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Seasonal patterns for Kraneshares Mount Lucas Managed Futures Index Strategy ETF (KMLM): implied volatility, historical volatility and option volume averaged for each day of the year, going back to 2014.

For the latest figures, see KMLM implied volatility.

KMLM Seasonal Volatility by Day of Year

The following chart shows how implied volatility (IV30) trended by calendar period to detect seasonal patterns during the year.

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