KWEB option chain KraneShares CSI China Internet ETF
Cboe delayed options data · as of 00:40 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 ±11.2% (21.59–27.05) · ATM IV 44.6% · P/C open interest 0.34
| 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 | |
| 7.10 | 12.05 | 5,222 | 104.0% | 0.99 | 0.0044 | -0.001 | 15 | 0 | 0.7400 | 7 | 1,078 | 128.9% | -0.01 | 0.0044 | -0.002 | |
| 6.05 | 11.00 | 1 | 83.5% | 0.99 | 0.0061 | -0.001 | 16 | 0 | 5.00 | 1,004 | 248.4% | -0.01 | 0.0061 | -0.002 | ||
| 5.00 | 9.95 | 61.2% | 0.99 | 0.0085 | -0.001 | 17 | 0 | 0.3200 | 3 | 84.1% | -0.01 | 0.0085 | -0.002 | |||
| 3.90 | 8.90 | 7 | 0.98 | 0.0121 | -0.002 | 18 | 0 | 5.00 | 1 | 205.7% | -0.02 | 0.0122 | -0.003 | |||
| 3.20 | 8.15 | 70.7% | 0.98 | 0.0178 | -0.002 | 19 | 0 | 1.05 | 2,431 | 90.1% | -0.02 | 0.0179 | -0.003 | |||
| 2.46 | 7.40 | 2,545 | 74.4% | 0.97 | 0.0277 | -0.003 | 20 | 0 | 5.00 | 124 | 3,226 | 167.0% | -0.04 | 0.0280 | -0.003 | |
| 1.81 | 6.75 | 59.3% | 0.96 | 0.0358 | -0.003 | 20.5 | 0 | 0.4300 | 49.8% | -0.04 | 0.0362 | -0.004 | ||||
| 0.3100 | 5.25 | 4 | 0.94 | 0.0476 | -0.004 | 21 | 0 | 0.2500 | 214 | 1,724 | 40.1% | -0.06 | 0.0482 | -0.004 | ||
| 0.0600 | 5.00 | 0.92 | 0.0644 | -0.005 | 21.5 | 0 | 4.25 | 124.4% | -0.08 | 0.0652 | -0.005 | |||||
| 0.2100 | 5.15 | 433 | 36.5% | 0.89 | 0.0865 | -0.006 | 22 | 0.0600 | 0.1400 | 24 | 9,355 | 28.8% | -0.12 | 0.0877 | -0.007 | |
| 0 | 4.95 | 45.6% | 0.84 | 0.1128 | -0.008 | 22.5 | 0 | 1.27 | 3 | 49.4% | -0.17 | 0.1146 | -0.009 | |||
| 0 | 5.00 | 548 | 57.6% | 0.78 | 0.1409 | -0.010 | 23 | 0.2100 | 1.76 | 324 | 6,853 | 56.5% | -0.23 | 0.1434 | -0.010 | |
| 0 | 4.90 | 68.2% | 0.70 | 0.1673 | -0.011 | 23.5 | 0 | 0.8100 | 270 | 26.9% | -0.31 | 0.1708 | -0.012 | |||
| 0.9700 | 1.49 | 141 | 1,560 | 34.1% | 0.61 | 0.1878 | -0.012 | 24 | 0.6100 | 0.6500 | 1,164 | 15.3K | 29.3% | -0.40 | 0.1925 | -0.013 |
| 0 | 2.59 | 43.6% | 0.51 | 0.1981 | -0.013 | 24.5 | 0 | 2.88 | 45.7% | -0.50 | 0.2045 | -0.013 | ||||
| 0.5200 | 0.6100 | 162 | 16.6K | 27.4% | 0.42 | 0.1953 | -0.012 | 25 | 0.6400 | 4.60 | 22 | 12.4K | 78.7% | -0.60 | 0.2035 | -0.013 |
| 0 | 0.4500 | 4 | 20.5% | 0.32 | 0.1804 | -0.011 | 25.5 | 0 | 4.90 | 1 | 64.0% | -0.70 | 0.1905 | -0.012 | ||
| 0.2500 | 0.2900 | 763 | 20.3K | 27.4% | 0.24 | 0.1572 | -0.010 | 26 | 0.2600 | 4.45 | 6 | 5,189 | 47.0% | -0.78 | 0.1693 | -0.010 |
| 0 | 0.2100 | 12 | 23.1% | 0.18 | 0.1303 | -0.008 | 26.5 | 0 | 5.00 | 37.9% | -0.85 | 0.1444 | -0.009 | |||
| 0.1000 | 0.1500 | 175 | 36.8K | 28.1% | 0.13 | 0.1035 | -0.006 | 27 | 1.50 | 3.20 | 2 | 7,633 | -0.91 | 0.1193 | -0.007 | |
| 0 | 0.1000 | 27 | 25.3% | 0.09 | 0.0800 | -0.005 | 27.5 | 0.9600 | 5.90 | 45.9% | -0.95 | 0.0987 | -0.006 | |||
| 0 | 0.0800 | 50 | 20.1K | 27.0% | 0.07 | 0.0615 | -0.004 | 28 | 3.45 | 8.30 | 4 | 5,901 | 125.6% | -0.98 | 0.0696 | -0.005 |
| 0 | 5.00 | 134.2% | 0.05 | 0.0477 | -0.004 | 28.5 | 2.01 | 6.95 | 56.5% | -0.99 | 0.0392 | -0.004 | ||||
| 0.0300 | 0.1300 | 34 | 15.3K | 37.4% | 0.04 | 0.0375 | -0.003 | 29 | 2.41 | 7.35 | 533 | 54.7% | -1.00 | 0.0127 | -0.004 | |
| 0 | 0.8400 | 61.7% | 0.03 | 0.0300 | -0.003 | 29.5 | 2.86 | 7.80 | 55.1% | -1.00 | 0.0002 | -0.004 | ||||
| 0 | 0.0300 | 1 | 25.8K | 33.6% | 0.03 | 0.0244 | -0.002 | 30 | 3.45 | 8.40 | 3 | 64.4% | -1.00 | 0.0000 | -0.004 | |
| 0 | 0.2900 | 49.4% | 0.02 | 0.0202 | -0.002 | 30.5 | 4.15 | 9.10 | 78.7% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.1800 | 2 | 10.8K | 49.5% | 0.02 | 0.0169 | -0.002 | 31 | 4.35 | 9.30 | 64.3% | -1.00 | 0.0000 | -0.004 | ||
| 0.0100 | 0.1600 | 25 | 26.4K | 53.9% | 0.01 | 0.0122 | -0.002 | 32 | 5.45 | 10.40 | 77.3% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.3000 | 7,522 | 65.9% | 0.01 | 0.0091 | -0.001 | 33 | 6.20 | 11.15 | 58.5% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.8500 | 1 | 4,164 | 89.8% | 0.01 | 0.0071 | -0.001 | 34 | 7.90 | 12.85 | 114.2% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.2000 | 13.4K | 69.6% | 0.01 | 0.0056 | -0.001 | 35 | 8.40 | 13.35 | 1 | 90.5% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0500 | 3,825 | 59.3% | 0.01 | 0.0045 | -0.001 | 36 | 9.45 | 14.40 | 99.3% | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs