Kraneshares California Carbon Allowance Strategy ETF (KCCA) Historical Volatility

Tracking KCCA historical volatility helps you see how much Kraneshares California Carbon Allowance Strategy ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, KCCA's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor KCCA 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. KCCA's 30 day historical volatility, or KCCA HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing KCCA's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

The index is designed to measure the performance of a portfolio of futures contracts on carbon credits issued under the California Carbon Allowance “cap and trade” regime. The index includes only carbon credit futures that mature in December of the next one to two years. The fund will generally seek to obtain exposure to the same carbon credit futures that are in the index. The fund will invest at least 80% of its net assets in instruments that provide exposure to California Carbon Allowances. It is non-diversified.