KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 12:39 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 ±26.2% (17.87–30.57) · ATM IV 28.8% · P/C open interest 0.31
| 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 | |
| 9.70 | 19.70 | 1 | 523 | 109.8% | 0.95 | 0.0126 | -0.000 | 15 | 0 | 0.3600 | 5 | 818 | 31.8% | -0.07 | 0.0132 | -0.001 |
| 4.35 | 14.35 | 12 | 22.4% | 0.93 | 0.0157 | -0.001 | 16 | 0 | 1.60 | 10 | 43.6% | -0.09 | 0.0164 | -0.002 | ||
| 4.05 | 14.05 | 72 | 37.9% | 0.90 | 0.0190 | -0.001 | 17 | 0.2000 | 1.70 | 1 | 42.0% | -0.11 | 0.0201 | -0.002 | ||
| 7.50 | 17.50 | 248 | 94.8% | 0.88 | 0.0227 | -0.001 | 18 | 0 | 1.80 | 1,010 | 32.6% | -0.14 | 0.0241 | -0.002 | ||
| 5.70 | 15.70 | 10 | 343 | 76.9% | 0.85 | 0.0265 | -0.002 | 19 | 0.0300 | 1.30 | 5 | 29.5% | -0.17 | 0.0285 | -0.003 | |
| 6.00 | 6.80 | 2 | 1,606 | 29.5% | 0.82 | 0.0304 | -0.002 | 20 | 1.20 | 2.00 | 6,472 | 38.6% | -0.20 | 0.0330 | -0.003 | |
| 3.50 | 3.90 | 26 | 3,518 | 30.7% | 0.62 | 0.0452 | -0.003 | 25 | 1.70 | 3.60 | 4,604 | 26.8% | -0.43 | 0.0538 | -0.004 | |
| 2.00 | 2.49 | 28 | 7,985 | 31.4% | 0.41 | 0.0458 | -0.003 | 30 | 0.6000 | 8.95 | 1,313 | -0.69 | 0.0588 | -0.004 | ||
| 1.65 | 2.90 | 395 | 35.9% | 0.38 | 0.0444 | -0.003 | 31 | 2.40 | 12.40 | 1,059 | 33.3% | -0.73 | 0.0567 | -0.004 | ||
| 0 | 2.70 | 1,571 | 29.0% | 0.35 | 0.0429 | -0.003 | 32 | 2.35 | 12.30 | 54 | -0.77 | 0.0542 | -0.004 | |||
| 0 | 10.00 | 912 | 64.7% | 0.32 | 0.0411 | -0.003 | 33 | 3.00 | 12.95 | 2,271 | -0.81 | 0.0514 | -0.003 | |||
| 0.8000 | 10.75 | 1,285 | 74.8% | 0.29 | 0.0392 | -0.003 | 34 | 4.90 | 14.90 | 39 | 32.8% | -0.85 | 0.0513 | -0.003 | ||
| 1.00 | 5.00 | 3,332 | 35.9% | 0.26 | 0.0373 | -0.003 | 35 | 6.85 | 16.85 | 1,325 | 47.3% | -0.88 | 0.0503 | -0.003 | ||
| 0 | 1.99 | 629 | 32.1% | 0.24 | 0.0353 | -0.003 | 36 | 6.30 | 16.30 | 2,132 | -0.91 | 0.0546 | -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