Historical Volatility (Close-to-Close) (180-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) had 180-Day Historical Volatility (Close-to-Close) of 0.1020 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1020
Historical Volatility (Parkinson)	0.0727
Implied Volatility (Calls)	0.1181
Implied Volatility (Puts)	0.1258
Implied Volatility (Mean)	0.1219
Put-Call Implied Volatility Ratio	1.0652
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--