KCCA · IV Rank History

KraneShares California Carbon Allowance Strategy ETF · ETF

IV rank shows where KCCA's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

KCCA's 30-day at-the-money implied volatility was 24.0% as of Oct 22, 2026. Its 52-week IV rank is 8 and its IV percentile is 10%: IV was lower on 10% of the past year's sessions. Over those 52 weeks it ranged from 18.8% (Aug 13, 2026) to 83.7% (Dec 5, 2025). On the 90-session window our screeners use, the IV rank is 9.

KCCA IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

KCCA IV rank and implied volatility as of 2026-10-22

52-Week IV Rank
8
0 = year low, 100 = year high
IV Percentile
10%
of past-year sessions had lower IV
90-Session IV Rank
9
used by our screeners
30-Day ATM IV
24.0%
1-year average 37.7%
52-Week IV High
83.7%
2025-12-05
52-Week IV Low
18.8%
2026-08-13
History Since
2023-05-02
817 sessions

How these are measured. Implied volatility here is KCCA's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means KCCA options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

KCCA implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 28.1% 35.6% 20.7% 16
Sep 2026 39.0% 62.3% 24.0% 35
Aug 2026 27.7% 59.7% 18.8% 14
Jul 2026 26.5% 38.0% 20.5% 7
Jun 2026 42.2% 77.0% 29.2% 36
May 2026 33.2% 42.8% 27.0% 26
Apr 2026 40.1% 55.7% 25.4% 31
Mar 2026 47.2% 64.3% 31.1% 42
Feb 2026 46.0% 63.4% 37.9% 37
Jan 2026 36.9% 60.6% 24.9% 17
Dec 2025 38.4% 83.7% 21.4% 18
Nov 2025 38.1% 59.9% 23.6% 17
Oct 2025 43.3% 79.5% 22.9% 23
Sep 2025 54.6% 111.7% 30.0% 38
Aug 2025 34.1% 43.8% 23.1% 17
Jul 2025 33.0% 45.0% 24.9% 15
Jun 2025 37.8% 57.0% 22.4% 16
May 2025 39.9% 48.2% 34.6% 16
Apr 2025 55.3% 92.6% 37.0% 41
Mar 2025 45.7% 54.9% 39.7% 29
Feb 2025 45.5% 90.7% 30.0% 29
Jan 2025 46.1% 61.9% 36.1% 30
Dec 2024 49.0% 92.4% 33.9% 44
Nov 2024 38.7% 52.0% 27.0% 34
Oct 2024 36.9% 43.8% 26.5% 26
Sep 2024 34.9% 50.3% 25.8% 25
Aug 2024 38.1% 60.0% 22.9% 25
Jul 2024 47.4% 77.7% 26.1% 29
Jun 2024 45.2% 77.1% 28.1% 27
May 2024 35.1% 65.6% 20.8% 15
Apr 2024 36.9% 60.5% 21.4% 18
Mar 2024 60.8% 112.6% 26.0% 47
Feb 2024 48.8% 76.0% 24.0% 37
Jan 2024 39.4% 78.1% 23.6% 24
Dec 2023 47.5% 78.5% 20.0% 33
Nov 2023 56.4% 97.9% 19.4% 47
Oct 2023 48.1% 96.5% 23.9% 37
Sep 2023 55.3% 104.0% 24.8% 34
Aug 2023 44.5% 95.9% 21.6% 25
Jul 2023 36.4% 72.4% 14.1% 14
Jun 2023 57.2% 96.9% 28.5% 29
May 2023 60.4% 133.4% 25.6% 36

KCCA IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-22 9 24.0% —
2026-10-21 8 23.3% —
2026-10-20 8 23.6% —
2026-10-19 11 24.9% —
2026-10-16 23 32.0% —
2026-10-15 29 35.6% —
2026-10-14 15 27.7% 85.8%
2026-10-13 25 33.4% 111.4%
2026-10-12 23 32.3% 63.7%
2026-10-09 17 28.8% 46.4%
2026-10-08 3 20.7% 42.0%
2026-10-07 10 24.4% 39.6%
2026-10-06 19 30.1% 45.6%
2026-10-05 11 25.2% 39.0%
2026-10-02 25 33.2% 37.4%
2026-10-01 20 30.6% 37.1%
2026-09-30 27 34.6% 48.7%
2026-09-29 9 24.0% —
2026-09-28 46 45.6% 56.7%
2026-09-25 30 36.1% 37.2%
2026-09-24 19 30.0% —
2026-09-23 75 62.3% —
2026-09-21 49 47.2% —
2026-09-18 39 41.4% —
2026-09-17 38 41.1% —
2026-09-16 28 35.0% 78.7%
2026-09-15 40 42.2% 101.1%
2026-09-11 31 37.1% 85.5%
2026-09-10 21 31.1% 79.0%
2026-09-09 21 30.9% 73.0%

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.