Historical Volatility (Parkinson) (60-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 Mount Lucas Managed Futures Index Strategy ETF (KMLM) had 60-Day Historical Volatility (Parkinson) of 0.0593 for 2026-01-16.

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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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0779
Historical Volatility (Parkinson)	0.0593
Implied Volatility (Calls)	0.1960
Implied Volatility (Puts)	0.2014
Implied Volatility (Mean)	0.1987
Put-Call Implied Volatility Ratio	1.0276
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--