KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 06:41 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 ±31.4% (17.62–33.77) · ATM IV 34.0% · P/C open interest 0.35
| 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 | |
| 10.90 | 12.65 | 443 | 36.4% | 0.94 | 0.0105 | 0.000 | 15 | 0.2500 | 0.8500 | 788 | 42.8% | -0.06 | 0.0109 | -0.001 | ||
| 10.10 | 11.80 | 26 | 36.1% | 0.92 | 0.0128 | -0.000 | 16 | 0 | 1.60 | 44.0% | -0.08 | 0.0133 | -0.002 | |||
| 8.00 | 12.50 | 37.8% | 0.90 | 0.0154 | -0.001 | 17 | 0.1200 | 1.70 | 42.0% | -0.10 | 0.0160 | -0.002 | ||||
| 7.00 | 12.00 | 37.5% | 0.88 | 0.0182 | -0.001 | 18 | 0.0900 | 1.80 | 38.8% | -0.12 | 0.0190 | -0.002 | ||||
| 6.00 | 11.00 | 67 | 33.1% | 0.86 | 0.0211 | -0.001 | 19 | 0 | 1.42 | 5 | 31.5% | -0.15 | 0.0222 | -0.002 | ||
| 7.75 | 10.00 | 5 | 1,218 | 46.5% | 0.83 | 0.0240 | -0.002 | 20 | 0.9400 | 1.66 | 4,341 | 36.2% | -0.18 | 0.0255 | -0.003 | |
| 4.40 | 5.75 | 7 | 2,751 | 34.6% | 0.66 | 0.0366 | -0.003 | 25 | 2.70 | 3.30 | 4 | 3,033 | 33.5% | -0.36 | 0.0411 | -0.004 |
| 2.71 | 3.80 | 67 | 6,873 | 35.5% | 0.48 | 0.0402 | -0.004 | 30 | 5.45 | 6.20 | 200 | 1,475 | 32.2% | -0.57 | 0.0478 | -0.004 |
| 2.55 | 3.10 | 388 | 34.4% | 0.44 | 0.0398 | -0.004 | 31 | 4.00 | 9.00 | 1,059 | 32.0% | -0.61 | 0.0477 | -0.004 | ||
| 2.26 | 3.35 | 54 | 1,496 | 36.5% | 0.41 | 0.0391 | -0.004 | 32 | 6.85 | 9.05 | 54 | 38.5% | -0.65 | 0.0475 | -0.004 | |
| 1.75 | 2.48 | 913 | 32.7% | 0.38 | 0.0382 | -0.004 | 33 | 6.55 | 9.55 | 2,270 | 32.3% | -0.69 | 0.0472 | -0.004 | ||
| 1.75 | 2.14 | 1,278 | 33.1% | 0.36 | 0.0371 | -0.003 | 34 | 7.60 | 9.30 | 10 | 27.4% | -0.72 | 0.0468 | -0.004 | ||
| 1.68 | 1.80 | 8 | 3,196 | 33.0% | 0.33 | 0.0359 | -0.003 | 35 | 9.20 | 11.25 | 1,325 | 38.2% | -0.76 | 0.0466 | -0.004 | |
| 1.26 | 1.92 | 1 | 621 | 33.3% | 0.31 | 0.0346 | -0.003 | 36 | 9.20 | 11.10 | 2,102 | -0.79 | 0.0469 | -0.003 | ||
| 0.0900 | 1.95 | 273 | 29.1% | 0.28 | 0.0333 | -0.003 | 37 | 9.00 | 14.00 | 4,968 | 33.5% | -0.82 | 0.0471 | -0.003 | ||
| 0.3000 | 3.30 | 931 | 38.4% | 0.26 | 0.0319 | -0.003 | 38 | 10.00 | 15.00 | 231 | 35.1% | -0.85 | 0.0468 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs