KGRN · Expected Move

KraneShares MSCI China Clean Technology Index ETF · ETF

The expected move for KGRN 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).

KGRN 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 KGRN Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$0.78
30-Day ATM IV
22.5%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to KGRN'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.
KGRN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.18 $0.78 22.5% 15%
20261008 $1.25 $1.02 23.6% 19%
20261007 $1.20 $0.85 24.1% 21%
20261006 $1.38 $0.72 23.8% 20%
20261005 $1.40 $0.80 24.5% 22%
20261002 $0.85 $0.85 23.8% 20%
20261001 $0.97 $0.97 25.3% 25%
20260930 $2.67 $2.67 25.2% 25%
20260929 $8.03 $8.03 29.4% 41%
20260928 $0.85 $0.85 25.5% 26%
20260925 $1.15 $1.15 23.0% 17%
20260924 $1.25 $1.25 25.5% 26%
20260923 $1.18 $1.18 24.1% 21%
20260922 $1.15 $1.15 25.4% 26%
20260921 $0.97 $0.97 23.4% 18%
20260918 $1.07 $2.38 22.5% 15%
20260917 $1.10 $0.93 18.7% 0%
20260916 $1.40 $1.00 37.7% 69%
20260915 $1.20 $0.80 25.0% 13%
20260914 $1.15 $0.60 22.1% 0%
20260911 $1.27 $0.80 24.3% 7%
20260910 $1.25 $0.82 24.8% 9%
20260909 $1.38 $1.07 25.4% 12%
20260908 $1.35 $1.00 24.3% 7%
20260904 $1.35 $0.85 23.3% 3%
20260903 $1.57 $1.15 26.1% 15%
20260902 $1.35 $1.35 26.4% 17%
20260901 $1.02 $1.02 28.6% 27%
20260831 $0.95 $0.95 24.7% 9%
20260828 $1.20 $1.20 27.0% 19%
20260827 $1.30 $1.30 26.5% 17%
20260826 $1.20 $1.20 25.1% 11%
20260825 $1.35 $1.35 27.0% 20%
20260824 $1.25 $1.25 25.6% 11%
20260821 $1.35 $2.88 25.5% 11%
20260820 $1.20 $0.80 23.3% 2%
20260819 $1.40 $0.75 25.7% 12%
20260818 $2.77 $1.95 24.0% 5%
20260817 $1.52 $0.75 26.6% 15%
20260814 $1.30 $0.78 22.7% 0%
20260813 $1.30 $0.95 23.1% 0%
20260812 $1.38 $0.75 23.2% 0%
20260811 $1.50 $0.85 24.4% 4%
20260810 $1.45 $0.90 30.2% 28%
20260807 — — 23.5% 0%
20260806 $2.27 $1.43 38.9% 64%
20260805 $1.48 $1.48 27.3% 16%
20260804 $1.55 $1.55 29.9% 26%
20260803 $1.27 $1.27 30.0% 27%
20260731 $1.60 $1.60 29.9% 26%
20260730 $1.58 $1.58 31.4% 32%
20260729 $1.35 $1.35 28.5% 20%
20260728 $1.55 $1.55 30.3% 28%
20260727 $1.55 $1.55 30.6% 29%
20260724 $1.75 $1.75 30.8% 30%
20260723 $1.68 $1.68 28.8% 22%
20260722 $1.88 $1.88 28.2% 19%
20260721 $1.75 $1.75 28.6% 21%
20260720 $1.98 $1.98 33.3% 40%
20260716 $1.93 $1.00 30.3% 28%

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.