Trading a KWEB straddle lets you take a pure volatility position on KraneShares CSI China Internet ETF without committing to a direction. KraneShares CSI China Internet ETF's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate KWEB straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on KWEB profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when KraneShares CSI China Internet ETF stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the KWEB straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The fund will invest at least 80% of its net assets in instruments in its underlying index or in instruments that have economic characteristics similar to those in the underlying index. The index is designed to measure the equity market performance of investable publicly traded "China-based companies" whose primary business or businesses are in the Internet and Internet-related sectors, and are listed outside of Mainland China, as determined by the index provider. The fund is non-diversified.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the KWEB straddle is the cleanest expression of that view. Our scanner prices every KWEB straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a KWEB straddle into a catalyst or short a KWEB straddle to harvest decay, the options straddle setups that matter are all in one place.
