Historical Volatility (Parkinson) (120-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 MELI Daily ETF (KMLI) had 120-Day Historical Volatility (Parkinson) of 0.6568 for 2026-02-20.

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
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Figures for 2026-02-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7845
Historical Volatility (Parkinson)	0.6568
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--