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 ±15.7% (20.48–28.09) · ATM IV 24.8% · P/C open interest 0.68
| 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 | |
| 7.40 | 12.35 | 34.2% | 0.98 | 0.0103 | 0.000 | 15 | 0 | 0.1500 | 37.2% | -0.04 | 0.0106 | -0.001 | ||||
| 6.50 | 11.50 | 37.8% | 0.96 | 0.0138 | 0.000 | 16 | 0 | 5.00 | 7 | 99.2% | -0.05 | 0.0142 | -0.002 | |||
| 5.60 | 10.55 | 35.8% | 0.95 | 0.0184 | -0.000 | 17 | 0 | 5.00 | 15 | 90.7% | -0.06 | 0.0190 | -0.002 | |||
| 4.55 | 9.50 | 27.8% | 0.92 | 0.0242 | -0.001 | 18 | 0 | 0.4000 | 2 | 31.7% | -0.09 | 0.0251 | -0.002 | |||
| 4.10 | 9.05 | 1 | 39.9% | 0.89 | 0.0311 | -0.002 | 19 | 0 | 5.00 | 1,026 | 75.0% | -0.12 | 0.0326 | -0.003 | ||
| 3.05 | 7.95 | 20 | 2 | 32.6% | 0.86 | 0.0390 | -0.002 | 20 | 0 | 5.00 | 109 | 67.7% | -0.16 | 0.0410 | -0.003 | |
| 2.36 | 7.30 | 33.8% | 0.81 | 0.0472 | -0.003 | 21 | 0 | 1.05 | 30 | 27.3% | -0.21 | 0.0502 | -0.004 | |||
| 1.56 | 6.50 | 31.5% | 0.76 | 0.0552 | -0.004 | 22 | 0.3000 | 4.95 | 39 | 56.2% | -0.27 | 0.0593 | -0.004 | |||
| 0.9600 | 5.90 | 31.7% | 0.69 | 0.0624 | -0.004 | 23 | 0 | 1.90 | 42 | 24.3% | -0.33 | 0.0678 | -0.005 | |||
| 0.3600 | 5.30 | 1 | 14 | 30.9% | 0.63 | 0.0678 | -0.004 | 24 | 0 | 1.95 | 39 | 18.8% | -0.41 | 0.0746 | -0.005 | |
| 0 | 5.00 | 10 | 875 | 32.2% | 0.56 | 0.0711 | -0.005 | 25 | 0 | 5.00 | 36 | 32.2% | -0.48 | 0.0790 | -0.005 | |
| 0 | 5.00 | 46 | 37.8% | 0.49 | 0.0719 | -0.005 | 26 | 0.1100 | 5.05 | 47 | 25.7% | -0.56 | 0.0805 | -0.005 | ||
| 0 | 5.00 | 7 | 45 | 42.7% | 0.43 | 0.0704 | -0.005 | 27 | 1.11 | 6.05 | 30 | 30.5% | -0.63 | 0.0790 | -0.005 | |
| 0 | 5.00 | 153 | 47.0% | 0.37 | 0.0672 | -0.005 | 28 | 1.86 | 6.80 | 30.8% | -0.70 | 0.0748 | -0.005 | |||
| 0 | 5.00 | 82 | 51.0% | 0.32 | 0.0627 | -0.004 | 29 | 2.76 | 7.65 | 32.5% | -0.75 | 0.0692 | -0.004 | |||
| 0 | 2.90 | 457 | 40.5% | 0.27 | 0.0576 | -0.004 | 30 | 3.45 | 8.40 | 1 | 30.6% | -0.81 | 0.0642 | -0.004 | ||
| 0 | 5.00 | 68 | 58.0% | 0.23 | 0.0522 | -0.004 | 31 | 4.40 | 9.35 | 32.5% | -0.85 | 0.0606 | -0.003 | |||
| 0 | 5.00 | 1 | 95 | 61.2% | 0.20 | 0.0468 | -0.004 | 32 | 5.25 | 10.25 | 31.9% | -0.89 | 0.0610 | -0.003 | ||
| 0 | 5.00 | 74 | 64.1% | 0.17 | 0.0418 | -0.003 | 33 | 6.55 | 11.50 | 41.4% | -0.93 | 0.0657 | -0.003 | |||
| 0 | 5.00 | 79 | 67.0% | 0.14 | 0.0371 | -0.003 | 34 | 7.15 | 12.15 | -0.97 | 0.0540 | -0.004 | ||||
| 0 | 5.00 | 108 | 69.6% | 0.12 | 0.0329 | -0.003 | 35 | 8.20 | 13.15 | 35.9% | -0.99 | 0.0228 | -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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs