KCCA · Expected Move
KraneShares California Carbon Allowance Strategy ETF · ETF
The expected move for KCCA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
KCCA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current KCCA Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
24.0%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to KCCA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
KCCA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.88 | $1.88 | 24.0% | 9% |
| 20261021 | $1.88 | $1.88 | 23.3% | 8% |
| 20261020 | $0.93 | $0.93 | 23.6% | 8% |
| 20261019 | $4.50 | $4.50 | 24.9% | 11% |
| 20261016 | $2.50 | $2.58 | 32.0% | 23% |
| 20261015 | $2.35 | $1.38 | 35.6% | 29% |
| 20261014 | $1.40 | $2.00 | 27.7% | 15% |
| 20261013 | $1.52 | $1.38 | 33.4% | 25% |
| 20261012 | $2.35 | $2.35 | 32.3% | 23% |
| 20261009 | $1.93 | $0.75 | 28.8% | 17% |
| 20261008 | $1.65 | $2.00 | 20.7% | 3% |
| 20261007 | $0.93 | $1.25 | 24.4% | 10% |
| 20261006 | $1.83 | $1.38 | 30.1% | 19% |
| 20261005 | $1.90 | $1.88 | 25.2% | 11% |
| 20261002 | $2.50 | $2.50 | 33.2% | 25% |
| 20261001 | $2.00 | $2.00 | 30.6% | 20% |
| 20260930 | $1.95 | $1.95 | 34.6% | 27% |
| 20260929 | $0.90 | $0.90 | 24.0% | 9% |
| 20260928 | $3.12 | $3.12 | 45.6% | 46% |
| 20260925 | $0.95 | $0.95 | 36.1% | 30% |
| 20260924 | $0.95 | $0.95 | 30.0% | 19% |
| 20260923 | $3.25 | $3.25 | 62.3% | 75% |
| 20260922 | $2.45 | $2.45 | — | — |
| 20260921 | $1.50 | $1.50 | 47.2% | 49% |
| 20260918 | $1.93 | $1.40 | 41.4% | 39% |
| 20260917 | $2.70 | $2.10 | 41.1% | 38% |
| 20260916 | $2.55 | $1.57 | 35.0% | 28% |
| 20260915 | $1.90 | $2.00 | 42.2% | 40% |
| 20260914 | $8.97 | $1.67 | — | — |
| 20260911 | $1.90 | $2.00 | 37.1% | 31% |
| 20260910 | $1.88 | $0.75 | 31.1% | 21% |
| 20260909 | $1.90 | $2.00 | 30.9% | 21% |
| 20260908 | $1.95 | $0.65 | 41.5% | 39% |
| 20260904 | $1.20 | $0.82 | 36.1% | 30% |
| 20260903 | $1.52 | $2.10 | 47.9% | 50% |
| 20260902 | $1.55 | $1.55 | 38.1% | 33% |
| 20260901 | $1.38 | $1.38 | 38.5% | 34% |
| 20260831 | $8.43 | $8.43 | 28.8% | 17% |
| 20260828 | $0.90 | $0.90 | 37.1% | 31% |
| 20260827 | $1.48 | $1.48 | 29.0% | 17% |
| 20260826 | $2.12 | $2.12 | 59.7% | 70% |
| 20260825 | $2.33 | $2.33 | 27.3% | 15% |
| 20260824 | $1.00 | $1.00 | 32.4% | 23% |
| 20260821 | $2.23 | $2.12 | 28.8% | 17% |
| 20260820 | $1.32 | $7.88 | 22.2% | 6% |
| 20260819 | $2.02 | $2.00 | 36.0% | 29% |
| 20260818 | $1.35 | $1.25 | — | — |
| 20260817 | $2.02 | $1.18 | 21.2% | 4% |
| 20260814 | $2.45 | $2.25 | 22.3% | 6% |
| 20260813 | $1.70 | $1.07 | 18.8% | 0% |
| 20260812 | $2.05 | $0.75 | 32.8% | 23% |
| 20260811 | $2.50 | $2.35 | 20.8% | 2% |
| 20260810 | $2.00 | $1.65 | 19.5% | 0% |
| 20260807 | — | — | 25.4% | 9% |
| 20260806 | $1.90 | $1.82 | 21.8% | 2% |
| 20260805 | $1.38 | $1.38 | 24.5% | 7% |
| 20260804 | $0.78 | $0.78 | 22.3% | 3% |
| 20260803 | $1.77 | $1.77 | 23.3% | 5% |
| 20260731 | $1.25 | $1.25 | 21.4% | 2% |
| 20260730 | $1.77 | $1.77 | 23.0% | 4% |
More on KCCA
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.