KMLM · Expected Move
KraneShares Mount Lucas Managed Futures Index Strategy ETF · ETF
The expected move for KMLM 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).
KMLM 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 KMLM Expected Move
30-Day Straddle
$1.67
7-Day Straddle
$1.67
30-Day ATM IV
28.1%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to KMLM'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.
KMLM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $1.67 | $1.67 | 28.1% | 21% |
| 20261022 | $1.85 | $1.85 | 28.1% | 21% |
| 20261021 | $1.62 | $1.62 | 27.3% | 19% |
| 20261020 | $1.55 | $1.55 | 29.1% | 24% |
| 20261019 | $1.65 | $1.65 | 23.8% | 9% |
| 20261016 | $1.77 | $1.30 | 25.3% | 13% |
| 20261015 | $1.83 | $1.25 | 24.5% | 11% |
| 20261014 | $1.95 | $1.05 | 21.3% | 2% |
| 20261013 | $1.90 | $1.00 | 20.7% | 1% |
| 20261012 | $2.00 | $1.10 | 21.2% | 2% |
| 20261009 | $2.00 | $1.40 | 23.2% | 7% |
| 20261008 | $2.12 | $1.52 | 21.7% | 3% |
| 20261007 | $2.20 | $1.12 | 20.9% | 1% |
| 20261006 | $2.17 | $1.45 | 21.2% | 2% |
| 20261005 | $2.20 | $1.27 | 20.5% | 0% |
| 20261002 | $1.50 | $1.50 | 24.8% | 10% |
| 20261001 | $1.23 | $1.23 | 23.5% | 7% |
| 20260930 | $1.20 | $1.20 | 24.4% | 9% |
| 20260929 | $1.27 | $1.27 | 25.7% | 13% |
| 20260928 | $1.02 | $1.02 | 25.8% | 13% |
| 20260925 | $3.40 | $3.40 | 25.2% | 12% |
| 20260924 | $1.30 | $1.30 | 23.9% | 8% |
| 20260923 | $1.43 | $1.43 | 26.5% | 15% |
| 20260922 | $1.50 | $1.50 | 26.9% | 16% |
| 20260921 | $1.45 | $1.45 | 27.2% | 17% |
| 20260918 | $2.12 | $1.70 | 26.6% | 15% |
| 20260917 | $1.85 | $1.30 | 26.9% | 16% |
| 20260916 | $1.40 | $1.33 | 24.1% | 9% |
| 20260915 | $1.42 | $1.33 | 23.3% | 6% |
| 20260914 | $1.40 | $1.32 | 25.1% | 11% |
| 20260911 | $1.88 | $1.38 | 23.3% | 6% |
| 20260910 | $1.48 | $1.40 | 22.3% | 4% |
| 20260909 | $1.95 | $1.12 | 21.0% | 0% |
| 20260908 | $2.00 | $0.82 | 24.3% | 9% |
| 20260904 | $2.05 | $1.18 | 27.5% | 18% |
| 20260903 | $2.00 | $1.65 | 27.4% | 18% |
| 20260902 | $1.65 | $1.65 | 24.6% | 10% |
| 20260901 | $1.20 | $1.20 | 21.8% | 2% |
| 20260831 | $1.50 | $1.50 | 23.0% | 5% |
| 20260828 | $1.52 | $1.52 | 22.3% | 4% |
| 20260827 | $1.15 | $1.15 | 23.0% | 6% |
| 20260826 | $1.52 | $1.52 | 23.9% | 8% |
| 20260825 | $1.30 | $1.30 | 24.4% | 9% |
| 20260824 | $1.35 | $1.35 | 26.9% | 16% |
| 20260821 | $1.52 | $3.23 | 22.8% | 5% |
| 20260820 | $1.52 | $1.25 | 23.0% | 6% |
| 20260819 | $1.33 | $1.23 | 23.9% | 8% |
| 20260818 | $1.38 | $1.30 | 21.7% | 2% |
| 20260817 | $1.62 | $1.27 | 21.0% | 0% |
| 20260814 | $1.52 | $1.20 | 25.5% | 7% |
| 20260813 | $1.52 | $1.27 | 29.4% | 19% |
| 20260812 | $1.60 | $1.27 | 31.1% | 24% |
| 20260811 | $1.40 | $1.00 | 31.1% | 24% |
| 20260810 | $1.52 | $1.23 | 30.6% | 22% |
| 20260807 | — | — | 41.7% | 54% |
| 20260806 | $1.67 | $1.45 | 31.4% | 25% |
| 20260805 | $1.40 | $1.40 | 34.4% | 33% |
| 20260804 | $1.43 | $1.43 | 41.5% | 54% |
| 20260803 | $1.35 | $1.35 | 33.0% | 29% |
| 20260731 | $1.45 | $1.45 | 32.2% | 27% |
More on KMLM
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.