Historical Volatility (Parkinson) (20-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

KraneShares 2x Long JD Daily ETF (KJD) had 20-Day Historical Volatility (Parkinson) of 0.1956 for 2025-12-15.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2773
Historical Volatility (Parkinson)	0.1956
Implied Volatility (Calls)	0.8180
Implied Volatility (Puts)	0.7862
Implied Volatility (Mean)	0.8021
Put-Call Implied Volatility Ratio	0.9611
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--