  With a day-side temperature in excess of 4500K, comparable to a mid-K-type
star, KELT-9b is the hottest planet known. Its extreme temperature makes
KELT-9b a particularly interesting test bed for investigating the nature and
diversity of gas giant planets. We observed the transit of KELT-9b at high
spectral resolution (R$\sim$94,600) with the CARMENES instrument on the Calar
Alto 3.5-m telescope. Using these data, we detect for the first time ionized
calcium (CaII triplet) absorption in the atmosphere of KELT-9b; this is the
second time that CaII has been observed in a hot Jupiter. Our observations also
reveal prominent H$\alpha$ absorption, confirming the presence of an extended
hydrogen envelope around KELT-9b. We compare our detections with an atmospheric
model and find that all four lines form between atmospheric temperatures of
6100 K and 8000 K and that the CaII lines form at pressures between 10 and 50
nbar while the H$\alpha$ line forms at a lower pressure ($\sim$6 nbar), higher
up in the atmosphere. The altitude that the core of H$\alpha$ line forms is
found to be $\sim$1.4 R$_{p}$, well within the planetary Roche lobe ($\sim$1.9
R$_{p}$). Therefore, rather than probing the escaping upper atmosphere
directly, the H$\alpha$ line and the other observed Balmer and metal lines
serve as atmospheric thermometers enabling us to probe the planet's temperature
profile, thus energy budget.
