KWEB option chain KraneShares CSI China Internet ETF

Expiration Cboe delayed options data · as of 18:41 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 ±14.6% (21.70–29.14) · ATM IV 30.2% · P/C open interest 0.65

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
9.00	12.65		131	60.4%	0.99	0.0055	0.000	15	0.0200	0.0500	157	28.7K	43.0%	-0.02	0.0063	-0.001
9.10	10.00		37		0.98	0.0075	0.000	16	0	0.1300		3	42.4%	-0.02	0.0085	-0.001
8.50	8.80	6	4		0.97	0.0105	0.000	17	0.0200	0.1500		13	39.6%	-0.03	0.0117	-0.002
7.35	8.05		10	29.4%	0.96	0.0152	0.000	18	0.0500	0.1900		174	37.4%	-0.04	0.0165	-0.002
6.40	7.10		1	29.7%	0.94	0.0218	-0.001	19	0.1000	0.2400		10.1K	35.5%	-0.06	0.0233	-0.002
5.75	6.15		1,234	35.2%	0.92	0.0308	-0.002	20	0.1800	0.3200	1	9,734	34.0%	-0.09	0.0323	-0.003
4.60	5.35		85	30.5%	0.88	0.0420	-0.003	21	0.3000	0.4300		4,302	32.6%	-0.13	0.0433	-0.004
3.95	4.50		67	31.9%	0.83	0.0543	-0.004	22	0.5000	0.6100	250	6,164	32.1%	-0.19	0.0555	-0.005
3.30	3.50	1	153	29.7%	0.76	0.0666	-0.005	23	0.7100	0.8000	250	2,832	30.5%	-0.25	0.0675	-0.005
2.53	2.91	1	652	29.3%	0.69	0.0773	-0.006	24	1.04	1.18	1,504	50.2K	30.6%	-0.33	0.0779	-0.006
2.05	2.27	136	7,416	29.5%	0.60	0.0846	-0.006	25	1.47	1.65	2	14.7K	30.9%	-0.41	0.0851	-0.006
1.62	1.84	51	3,534	30.3%	0.52	0.0874	-0.006	26	1.95	2.14	1	7,591	30.4%	-0.50	0.0881	-0.006
1.30	1.45	1	5,235	30.5%	0.43	0.0857	-0.006	27	2.53	2.89		10.2K	31.4%	-0.58	0.0871	-0.006
0.9200	1.07	95	2,915	30.0%	0.36	0.0805	-0.006	28	3.25	3.80		5,174	33.9%	-0.66	0.0833	-0.006
0.6600	0.8400		2,345	30.1%	0.29	0.0732	-0.006	29	4.00	4.40		10.7K	32.9%	-0.73	0.0781	-0.005
0.5700	0.6100	176	22.2K	30.9%	0.24	0.0648	-0.005	30	4.75	5.35	1	15.2K	34.2%	-0.79	0.0724	-0.005
0.3600	0.5200	20	10.5K	31.1%	0.19	0.0562	-0.005	31	5.50	6.20		4,026	33.5%	-0.84	0.0669	-0.004
0.3000	0.3800	14	4,966	31.6%	0.15	0.0480	-0.004	32	6.40	7.10		882	34.2%	-0.89	0.0605	-0.004
0.2100	0.3300	3	16.6K	32.4%	0.12	0.0406	-0.004	33	7.35	8.05		3,083	35.7%	-0.93	0.0519	-0.003
0.1400	0.2700		3,930	32.7%	0.10	0.0342	-0.003	34	8.30	9.00		1,690	36.5%	-0.96	0.0536	-0.002
0.1400	0.2300		28.7K	34.3%	0.08	0.0289	-0.003	35	9.25	10.00		42.8K	38.0%	-0.98	0.0390	-0.003
0.1000	0.1600	100	6,860	33.9%	0.07	0.0246	-0.003	36	10.30	11.20		10.8K	46.0%	-0.99	0.0128	-0.005
0.0400	0.1800		1,935	34.9%	0.06	0.0211	-0.002	37	11.05	12.35		536	46.7%	-1.00	0.0000	-0.006
0.0300	0.1600		7,572	35.9%	0.05	0.0182	-0.002	38	10.50	14.70		3,000	43.7%	-1.00	0.0000	-0.006

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 — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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KWEB option chain KraneShares CSI China Internet ETF

Volatility smile — Jan 15, 2027

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