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KMLM - KFA Mount Lucas Index Strategy ETF
Implied Volatility Analysis

Implied Volatility:
63.1%

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.

Market Cap$253.51M
Dividend Yield4.79% ($1.84)
Implied Volatility (IV) 30d
63.14
Implied Volatility Rank (IVR) 1y
13.29
Implied Volatility Percentile (IVP) 1y
13.33
Historical Volatility (HV) 30d
22.53
IV / HV
2.80
Open Interest
4.00

Data was calculated after the 9/30/2022 closing.

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