KraneShares Mount Lucas Managed Futures KMLM 30.69 -0.13 -0.42%
KMLM Historical Options Analysis
Explore KMLM (KraneShares Mount Lucas Managed Futures) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
KMLM / Comparative study
3 signals / 507 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.57
3.73
Mean
14.24
Window
+809.8%
ATM IV
z -0.37
0.34
Mean
0.55
Window
+296.9%
IV Percentile
z -0.91
27.42
Mean
53.11
Window
+1613.8%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.88 | 0.72 |
| ATM IV | 0.88 | 1.00 | 0.75 |
| IV Percent... | 0.72 | 0.75 | 1.00 |
Source observations
Data inspector
1-50 of 507
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 30.69 | 3.73 | 0.34 | 27.42 |
| 2026-09-18 | 30.82 | 3.92 | 0.35 | 29.72 |
| 2026-09-17 | 30.83 | 26.15 | 1.49 | 93.17 |
| 2026-09-16 | 31.04 | 20.3 | 1.19 | 91.57 |
| 2026-09-15 | 31.11 | 17.25 | 1.02 | 85.14 |
| 2026-09-14 | 30.81 | 12.95 | 0.8 | 78.23 |
| 2026-09-11 | 31.01 | 7.41 | 0.51 | 58.63 |
| 2026-09-10 | 31.11 | 7.8 | 0.53 | 60.24 |
| 2026-09-09 | 30.47 | 4.9 | 0.38 | 38.15 |
| 2026-09-08 | 30.12 | 3.09 | 0.29 | 26.1 |
| 2026-09-07 | 30 | 4.31 | 0.35 | 32.26 |
| 2026-09-04 | 29.97 | 3.47 | 0.31 | 28.92 |
| 2026-09-03 | 30 | 4.63 | 0.37 | 33.73 |
| 2026-09-02 | 30.34 | 5.06 | 0.39 | 40.96 |
| 2026-09-01 | 30.44 | 5.11 | 0.39 | 41.53 |
| 2026-08-31 | 29.9 | 4.02 | 0.34 | 31.17 |
| 2026-08-28 | 29.64 | 3.41 | 0.31 | 29.84 |
| 2026-08-27 | 29.4 | 2.6 | 0.26 | 26.21 |
| 2026-08-26 | 29.12 | 2.35 | 0.25 | 23.79 |
| 2026-08-25 | 28.82 | 1.91 | 0.23 | 19.76 |
| 2026-08-24 | 29.1 | 2.57 | 0.26 | 25.91 |
| 2026-08-21 | 29.35 | 2.22 | 0.24 | 23.39 |
| 2026-08-20 | 29.24 | 2.12 | 0.24 | 23.39 |
| 2026-08-19 | 29.01 | 2.09 | 0.24 | 22.98 |
| 2026-08-18 | 29.36 | 2.18 | 0.23 | 21.77 |
| 2026-08-17 | 29.45 | 2.09 | 0.23 | 19.84 |
| 2026-08-14 | 29.14 | 10.22 | 0.64 | 70.16 |
| 2026-08-13 | 28.8 | 11.01 | 0.68 | 75.4 |
| 2026-08-12 | 28.9 | 9.99 | 0.63 | 69.76 |
| 2026-08-11 | 28.83 | 9.52 | 0.6 | 68.55 |
| 2026-08-10 | 28.8 | 9.03 | 0.58 | 65.18 |
| 2026-08-07 | 28.21 | 1.29 | 0.18 | 16.13 |
| 2026-08-06 | 28.61 | 8.04 | 0.53 | 61.29 |
| 2026-08-05 | 28.38 | 8.37 | 0.54 | 63.71 |
| 2026-08-04 | 28.35 | 8.15 | 0.53 | 62.9 |
| 2026-08-03 | 28.71 | 6.9 | 0.47 | 59.11 |
| 2026-07-31 | 29.31 | 4.57 | 0.35 | 36.69 |
| 2026-07-30 | 29.24 | 4.64 | 0.35 | 37.1 |
| 2026-07-29 | 29.55 | 3.56 | 0.29 | 33.87 |
| 2026-07-28 | 29.23 | 4.35 | 0.34 | 35.89 |
| 2026-07-27 | 29.34 | 3.91 | 0.31 | 35.22 |
| 2026-07-24 | 29.62 | 2.64 | 0.25 | 29.44 |
| 2026-07-23 | 29.86 | 2.15 | 0.22 | 25 |
| 2026-07-22 | 29.46 | 2.68 | 0.25 | 29.84 |
| 2026-07-21 | 29.44 | 2.37 | 0.23 | 29.03 |
| 2026-07-20 | 29.25 | 2.34 | 0.23 | 28.74 |
| 2026-07-17 | 28.98 | 2.14 | 0.22 | 25.81 |
| 2026-07-16 | 28.96 | 9.75 | 0.61 | 68.55 |
| 2026-07-15 | 28.83 | 6.66 | 0.45 | 57.26 |
| 2026-07-14 | 28.81 | 6.24 | 0.43 | 52.82 |