KMLM · KraneShares Mount Lucas Managed Futures Index Strategy ETF ETF

Alerts for KMLM

$29.97 -0.03 (-0.10%) At close · Sep 4

Options Chain

Underlying $29.97 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 22 contracts · mixed daily-bar sessions · Aug 14, 2026–Aug 31, 2026; 16 unknown

Put / call OI

1.59

Put-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$30.00

$0.03 above spot

ATM implied vol

21%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Jan 15 132d Apr 16 223d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$4.70	$7.10	—		—	$0.00	$1.10	—	—	—	—
Call · $24 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.298 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $24 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.496 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.70	$6.10	—		—	$0.00	$1.10	—	—	—	—
Call · $25 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.298 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $25 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.496 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.80	$5.10	—		—	$0.00	$1.10	—	—	—	—
Call · $26 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.363 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $26 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.495 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$1.80	$4.10	—		—	$0.00	$1.10	—	—	—	—
Call · $27 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.309 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $27 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.495 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	21%	0.962	$0.85	$3.20	—		$0.30	$0.00	$1.15	—	—	7	8
Call · $28 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.309 UTC Last — Breakeven — Implied vol 21% Delta 0.962 ≈96% ITM Gamma 0.07 Theta -0.007 Vega 0.005 Open interest — OI effective date — Model this call Put · $28 Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:51.495 UTC Last $0.30 Breakeven $27.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 OI effective date Sep 3, 2026 Model this put
6	6	—	—	$0.00	$2.25	$1.50		$0.70	$0.00	$1.30	—	—	7	7
Call · $29 In the money Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:59:53.327 UTC Last $1.50 Breakeven $30.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 OI effective date Sep 3, 2026 Model this call Put · $29 Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:59:51.496 UTC Last $0.70 Breakeven $28.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 OI effective date Sep 3, 2026 Model this put
Underlying $29.97
10	10	—	—	$0.00	$0.75	$1.50		$1.57	$0.00	$1.60	—	—	10	12
Call · $30 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:31.453 UTC Last $1.50 Breakeven $31.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this call Put · $30 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:51.495 UTC Last $1.57 Breakeven $28.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$1.30	—		—	$0.20	$1.40	—	—	—	—
Call · $31 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.496 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $31 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.580 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.15	—		—	$0.90	$3.40	-0.836	33.8%	—	—
Call · $32 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.496 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $32 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.909 UTC Last — Breakeven — Implied vol 33.8% Delta -0.836 ≈84% ITM Gamma 0.13 Theta -0.016 Vega 0.014 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.15	—		—	$1.85	$4.40	-0.878	41.8%	—	—
Call · $33 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.496 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $33 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.909 UTC Last — Breakeven — Implied vol 41.8% Delta -0.878 ≈88% ITM Gamma 0.086 Theta -0.016 Vega 0.012 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$1.10	$0.05		—	$2.90	$5.40	-0.884	53.2%	—	—
Call · $34 Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:51.496 UTC Last $0.05 Breakeven $34.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $34 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.005 UTC Last — Breakeven — Implied vol 53.2% Delta -0.884 ≈88% ITM Gamma 0.065 Theta -0.02 Vega 0.011 Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Aug 14, 2026–Aug 31, 2026; 16 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.