1100 | 3.90 | 32.7% | -0.67 | 0.1442 | -0.009 | ||||
| 0.1700 | 0.8500 | 30.2% | 0.29 | 0.1251 | -0.009 | 27.5 | 2.01 | 2.44 | 2 | 28.4% | -0.73 | 0.1325 | -0.008 | |||
| 0 | 1.00 | 33.7% | 0.24 | 0.1115 | -0.008 | 28 | 0.6900 | 4.70 | 31.1% | -0.78 | 0.1195 | -0.007 | ||||
| 0 | 0.9500 | 36.4% | 0.19 | 0.0976 | -0.007 | 28.5 | 1.20 | 4.95 | 1 | 29.9% | -0.83 | 0.1062 | -0.006 | |||
| 0 | 0.9500 | 39.8% | 0.16 | 0.0842 | -0.007 | 29 | 1.66 | 5.60 | 35.3% | -0.87 | 0.0926 | -0.005 | ||||
| 0 | 0.9500 | 43.0% | 0.13 | 0.0719 | -0.006 | 29.5 | 2.14 | 6.05 | 36.8% | -0.90 | 0.0795 | -0.004 | ||||
| 0 | 0.9500 | 46.0% | 0.11 | 0.0612 | -0.005 | 30 | 2.57 | 6.55 | 38.0% | -0.93 | 0.0673 | -0.003 | ||||
| 0 | 0.9500 | 48.9% | 0.09 | 0.0522 | -0.005 | 30.5 | 3.05 | 7.05 | 40.1% | -0.94 | 0.0558 | -0.002 | ||||
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