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KraneShares Mount Lucas Managed Futures Index Strategy ETF KMLM

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Market datapartial · fetched 2026-10-22T23:42:31.015Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.002916603Z

FundamentalsAlpha Vantage · unavailable

Share price$30.48
1D-1.2%
AH$30.41$30.53$30.64$30.76$30.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKMLM
Sold putSold callAH

KraneShares Mount Lucas Managed Futures Index Strategy ETF options

Live interpolated KMLM call and put midpoint premiums by absolute delta.KraneShares Mount Lucas Managed Futures Index Strategy ETF$0.33$1.01$1.69$2.37$3.06$27.69$29.22$30.75$32.29$33.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KMLM spot · $30.48KMLM PRICE$0.58$0.63$0.66$0.72$0.78$1.01$1.23$1.45$1.52$1.59$1.65$1.72$0.58$0.61$0.59$0.40$0.47$0.53$0.60$0.66$0.73$1.04$1.46$2.02$2.86
PutsExpensive1.12×
CallsExpensive1.37×
SkewBullish-6.41 pp
Implied moveBullish±$1.61
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.1156.1%12.9%
25Δ33.8848.7%13.1%28.2845.0%9.2%
30Δ32.7641.3%9.6%29.1734.7%6.2%
35Δ31.9234.5%6.9%30.0019.2%2.9%
40Δ31.4531.2%5.6%30.1918.5%2.5%
45Δ30.9928.1%4.2%30.3817.7%2.1%
50Δ30.6530.0%3.9%30.5716.9%1.7%
55Δ30.3231.8%3.5%30.7516.1%1.3%
60Δ29.9933.5%3.2%30.9415.3%0.9%
65Δ29.7730.7%2.6%31.2917.8%0.8%
70Δ29.5427.9%2.1%31.7121.8%0.8%
75Δ29.3225.1%1.6%32.2925.6%0.7%
80Δ29.1022.3%1.1%33.1929.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.11
IV
56.1%
B/E move
12.9%

25Δ

Calls
Pseudo strike
33.88
IV
48.7%
B/E move
13.1%
Puts
Pseudo strike
28.28
IV
45.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
32.76
IV
41.3%
B/E move
9.6%
Puts
Pseudo strike
29.17
IV
34.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
31.92
IV
34.5%
B/E move
6.9%
Puts
Pseudo strike
30.00
IV
19.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
31.45
IV
31.2%
B/E move
5.6%
Puts
Pseudo strike
30.19
IV
18.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
30.99
IV
28.1%
B/E move
4.2%
Puts
Pseudo strike
30.38
IV
17.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
30.65
IV
30.0%
B/E move
3.9%
Puts
Pseudo strike
30.57
IV
16.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
30.32
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
30.75
IV
16.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
29.99
IV
33.5%
B/E move
3.2%
Puts
Pseudo strike
30.94
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
29.77
IV
30.7%
B/E move
2.6%
Puts
Pseudo strike
31.29
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
29.54
IV
27.9%
B/E move
2.1%
Puts
Pseudo strike
31.71
IV
21.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
29.32
IV
25.1%
B/E move
1.6%
Puts
Pseudo strike
32.29
IV
25.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
29.10
IV
22.3%
B/E move
1.1%
Puts
Pseudo strike
33.19
IV
29.0%
B/E move
0.5%

Options history

No recorded observations