KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 09:39 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 ±9.2% (21.98–26.45) · ATM IV 27.7% · P/C open interest 0.15
| 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 | |
| 7.05 | 12.00 | 101 | 57.1% | 0.98 | 0.0072 | -0.001 | 15 | 0 | 0.2200 | 1 | 111 | 73.0% | -0.02 | 0.0072 | -0.002 | |
| 6.05 | 11.00 | 47.9% | 0.98 | 0.0095 | -0.001 | 16 | 0 | 5.00 | 182.3% | -0.02 | 0.0096 | -0.002 | ||||
| 4.95 | 9.95 | 1 | 0.97 | 0.0127 | -0.002 | 17 | 0 | 5.00 | 88 | 166.4% | -0.03 | 0.0128 | -0.003 | |||
| 4.05 | 9.00 | 28.1% | 0.97 | 0.0174 | -0.002 | 18 | 0 | 5.00 | 11 | 151.2% | -0.03 | 0.0175 | -0.003 | |||
| 3.30 | 8.15 | 5 | 48.9% | 0.96 | 0.0244 | -0.002 | 19 | 0 | 5.00 | 173 | 136.8% | -0.05 | 0.0247 | -0.003 | ||
| 2.26 | 7.20 | 3 | 63 | 41.2% | 0.94 | 0.0361 | -0.003 | 20 | 0 | 0.4500 | 1,406 | 43.0% | -0.06 | 0.0366 | -0.004 | |
| 1.21 | 6.15 | 11 | 43 | 30.4% | 0.90 | 0.0560 | -0.004 | 21 | 0 | 0.4800 | 1,327 | 28.8% | -0.10 | 0.0569 | -0.005 | |
| 0 | 3.55 | 325 | 0.83 | 0.0843 | -0.006 | 22 | 0.1100 | 0.3200 | 623 | 1,677 | 27.3% | -0.17 | 0.0861 | -0.006 | ||
| 1.95 | 5.05 | 8 | 1,152 | 66.8% | 0.73 | 0.1152 | -0.008 | 23 | 0 | 0.6100 | 2 | 11.7K | 22.7% | -0.27 | 0.1182 | -0.008 |
| 1.36 | 1.45 | 1,809 | 137.9K | 27.7% | 0.61 | 0.1385 | -0.009 | 24 | 0.2100 | 1.45 | 51 | 18.3K | 27.6% | -0.41 | 0.1436 | -0.009 |
| 0.8100 | 0.9500 | 174 | 25.4K | 27.1% | 0.46 | 0.1442 | -0.009 | 25 | 0.0500 | 2.55 | 6 | 14.9K | 26.3% | -0.55 | 0.1517 | -0.009 |
| 0.5500 | 0.6100 | 26 | 47.2K | 28.4% | 0.33 | 0.1303 | -0.008 | 26 | 0 | 5.00 | 150 | 6,992 | 39.6% | -0.69 | 0.1406 | -0.009 |
| 0.2600 | 0.4400 | 63 | 36.3K | 28.6% | 0.23 | 0.1063 | -0.007 | 27 | 0.3600 | 5.30 | 1 | 5,414 | 28.5% | -0.81 | 0.1193 | -0.008 |
| 0.2000 | 0.2500 | 17 | 33.8K | 29.8% | 0.15 | 0.0807 | -0.006 | 28 | 2.56 | 7.50 | 4,751 | 71.1% | -0.89 | 0.0953 | -0.006 | |
| 0.1100 | 0.4500 | 21 | 124.2K | 32.8% | 0.10 | 0.0583 | -0.004 | 29 | 2.16 | 7.10 | 16.1K | -0.96 | 0.0743 | -0.005 | ||
| 0 | 0.0900 | 24 | 38.2K | 29.7% | 0.07 | 0.0418 | -0.003 | 30 | 3.15 | 8.15 | 3,988 | -0.99 | 0.0352 | -0.004 | ||
| 0.0100 | 0.0600 | 2 | 19.7K | 29.9% | 0.05 | 0.0306 | -0.003 | 31 | 4.05 | 9.05 | 1,080 | -1.00 | 0.0000 | -0.004 | ||
| 0 | 1.53 | 50 | 13.8K | 70.7% | 0.04 | 0.0230 | -0.002 | 32 | 5.10 | 10.10 | -1.00 | 0.0000 | -0.004 | |||
| 0 | 2.75 | 6,197 | 95.0% | 0.03 | 0.0179 | -0.002 | 33 | 6.20 | 11.15 | 31 | 46.6% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 2.00 | 50 | 10.2K | 88.0% | 0.02 | 0.0142 | -0.002 | 34 | 7.35 | 12.30 | 5 | 62.6% | -1.00 | 0.0000 | -0.004 | |
| 0 | 0.0500 | 34 | 73.9K | 40.3% | 0.02 | 0.0116 | -0.002 | 35 | 8.20 | 13.15 | 53.6% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 1.00 | 4,235 | 77.5% | 0.02 | 0.0096 | -0.001 | 36 | 9.20 | 14.15 | 57.0% | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs