KMLM

KraneShares Mount Lucas Managed Futures Index Strategy ETF
NYSEArcaUSDETF / FUND DELAYED
Last price
31.40
▲ 0.11 (0.35%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
31.40
Prev close
31.29
Day high
31.42
Day low
31.08
Volume
335.26K
Market cap
—
P/E (TTM)
11.73
52W range
25.77 – 31.47

Day trading desk

Current session · delayed
Gap from prior close
+0.35%
Prior close 31.29
VWAP
—
—
Relative volume
0.00×
Quiet session
Session range
—
31.40 – 31.40
Position in range
—
—
ATR (14D)
0.34
1.10% of price
Prior day high
31.47
PDH
Prior day low
31.25
PDL
Bid / ask spread
—
Quote not published
Session volume
—
Avg 365.48K

VWAP and the session figures are computed from the delayed intraday series on this page, so they lag the live tape and will not match a broker's real-time VWAP exactly. Turn on Prior day H/L/C, Opening range and Volume profile in the chart's Studies menu to see these levels drawn on price.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
+1.36% -0.6%
1M
+4.80% +3.6%
3M
+11.52% +7.0%
6M
+10.09% -8.1%
YTD
+21.04% +6.8%
1Y
+17.55% +1.1%
3Y
-3.56% -85.8%
5Y
— —

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Top holdings

1 shown · by weight
SymbolNameWeight
FGBLM26 Euro Bund Future June 26 54.27%

Sector exposure

Fund weightings

Fund profile

As reported
Fund familyKraneShares
CategorySystematic Trend
Legal typeExchange Traded Fund
Expense ratio0.90%
Turnover251.0%
Total net assets$0

Unusual options activity

Account required
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
Free account required

Contracts trading at or above their open interest, ranked by notional and where the print landed.

Free account

5 more panels on KMLM open with an account.

Options chains and analytics, valuation ratios, insider filings, analyst targets and ownership. No card, no trial, nothing to cancel.

Fundamentals

TTM · reported
Market cap—
Enterprise value—
Revenue (TTM)—
Gross profit—
EBITDA—
Net income—
EPS (TTM)—
Free cash flow—
Total cash—
Total debt—
Book value / share—
Shares outstanding—
Float—
Short % of float—
Dividend yield—
Beta (5Y)—

Valuation & profitability ratios

Account required
Trailing P/E11.73
Forward P/E—
PEG ratio—
Price / sales—
Price / book—
EV / revenue—
EV / EBITDA—
Gross margin—
Operating margin—
Profit margin—
Return on equity—
Return on assets—
Debt / equity—
Current ratio—
Free account required

Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

Options analytics

Account required
Put / call volume
1.00
Call-heavy session
Put / call open interest
76.00
Positioning, not flow
Max pain
30.00
-4.5% from spot
ATM implied vol
0.0%
Nearest strike to spot
Skew (10% OTM)
+3.1%
Puts bid over calls
Call volume
2
Contracts, this expiry
Put volume
2
Contracts, this expiry
Heaviest call OI
28.00
1 contracts
Heaviest put OI
25.00
100 contracts

Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.

Free account required

Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.

Analyst targets & ownership

Account required
Mean target—
High target—
Low target—
Implied upside—
Analyst count—
Consensus—
Strong buy / Buy— / —
Hold—
Sell / Strong sell— / —
Held by insiders—
Held by institutions—
Institutions holding—
Free account required

Price targets, consensus spread, insider and institutional ownership.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
31.10
+0.95% from price
SMA 20
30.98
+1.40% from price
SMA 50
29.94
+4.92% from price
SMA 100
29.23
+7.42% from price
SMA 200
28.34
+10.82% from price
EMA 12
31.06
+1.10% from price
EMA 26
30.69
+2.30% from price
EMA 50
30.17
+4.09% from price
RSI (14)
67.4
Neutral
MACD (12,26,9)
0.36
Hist -0.02
ATR (14)
0.34
1.10% of price
Realised vol 30D
12.4%
Annualised
Bollinger upper
31.41
20, 2σ
Bollinger lower
30.54
20, 2σ
50 / 200 cross
Golden
29.94 vs 28.34
Trend bias
Above 200
+10.82%

Options chain

Account required
Expiry
Spot 31.40
Calls
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Puts
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

Risk profile

Daily returns · 1Y window
Beta vs SPY
-0.23
Less volatile than market
Correlation to SPY
-0.23
Largely independent
Realised vol 30D
12.4%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-9.6%
Peak to trough
Max drawdown 5Y
-36.5%
Peak to trough
ATR 14
0.34
1.10% of price
Beta (reported)
—
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.