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KCCA - Kraneshares California Carbon Allowance Strategy ETF
Implied Volatility Analysis

Implied Volatility:
156.9%

Kraneshares California Carbon Allowance Strategy ETF has an Implied Volatility (IV) of 156.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for KCCA is 33 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for KCCA is -0.17 standard deviations away from its 1 year mean.

Market Cap$257.98M
Implied Volatility (IV) 30d
156.92
Implied Volatility Rank (IVR) 1y
33.27
Implied Volatility Percentile (IVP) 1y
45.28
Historical Volatility (HV) 30d
22.57
IV / HV
6.95
Open Interest
173.00

Data was calculated after the 10/4/2022 closing.

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