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 ±13.9% (20.91–27.64) · ATM IV 66.0% · P/C open interest 5.97
| 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 | 79.8% | 0.99 | 0.0056 | -0.002 | 15 | 0 | 5.00 | 306.9% | -0.01 | 0.0056 | -0.003 | ||||
| 5.95 | 10.90 | 67.5% | 0.99 | 0.0076 | -0.002 | 16 | 0 | 5.00 | 280.5% | -0.01 | 0.0076 | -0.004 | ||||
| 5.55 | 10.50 | 138.5% | 0.98 | 0.0103 | -0.003 | 17 | 0 | 0.7400 | 118.2% | -0.02 | 0.0103 | -0.004 | ||||
| 4.15 | 9.10 | 87.7% | 0.98 | 0.0142 | -0.003 | 18 | 0 | 5.00 | 232.3% | -0.02 | 0.0143 | -0.004 | ||||
| 3.05 | 7.95 | 59.5% | 0.97 | 0.0203 | -0.004 | 19 | 0 | 5.00 | 209.9% | -0.03 | 0.0204 | -0.004 | ||||
| 2.31 | 7.25 | 0.97 | 0.0246 | -0.004 | 19.5 | 0 | 5.00 | 199.1% | -0.04 | 0.0247 | -0.005 | |||||
| 2.71 | 7.65 | 101.0% | 0.96 | 0.0301 | -0.004 | 20 | 0 | 3.05 | 140.0% | -0.04 | 0.0303 | -0.005 | ||||
| 1.71 | 6.65 | 61.4% | 0.95 | 0.0375 | -0.004 | 20.5 | 0 | 5.00 | 177.9% | -0.05 | 0.0378 | -0.005 | ||||
| 1.11 | 6.05 | 47.2% | 0.94 | 0.0479 | -0.005 | 21 | 0 | 5.00 | 99 | 167.5% | -0.06 | 0.0483 | -0.005 | |||
| 0.4100 | 5.35 | 3 | 0.93 | 0.0630 | -0.006 | 21.5 | 0 | 5.00 | 157.2% | -0.07 | 0.0636 | -0.006 | ||||
| 0.0600 | 5.00 | 31.8% | 0.90 | 0.0850 | -0.007 | 22 | 0.0100 | 0.2200 | 110 | 30.9% | -0.10 | 0.0859 | -0.007 | |||
| 0 | 5.00 | 1 | 51.1% | 0.86 | 0.1151 | -0.008 | 22.5 | 0 | 5.00 | 1 | 33 | 136.7% | -0.14 | 0.1165 | -0.009 | |
| 0 | 5.00 | 66.0% | 0.80 | 0.1513 | -0.010 | 23 | 0 | 1.66 | 8 | 491 | 56.7% | -0.21 | 0.1536 | -0.011 | ||
| 0 | 5.00 | 77.9% | 0.72 | 0.1886 | -0.012 | 23.5 | 0 | 0.4500 | 3 | 39 | 23.0% | -0.29 | 0.1919 | -0.012 | ||
| 0 | 4.75 | 2 | 60 | 83.2% | 0.62 | 0.2189 | -0.013 | 24 | 0 | 0.9900 | 1,720 | 27.3% | -0.39 | 0.2237 | -0.014 | |
| 0.1000 | 1.57 | 31 | 89 | 33.8% | 0.50 | 0.2329 | -0.014 | 24.5 | 0.0600 | 5.00 | 15 | 98.1% | -0.51 | 0.2395 | -0.014 | |
| 0 | 0.6800 | 1 | 20 | 18.1% | 0.39 | 0.2251 | -0.013 | 25 | 0 | 4.90 | 56 | 83.7% | -0.63 | 0.2338 | -0.013 | |
| 0 | 0.9900 | 7 | 35.7% | 0.29 | 0.1990 | -0.012 | 25.5 | 0 | 5.00 | 5 | 71.8% | -0.73 | 0.2092 | -0.012 | ||
| 0 | 0.2000 | 63 | 69 | 21.6% | 0.20 | 0.1634 | -0.010 | 26 | 0 | 5.00 | 58.6% | -0.82 | 0.1753 | -0.010 | ||
| 0 | 0.1400 | 26 | 69 | 23.6% | 0.14 | 0.1268 | -0.008 | 26.5 | 0 | 5.00 | 42.0% | -0.89 | 0.1407 | -0.008 | ||
| 0 | 0.1200 | 4 | 42 | 26.5% | 0.10 | 0.0956 | -0.006 | 27 | 0.0600 | 5.00 | -0.93 | 0.1082 | -0.007 | |||
| 0 | 4.20 | 38 | 126.7% | 0.07 | 0.0724 | -0.005 | 27.5 | 0.1600 | 5.10 | -0.96 | 0.0898 | -0.005 | ||||
| 0 | 5.00 | 1 | 146.5% | 0.06 | 0.0558 | -0.004 | 28 | 1.16 | 6.10 | 8 | 1 | -0.98 | 0.0659 | -0.005 | ||
| 0 | 0.1000 | 35.5% | 0.05 | 0.0441 | -0.004 | 28.5 | 2.11 | 7.05 | 68.4% | -0.99 | 0.0429 | -0.004 | ||||
| 0 | 0.7500 | 32 | 63.3% | 0.04 | 0.0356 | -0.004 | 29 | 2.51 | 7.45 | 67.0% | -0.99 | 0.0282 | -0.004 | |||
| 0 | 3.60 | 136.3% | 0.03 | 0.0293 | -0.003 | 29.5 | 2.76 | 7.70 | 6 | 1 | 52.0% | -1.00 | 0.0142 | -0.005 | ||
| 0 | 1.26 | 86.1% | 0.03 | 0.0245 | -0.003 | 30 | 3.50 | 8.15 | 3 | 1 | 57.5% | -1.00 | 0.0066 | -0.005 | ||
| 0 | 5.00 | 177.6% | 0.02 | 0.0178 | -0.003 | 31 | 4.30 | 9.25 | 66.7% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.9900 | 93.4% | 0.02 | 0.0136 | -0.002 | 32 | 5.30 | 10.30 | 75.5% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 5.00 | 195.1% | 0.01 | 0.0106 | -0.002 | 33 | 6.50 | 11.45 | 1 | 96.2% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 5.00 | 203.2% | 0.01 | 0.0086 | -0.002 | 34 | 7.65 | 12.60 | 2 | 113.0% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.9300 | 112.8% | 0.01 | 0.0071 | -0.002 | 35 | 8.45 | 13.40 | 104.8% | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs