Tracking KEMX historical volatility helps you see how much KraneShares MSCI Emerging Markets ex China Index ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, KraneShares MSCI Emerging Markets ex China Index ETF's HV tells you what really happened. Use our scanner to monitor KEMX 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The KEMX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing KraneShares MSCI Emerging Markets ex China Index ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.
Under normal circumstances, the fund will invest at least 80% of its net assets (plus borrowings for investment purposes) in instruments in its underlying index or in instruments that have economic characteristics similar to those in the underlying index. The underlying index is a free float-adjusted market capitalization weighted index designed to measure the equity market performance of mid- and large-cap companies of emerging market countries, excluding China.
Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts KraneShares MSCI Emerging Markets ex China Index ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where KEMX HV is running hot, cold, or in line. Make the KEMX 30 day historical volatility — and every other window — work for your edge instead of against it.
