Implied Volatility (Mean) (90-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 90-Day Implied Volatility (Mean) of 0.1481 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0797
Historical Volatility (Parkinson)	0.0640
Implied Volatility (Calls)	0.1403
Implied Volatility (Puts)	0.1560
Implied Volatility (Mean)	0.1481
Put-Call Implied Volatility Ratio	1.1119
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0526