KLIP · Expected Move
KraneShares KWEB Covered Call Strategy ETF · ETF
The expected move for KLIP 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).
KLIP straddle price & implied vol
60 sessionsBars: 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 KLIP Expected Move
30-Day Straddle
$1.65
7-Day Straddle
$1.02
30-Day ATM IV
24.2%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to KLIP'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.
KLIP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.65 | $1.02 | 24.2% | 11% |
| 20261008 | $1.73 | $1.18 | 25.5% | 13% |
| 20261007 | $1.70 | $1.18 | 22.4% | 9% |
| 20261006 | $1.72 | $1.10 | 22.8% | 10% |
| 20261005 | $1.70 | $1.10 | 21.8% | 8% |
| 20261002 | $1.20 | $1.20 | 28.1% | 17% |
| 20261001 | $1.12 | $1.12 | 20.5% | 7% |
| 20260930 | $1.20 | $1.20 | 18.1% | 3% |
| 20260929 | $1.18 | $1.18 | 19.1% | 5% |
| 20260928 | $1.40 | $1.40 | 21.7% | 8% |
| 20260925 | $1.40 | $1.40 | 21.2% | 7% |
| 20260924 | $1.70 | $1.70 | 24.8% | 12% |
| 20260923 | $1.75 | $1.75 | 28.3% | 17% |
| 20260922 | $1.65 | $1.65 | 34.5% | 25% |
| 20260921 | $1.88 | $1.88 | 29.9% | 19% |
| 20260918 | $1.98 | $3.38 | 32.8% | 23% |
| 20260917 | $1.88 | $1.38 | 16.1% | 1% |
| 20260916 | $1.80 | $1.32 | 15.8% | 0% |
| 20260915 | $1.85 | $1.35 | 15.5% | 0% |
| 20260914 | $1.83 | $1.45 | 15.8% | 0% |
| 20260911 | $1.95 | $1.48 | 65.9% | 61% |
| 20260910 | $1.90 | $1.43 | 66.3% | 62% |
| 20260909 | $1.95 | $1.48 | 58.0% | 49% |
| 20260908 | $1.95 | $1.40 | 45.9% | 31% |
| 20260904 | $2.02 | $1.30 | 41.1% | 23% |
| 20260903 | $1.95 | $1.20 | 41.8% | 24% |
| 20260902 | $1.50 | $1.50 | 38.4% | 19% |
| 20260901 | $1.50 | $1.50 | 35.2% | 14% |
| 20260831 | $1.45 | $1.45 | 50.4% | 37% |
| 20260828 | $1.60 | $1.60 | 33.5% | 12% |
| 20260827 | $1.85 | $1.85 | 38.1% | 19% |
| 20260826 | $1.88 | $1.88 | 34.7% | 13% |
| 20260825 | $1.85 | $1.85 | 47.3% | 33% |
| 20260824 | $1.93 | $1.93 | 26.6% | 1% |
| 20260821 | $1.88 | $3.52 | 28.0% | 3% |
| 20260820 | $1.88 | $1.65 | 25.9% | 0% |
| 20260819 | $2.17 | $1.43 | 41.8% | 22% |
| 20260818 | $2.25 | $1.50 | 31.2% | 6% |
| 20260817 | $2.30 | $1.55 | 32.6% | 8% |
| 20260814 | $2.42 | $1.55 | 49.2% | 34% |
| 20260813 | $2.35 | $2.12 | 50.7% | 36% |
| 20260812 | $2.42 | $1.43 | 58.9% | 49% |
| 20260811 | $3.35 | $1.80 | 64.6% | 58% |
| 20260810 | $3.55 | $1.85 | 67.1% | 62% |
| 20260806 | $3.65 | $1.95 | 71.4% | 69% |
| 20260805 | $1.95 | $1.95 | 73.5% | 72% |
| 20260804 | $1.95 | $1.95 | 75.7% | 75% |
| 20260803 | $1.95 | $1.95 | 75.7% | 75% |
| 20260731 | $1.95 | $1.95 | 79.0% | 80% |
| 20260730 | $2.00 | $2.00 | 80.2% | 82% |
| 20260729 | $2.15 | $2.15 | 81.2% | 84% |
| 20260728 | $2.25 | $2.25 | 82.5% | 86% |
| 20260727 | $2.25 | $2.25 | 84.3% | 89% |
| 20260724 | $2.35 | $2.35 | 89.3% | 97% |
| 20260723 | $2.35 | $2.35 | 87.7% | 94% |
| 20260722 | $2.35 | $2.35 | 91.5% | 100% |
| 20260721 | $2.35 | $2.35 | 89.8% | 99% |
| 20260720 | $2.35 | $2.35 | 88.5% | 97% |
| 20260716 | $3.60 | $2.67 | 80.7% | 84% |
| 20260715 | $3.70 | $2.72 | 82.8% | 88% |
More on KLIP
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.