KFA Mount Lucas Index Strategy ETF has an Implied Volatility (IV) of 63.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for KMLM is 13 and the Implied Volatility Percentile (IVP) is 13. The current Implied Volatility Index for KMLM is -1.09 standard deviations away from its 1 year mean.
|Dividend Yield||4.79% ($1.84)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
Data was calculated after the 9/30/2022 closing.