KBA · Expected Move

KraneShares Bosera MSCI China A 50 Connect Index ETF · ETF

The expected move for KBA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

KBA straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current KBA Expected Move
30-Day Straddle
$4.50
7-Day Straddle
$3.78
30-Day ATM IV
65.6%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to KBA's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
KBA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261113 $4.50 $3.78 65.6% 84%
20261112 $3.90 $3.70 39.4% 31%
20261111 $20.00 $15.00 49.9% 52%
20261110 $2.50 $3.70 54.5% 62%
20261109 $10.00 $3.70 64.7% 82%
20261106 $3.90 $3.70 59.7% 72%
20261105 $19.25 $19.30 53.6% 60%
20261104 $3.75 $3.75 67.3% 88%
20261103 $6.85 $6.85 — —
20261102 $6.85 $6.85 58.3% 69%
20261030 $2.30 $2.30 56.5% 66%
20261029 $4.05 $4.05 61.8% 77%
20261028 $3.83 $3.83 60.6% 74%
20261027 $6.90 $6.90 56.5% 69%
20261026 $15.00 $15.00 47.7% 53%
20261023 $6.90 $6.90 62.5% 80%
20261022 $3.85 $3.85 60.7% 77%
20261021 $3.85 $3.85 64.0% 83%
20261020 $9.40 $9.40 61.8% 79%
20261019 $3.95 $3.95 60.6% 77%
20261016 $10.00 $10.00 61.6% 79%
20261015 $3.95 $3.55 57.2% 70%
20261014 $3.95 $3.60 56.3% 69%
20261013 $20.00 $3.60 55.7% 68%
20261012 $4.00 $2.83 54.9% 66%
20261009 $3.95 $8.50 52.6% 62%
20261008 $4.20 $3.83 56.9% 70%
20261007 $4.55 $3.75 49.7% 57%
20261006 $4.38 $3.02 73.2% 100%
20261005 $4.55 $2.97 50.0% 58%
20261002 $2.92 $2.92 53.3% 64%
20261001 $2.92 $2.92 41.2% 41%
20260930 $5.80 $5.80 72.9% 100%
20260929 $5.80 $5.80 54.7% 68%
20260928 $3.80 $3.80 54.8% 68%
20260925 $3.65 $3.65 49.0% 57%
20260924 $2.70 $2.70 47.0% 53%
20260923 $2.88 $2.88 38.1% 37%
20260922 $4.20 $4.20 57.2% 73%
20260921 $3.85 $3.85 31.3% 24%
20260918 $2.70 $3.55 25.7% 13%
20260917 $2.00 $2.05 29.2% 20%
20260916 $2.77 $3.60 47.6% 55%
20260915 $2.70 $3.65 30.1% 21%
20260914 $2.85 $3.65 25.6% 13%
20260911 $3.90 $5.70 50.5% 60%
20260910 $2.65 $4.70 48.5% 56%
20260909 $4.08 $5.65 55.3% 69%
20260908 $3.95 $2.17 56.0% 71%
20260904 $15.00 $2.12 57.6% 74%
20260903 $4.67 $3.78 38.5% 37%
20260902 $3.88 $3.88 71.5% 100%
20260901 $4.80 $4.80 53.7% 66%
20260831 $3.80 $3.80 53.5% 66%
20260828 $3.85 $3.85 54.5% 68%
20260827 $4.30 $4.30 62.6% 83%
20260826 $3.80 $3.80 35.2% 31%
20260825 $5.90 $5.90 36.0% 33%
20260824 $3.95 $3.95 35.7% 32%
20260821 $2.38 $1.25 32.4% 26%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.