Implied Volatility (Calls) (120-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) had 120-Day Implied Volatility (Calls) of 0.2922 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2155
Historical Volatility (Parkinson)	0.2577
Implied Volatility (Calls)	0.2922
Implied Volatility (Puts)	0.3377
Implied Volatility (Mean)	0.3150
Put-Call Implied Volatility Ratio	1.1560
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000