KraneShares CSI China Internet ETF (KWEB) Options History
Historical options analytics archive for KWEB with monthly max pain, implied volatility, gamma exposure, and put/call data.
140 months of complete options data available.
KWEB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KWEB. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 12 | 31.9% | 47.1% | $26.00 | $8.0M | $444.9M | 0.90 |
| 2026-05 | 17 | 32.6% | 40.5% | $29.00 | $17.3M | $578.6M | 0.29 |
| 2026-04 | 17 | 33.4% | 24.7% | $30.00 | $48.5M | $213.3M | 0.31 |
| 2026-03 | 21 | 36.9% | 22.7% | $30.00 | $12.6M | $555.4M | 0.55 |
| 2026-02 | 19 | 31.1% | 13.3% | $35.00 | $2.6M | $804.3M | 0.69 |
| 2026-01 | 20 | 30.0% | 11.3% | $36.00 | $78.1M | -$650.8M | 0.37 |
This archive aggregates KWEB's daily end-of-day options snapshots into monthly summaries, spanning 2014-11 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how KWEB option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 31.9%, a month-end max-pain strike around $26.00, an average put/call ratio of 0.90.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Frequently asked KWEB history questions
- How much options history is available for KWEB?
- This archive holds 140 months of KWEB options analytics, spanning 2014-11 through 2026-06. Each entry is a monthly rollup of KWEB's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the KWEB archive.
- What data does each monthly KWEB aggregate contain?
- Every monthly row summarizes that month of KWEB option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 31.9%, an average IV rank of 47.1%, a month-end max-pain strike around $26.00, an average put/call ratio of 0.90.
- How is the KWEB options-history archive built and how often does it update?
- The archive is derived from KWEB's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how KWEB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.