Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) had 20-Day Implied Volatility (Mean) of 0.2150 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0701
Historical Volatility (Parkinson)	0.0575
Implied Volatility (Calls)	0.2147
Implied Volatility (Puts)	0.2153
Implied Volatility (Mean)	0.2150
Put-Call Implied Volatility Ratio	1.0025
Implied Volatility Skew	0.0528
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--