Using KeyCDN as your Content Delivery Network (CDN)
To use KeyCDN as your CDN for SSL click tracking, create a pull zone pointing to SendGrid, configure SSL and a CNAME record, then ask SendGrid support to enable SSL click and open tracking.
This section is maintained by KeyCDN. If you have any questions about KeyCDN, contact their support team.
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Create a pull zone and point the origin URL to https://sendgrid.net.

Enable SSL and HTTP/2 (custom SSL or Let's Encrypt).

Enable the option "Forward Host Header."

Create a CNAME record in your DNS settings pointing the alias you want to use for your email branded link domain (e.g. email.domain.com) to the Zone URL provided within your KeyCDN dashboard (e.g. sendgrid-1c6b.kxcdn.com). Then, add that alias as a Zonealias.

Finally, contact SendGrid support, and they'll validate the CDN settings and enable SSL click and open tracking.