Implied Volatility (Puts) (20-Day)

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

KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) had 20-Day Implied Volatility (Puts) of 0.4743 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3388
Historical Volatility (Parkinson)	0.2070
Implied Volatility (Calls)	0.4711
Implied Volatility (Puts)	0.4743
Implied Volatility (Mean)	0.4727
Put-Call Implied Volatility Ratio	1.0067
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.9071