Implied Volatility (Mean) (120-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) had 120-Day Implied Volatility (Mean) of 0.2359 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3358
Historical Volatility (Parkinson)	0.1563
Implied Volatility (Calls)	0.2279
Implied Volatility (Puts)	0.2439
Implied Volatility (Mean)	0.2359
Put-Call Implied Volatility Ratio	1.0705
Implied Volatility Skew	0.0027
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--