Kraneshares Mount Lucas Managed Futures Index Strategy ETF (KMLM)'s 30-day implied volatility (IV30) was 16.7% at the close on October 19, 2026, down from 16.8% the day before, against a 52-week range of 4.6% to 21.1%. Its 20-day historical volatility was 15.4%.

Key numbers

30-day implied volatility (IV30): 16.7%
IV30 52-week range: 4.6% to 21.1% (median 14.9%)
Historical volatility: 20-day 15.4%, 1-year 13.4%
Implied move by the nearest expiration: ±1.1%

Data as of October 19, 2026.

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

Name: KMLM Implied Volatility
Creator: Market Chameleon