KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 06:39 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 ±4.8% (23.12–25.43) · ATM IV 32.9% · P/C open interest 0.50
| 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 | |
| 6.95 | 11.90 | 1 | 147.2% | 1.00 | 0.0031 | -0.002 | 15 | 0 | 5.00 | 461.7% | -0.01 | 0.0031 | -0.003 | |||
| 6.00 | 10.95 | 146.6% | 0.99 | 0.0043 | -0.002 | 16 | 0 | 0.5600 | 185.3% | -0.01 | 0.0043 | -0.003 | ||||
| 4.90 | 9.85 | 0.99 | 0.0061 | -0.003 | 17 | 0 | 0.4600 | 155.6% | -0.01 | 0.0062 | -0.004 | |||||
| 3.45 | 8.40 | 1 | 0.99 | 0.0090 | -0.003 | 18 | 0 | 0.5900 | 145.7% | -0.01 | 0.0090 | -0.004 | ||||
| 2.90 | 7.85 | 1 | 0.98 | 0.0136 | -0.004 | 19 | 0 | 2.26 | 209.1% | -0.02 | 0.0137 | -0.005 | ||||
| 2.11 | 7.05 | 94.6% | 0.98 | 0.0216 | -0.005 | 20 | 0 | 5.00 | 282.9% | -0.02 | 0.0217 | -0.005 | ||||
| 1.56 | 6.50 | 78.9% | 0.97 | 0.0279 | -0.005 | 20.5 | 0 | 1.81 | 545 | 149.9% | -0.03 | 0.0280 | -0.006 | |||
| 1.06 | 6.00 | 4 | 70.4% | 0.97 | 0.0368 | -0.006 | 21 | 0 | 5.00 | 54 | 251.3% | -0.03 | 0.0370 | -0.006 | ||
| 0.3600 | 5.30 | 5 | 0.96 | 0.0499 | -0.007 | 21.5 | 0 | 5.00 | 33 | 235.8% | -0.04 | 0.0502 | -0.007 | |||
| 0.2100 | 5.15 | 20 | 68.7% | 0.94 | 0.0700 | -0.008 | 22 | 0 | 0.0600 | 636 | 36.0% | -0.06 | 0.0706 | -0.008 | ||
| 0 | 5.00 | 80.0% | 0.92 | 0.1035 | -0.009 | 22.5 | 0 | 5.00 | 66 | 204.9% | -0.08 | 0.1046 | -0.009 | |||
| 0 | 5.00 | 79 | 101.8% | 0.88 | 0.1621 | -0.011 | 23 | 0.0100 | 0.4800 | 196 | 574 | 44.3% | -0.12 | 0.1642 | -0.012 | |
| 0 | 5.00 | 16 | 119.4% | 0.79 | 0.2492 | -0.015 | 23.5 | 0.0700 | 0.1800 | 324 | 267 | 25.9% | -0.22 | 0.2528 | -0.016 | |
| 0 | 4.70 | 2 | 81 | 125.7% | 0.65 | 0.3339 | -0.019 | 24 | 0.0500 | 0.3300 | 179 | 1,334 | 20.7% | -0.36 | 0.3391 | -0.019 |
| 0 | 0.4300 | 7 | 1,495 | 15.8% | 0.47 | 0.3639 | -0.020 | 24.5 | 0.4000 | 1.48 | 2 | 1,322 | 50.1% | -0.54 | 0.3699 | -0.020 |
| 0.0400 | 0.4000 | 62 | 2,834 | 27.1% | 0.30 | 0.3159 | -0.018 | 25 | 0 | 1.88 | 1 | 543 | 33.6% | -0.71 | 0.3229 | -0.018 |
| 0 | 0.1100 | 386 | 564 | 21.8% | 0.17 | 0.2281 | -0.013 | 25.5 | 0 | 5.00 | 77 | 106.5% | -0.84 | 0.2370 | -0.013 | |
| 0.0100 | 0.1000 | 26 | 1,681 | 28.2% | 0.09 | 0.1434 | -0.008 | 26 | 0 | 5.00 | 89 | 86.2% | -0.93 | 0.1539 | -0.009 | |
| 0 | 1.46 | 4 | 861 | 87.0% | 0.05 | 0.0861 | -0.005 | 26.5 | 0 | 5.00 | 60.7% | -0.97 | 0.0964 | -0.006 | ||
| 0 | 0.0500 | 27 | 406 | 33.8% | 0.03 | 0.0538 | -0.004 | 27 | 0.0600 | 5.00 | 3 | -0.99 | 0.0497 | -0.004 | ||
| 0 | 0.3000 | 594 | 54.7% | 0.02 | 0.0355 | -0.003 | 27.5 | 1.46 | 6.40 | 111.2% | -1.00 | 0.0211 | -0.004 | |||
| 0 | 0.0100 | 2,332 | 34.1% | 0.01 | 0.0245 | -0.002 | 28 | 1.41 | 6.35 | 6 | 4 | 75.5% | -1.00 | 0.0071 | -0.003 | |
| 0 | 0.2500 | 43 | 66.6% | 0.01 | 0.0176 | -0.002 | 28.5 | 2.06 | 7.00 | 6 | 95.7% | -1.00 | 0.0026 | -0.003 | ||
| 0 | 5.00 | 7 | 239.0% | 0.01 | 0.0132 | -0.002 | 29 | 2.36 | 7.30 | 2 | 82.1% | -1.00 | 0.0007 | -0.003 | ||
| 0 | 0.0200 | 10 | 49.1% | 0.01 | 0.0101 | -0.001 | 29.5 | 2.95 | 6.25 | 2 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 1.90 | 33 | 157.4% | 0.01 | 0.0079 | -0.001 | 30 | 3.55 | 7.35 | 3 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 5.00 | 261.9% | 0.00 | 0.0063 | -0.001 | 30.5 | 3.80 | 8.75 | 3 | 90.5% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 5.00 | 11 | 269.0% | 0.00 | 0.0052 | -0.001 | 31 | 4.00 | 8.95 | 1 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 5.00 | 282.6% | 0.00 | 0.0036 | -0.001 | 32 | 5.65 | 10.60 | 3 | 145.7% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 1.91 | 194.1% | 0.00 | 0.0026 | -0.001 | 33 | 6.65 | 11.60 | 3 | 156.1% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.4900 | 136.2% | 0.00 | 0.0020 | -0.001 | 34 | 7.45 | 12.40 | 5 | 147.0% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.6500 | 155.2% | 0.00 | 0.0015 | -0.000 | 35 | 8.25 | 13.15 | 1 | 101.8% | -1.00 | 0.0000 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs