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 ±14.2% (20.84–27.73) · ATM IV 52.5% · P/C open interest 0.93
| 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 | |
| 6.90 | 11.90 | 0.99 | 0.0057 | -0.001 | 15 | 0 | 5.00 | 246.8% | -0.01 | 0.0057 | -0.002 | |||||
| 6.00 | 10.95 | 60.8% | 0.99 | 0.0077 | -0.002 | 16 | 0 | 5.00 | 225.6% | -0.02 | 0.0077 | -0.002 | ||||
| 5.00 | 9.95 | 51.0% | 0.98 | 0.0105 | -0.002 | 17 | 0 | 5.00 | 205.7% | -0.02 | 0.0105 | -0.003 | ||||
| 3.95 | 8.90 | 0.98 | 0.0145 | -0.002 | 18 | 0 | 5.00 | 186.9% | -0.02 | 0.0146 | -0.003 | |||||
| 3.05 | 7.95 | 40.9% | 0.97 | 0.0208 | -0.003 | 19 | 0 | 5.00 | 169.0% | -0.03 | 0.0210 | -0.003 | ||||
| 2.56 | 7.50 | 41.9% | 0.96 | 0.0254 | -0.003 | 19.5 | 0 | 0.4000 | 55.8% | -0.04 | 0.0256 | -0.003 | ||||
| 2.11 | 7.05 | 43.4% | 0.96 | 0.0316 | -0.003 | 20 | 0 | 5.00 | 151.8% | -0.05 | 0.0319 | -0.004 | ||||
| 2.31 | 7.25 | 77.8% | 0.94 | 0.0402 | -0.004 | 20.5 | 0 | 1.21 | 67.1% | -0.06 | 0.0406 | -0.004 | ||||
| 1.51 | 6.45 | 58.0% | 0.93 | 0.0521 | -0.004 | 21 | 0 | 5.00 | 135.0% | -0.07 | 0.0527 | -0.005 | ||||
| 0.7100 | 5.65 | 37.1% | 0.90 | 0.0678 | -0.005 | 21.5 | 0 | 5.00 | 126.7% | -0.10 | 0.0687 | -0.006 | ||||
| 0.1600 | 5.10 | 29.4% | 0.87 | 0.0874 | -0.006 | 22 | 0 | 0.5200 | 1 | 1 | 34.1% | -0.14 | 0.0887 | -0.007 | ||
| 0 | 5.00 | 39.6% | 0.82 | 0.1102 | -0.008 | 22.5 | 0.0600 | 0.3600 | 1 | 47 | 28.2% | -0.18 | 0.1120 | -0.008 | ||
| 0 | 4.05 | 36.6% | 0.76 | 0.1344 | -0.009 | 23 | 0 | 0.4000 | 8 | 47 | 22.9% | -0.24 | 0.1370 | -0.009 | ||
| 0 | 5.00 | 61.6% | 0.69 | 0.1574 | -0.010 | 23.5 | 0.0500 | 5.00 | 5 | 96.4% | -0.32 | 0.1610 | -0.010 | |||
| 0 | 1.52 | 5 | 5 | 14.0% | 0.61 | 0.1748 | -0.011 | 24 | 0 | 1.61 | 52 | 31.6% | -0.40 | 0.1797 | -0.011 | |
| 0.5800 | 2.31 | 1 | 1,368 | 44.0% | 0.52 | 0.1827 | -0.011 | 24.5 | 0 | 4.00 | 1 | 2,210 | 61.0% | -0.49 | 0.1890 | -0.011 |
| 0 | 3.40 | 1,066 | 59.0% | 0.43 | 0.1793 | -0.011 | 25 | 0 | 3.90 | 194 | 50.6% | -0.59 | 0.1872 | -0.011 | ||
| 0 | 5.00 | 90.5% | 0.35 | 0.1666 | -0.011 | 25.5 | 0 | 1.98 | -0.67 | 0.1759 | -0.011 | |||||
| 0 | 0.4300 | 6 | 51 | 22.4% | 0.28 | 0.1483 | -0.010 | 26 | 0.5200 | 4.45 | 1 | 49.1% | -0.75 | 0.1587 | -0.010 | |
| 0.0300 | 1.19 | 2 | 32 | 40.8% | 0.22 | 0.1278 | -0.009 | 26.5 | 0 | 5.00 | 34.8% | -0.81 | 0.1392 | -0.009 | ||
| 0 | 1.72 | 28 | 208 | 54.3% | 0.17 | 0.1074 | -0.007 | 27 | 0.4100 | 5.35 | 36.0% | -0.86 | 0.1197 | -0.008 | ||
| 0 | 5.00 | 1 | 112.2% | 0.13 | 0.0888 | -0.006 | 27.5 | 1.46 | 6.40 | 61.7% | -0.90 | 0.1019 | -0.007 | |||
| 0 | 1.17 | 2 | 34 | 52.5% | 0.10 | 0.0730 | -0.006 | 28 | 1.61 | 6.55 | 1 | 52.4% | -0.93 | 0.0859 | -0.006 | |
| 0 | 2.78 | 86.8% | 0.08 | 0.0602 | -0.005 | 28.5 | 1.76 | 6.70 | 37.9% | -0.96 | 0.0759 | -0.006 | ||||
| 0 | 5.00 | 125.9% | 0.07 | 0.0501 | -0.004 | 29 | 2.31 | 7.25 | 44.5% | -0.97 | 0.0621 | -0.005 | ||||
| 0 | 0.8200 | 55.3% | 0.06 | 0.0421 | -0.004 | 29.5 | 2.81 | 7.75 | 47.5% | -0.98 | 0.0449 | -0.005 | ||||
| 0 | 5.00 | 134.2% | 0.05 | 0.0357 | -0.004 | 30 | 3.20 | 8.20 | 43.6% | -0.99 | 0.0317 | -0.004 | ||||
| 0 | 1.21 | 73.9% | 0.04 | 0.0266 | -0.003 | 31 | 4.20 | 9.15 | 45.2% | -1.00 | 0.0128 | -0.003 | ||||
| 0 | 1.01 | 75.1% | 0.03 | 0.0205 | -0.003 | 32 | 5.25 | 10.20 | 56.4% | -1.00 | 0.0032 | -0.003 | ||||
| 0 | 5.00 | 156.0% | 0.02 | 0.0163 | -0.003 | 33 | 6.15 | 11.10 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 5.00 | 162.5% | 0.02 | 0.0132 | -0.002 | 34 | 7.15 | 12.10 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 5.00 | 168.6% | 0.02 | 0.0110 | -0.002 | 35 | 8.25 | 13.20 | 1 | 70.2% | -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 — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs