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 ±11.5% (21.50–27.07) · ATM IV 63.1% · P/C open interest 0.94
| 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 | |
| 6.80 | 11.75 | 0.99 | 0.0052 | -0.003 | 15 | 0 | 5.00 | 361.0% | -0.01 | 0.0052 | -0.004 | |||||
| 5.95 | 10.90 | 93.4% | 0.99 | 0.0070 | -0.003 | 16 | 0 | 1.15 | 179.2% | -0.01 | 0.0070 | -0.004 | ||||
| 4.80 | 9.75 | 0.98 | 0.0095 | -0.004 | 17 | 0 | 5.00 | 300.8% | -0.02 | 0.0096 | -0.005 | |||||
| 4.20 | 9.15 | 112.0% | 0.98 | 0.0133 | -0.004 | 18 | 0 | 1.88 | 168.4% | -0.02 | 0.0133 | -0.005 | ||||
| 2.96 | 7.90 | 58.5% | 0.97 | 0.0191 | -0.005 | 19 | 0 | 5.00 | 246.8% | -0.03 | 0.0192 | -0.005 | ||||
| 1.96 | 6.90 | 47.4% | 0.96 | 0.0286 | -0.005 | 20 | 0 | 0.7000 | 1 | 88.3% | -0.04 | 0.0287 | -0.006 | |||
| 2.16 | 7.10 | 107.8% | 0.96 | 0.0357 | -0.006 | 20.5 | 0 | 5.00 | 209.0% | -0.04 | 0.0359 | -0.006 | ||||
| 1.15 | 6.05 | 59.9% | 0.95 | 0.0456 | -0.006 | 21 | 0 | 5.00 | 1 | 196.8% | -0.05 | 0.0459 | -0.007 | |||
| 1.36 | 6.30 | 101.6% | 0.94 | 0.0598 | -0.007 | 21.5 | 0 | 5.00 | 1 | 184.7% | -0.06 | 0.0602 | -0.007 | |||
| 0 | 5.00 | 30.3% | 0.92 | 0.0813 | -0.007 | 22 | 0 | 5.00 | 16 | 172.6% | -0.08 | 0.0820 | -0.008 | |||
| 0 | 5.00 | 61.4% | 0.88 | 0.1143 | -0.009 | 22.5 | 0 | 1.07 | 6 | 2,579 | 59.3% | -0.12 | 0.1155 | -0.009 | ||
| 0 | 5.00 | 78.7% | 0.83 | 0.1602 | -0.011 | 23 | 0.0500 | 0.5000 | 2 | 238 | 37.4% | -0.18 | 0.1622 | -0.011 | ||
| 0 | 2.64 | 2 | 280 | 31.4% | 0.74 | 0.2130 | -0.014 | 23.5 | 0.1100 | 0.4300 | 5 | 2,882 | 29.2% | -0.26 | 0.2161 | -0.014 |
| 0 | 2.48 | 71 | 160 | 42.9% | 0.62 | 0.2581 | -0.015 | 24 | 0.3200 | 5.00 | 11 | 113 | 133.8% | -0.38 | 0.2628 | -0.016 |
| 0 | 0.5700 | 28 | 117 | 15.0% | 0.49 | 0.2771 | -0.016 | 24.5 | 0 | 5.00 | 1 | 12 | 111.2% | -0.52 | 0.2838 | -0.016 |
| 0 | 0.3600 | 11 | 381 | 19.7% | 0.36 | 0.2597 | -0.015 | 25 | 0 | 2.19 | 21 | 580 | 32.2% | -0.66 | 0.2680 | -0.015 |
| 0 | 0.2000 | 29 | 3,122 | 20.3% | 0.24 | 0.2158 | -0.013 | 25.5 | 0 | 3.35 | 1 | 80 | 44.3% | -0.77 | 0.2255 | -0.013 |
| 0 | 0.1200 | 3 | 912 | 22.2% | 0.16 | 0.1631 | -0.010 | 26 | 0 | 5.00 | 123 | 68.2% | -0.86 | 0.1747 | -0.010 | |
| 0.0500 | 0.3100 | 8 | 457 | 37.4% | 0.10 | 0.1158 | -0.007 | 26.5 | 0 | 5.00 | 35 | 48.4% | -0.92 | 0.1263 | -0.008 | |
| 0.0400 | 0.1600 | 1 | 1,601 | 35.8% | 0.07 | 0.0816 | -0.006 | 27 | 0 | 5.00 | -0.96 | 0.0948 | -0.006 | |||
| 0 | 0.2700 | 60 | 31.9% | 0.05 | 0.0591 | -0.005 | 27.5 | 1.01 | 5.95 | 2 | 62.0% | -0.98 | 0.0671 | -0.005 | ||
| 0 | 0.0500 | 10 | 33.5% | 0.04 | 0.0444 | -0.004 | 28 | 1.21 | 6.15 | 39.7% | -0.99 | 0.0422 | -0.004 | |||
| 0 | 5.00 | 10 | 179.8% | 0.03 | 0.0343 | -0.003 | 28.5 | 1.76 | 6.70 | 51.2% | -0.99 | 0.0244 | -0.004 | |||
| 0 | 5.00 | 186.2% | 0.02 | 0.0273 | -0.003 | 29 | 2.31 | 7.25 | 61.0% | -1.00 | 0.0137 | -0.004 | ||||
| 0 | 5.00 | 192.4% | 0.02 | 0.0222 | -0.003 | 29.5 | 2.76 | 7.70 | 59.3% | -1.00 | 0.0075 | -0.004 | ||||
| 0 | 0.5300 | 75.1% | 0.02 | 0.0183 | -0.003 | 30 | 3.15 | 8.15 | 2 | -1.00 | 0.0041 | -0.004 | ||||
| 0 | 5.00 | 204.1% | 0.01 | 0.0154 | -0.002 | 30.5 | 3.85 | 8.80 | 4 | 78.1% | -1.00 | 0.0017 | -0.004 | |||
| 0 | 5.00 | 209.7% | 0.01 | 0.0131 | -0.002 | 31 | 5.25 | 9.05 | 7 | 89.2% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 2.71 | 164.8% | 0.01 | 0.0098 | -0.002 | 32 | 5.30 | 10.25 | 2 | 84.0% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 5.00 | 230.3% | 0.01 | 0.0076 | -0.002 | 33 | 6.75 | 11.70 | 1 | 130.8% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 5.00 | 239.8% | 0.01 | 0.0061 | -0.002 | 34 | 7.30 | 12.25 | 97.6% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 1.79 | 161.9% | 0.01 | 0.0050 | -0.001 | 35 | 7.50 | 12.45 | 4 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs