Implied Volatility (Mean) (30-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 CSI China Internet ETF (KWEB) had 30-Day Implied Volatility (Mean) of 0.3265 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3086
Historical Volatility (Parkinson)	0.1456
Implied Volatility (Calls)	0.3427
Implied Volatility (Puts)	0.3104
Implied Volatility (Mean)	0.3265
Put-Call Implied Volatility Ratio	0.9058
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5617
Put-Call Ratio (Open Interest)	1.5078