Historical Volatility (Parkinson) (30-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 Hedgeye Hedged Equity Index ETF (KSPY) had 30-Day Historical Volatility (Parkinson) of 0.0495 for 2025-05-30.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0591
Historical Volatility (Parkinson)	0.0495
Implied Volatility (Calls)	0.2944
Implied Volatility (Puts)	0.3044
Implied Volatility (Mean)	0.2994
Put-Call Implied Volatility Ratio	1.0340
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--