Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.3174 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2067
Historical Volatility (Parkinson)	0.0686
Implied Volatility (Calls)	0.3032
Implied Volatility (Puts)	0.3315
Implied Volatility (Mean)	0.3174
Put-Call Implied Volatility Ratio	1.0932
Implied Volatility Skew	0.0159
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--