Implied Volatility (Mean) (20-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 20-Day Implied Volatility (Mean) of 0.2987 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2039
Historical Volatility (Parkinson)	0.0761
Implied Volatility (Calls)	0.2958
Implied Volatility (Puts)	0.3015
Implied Volatility (Mean)	0.2987
Put-Call Implied Volatility Ratio	1.0193
Implied Volatility Skew	-0.1251
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--