Brent Crude Oil Last Day Financial Futures (BZ)
Implied Volatility Analysis

Implied Volatility:

Brent Crude Oil Last Day Financial (BZ) Futures have an Implied Volatility (IV) of 40.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 37.5% and the maximum was at 89.4%. We calculated an Implied Volatility Rank (IVR) of 5.7. The Implied Volatility Percentile (IVP) is 5.9 which means that looking at one year of data 5.9% of all IV readings were lower than 40.5. The latest IV reading is -1.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for Brent Crude Oil Last Day Financial (BZ) was calculated after the 2/6/2023 market close from the futures options.

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