Kraneshares Mount Lucas Managed Futures Index Strategy ETF (KMLM)'s 30-day implied volatility (IV30) was 17.0% at the close on November 6, 2026, against a 52-week range of 4.6% to 21.1%. Its 20-day historical volatility was 17.2%.

Key numbers

30-day implied volatility (IV30): 17.0%
IV30 52-week range: 4.6% to 21.1% (median 15.0%)
Historical volatility: 20-day 17.2%, 1-year 13.9%
Implied move by the nearest expiration: ±1.1%

Data as of November 6, 2026.

KMLM Implied Volatility (IV) vs Historical Volatility (HV)

Name: KMLM Implied Volatility
Creator: Market Chameleon