Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) had 10-Day Put-Call Implied Volatility Ratio of 1.2836 for 2026-03-05.

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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0987
Historical Volatility (Parkinson)	0.0639
Implied Volatility (Calls)	0.2727
Implied Volatility (Puts)	0.3500
Implied Volatility (Mean)	0.3113
Put-Call Implied Volatility Ratio	1.2836
Implied Volatility Skew	0.0438
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2647