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 49.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 26.3% and the maximum was at 89.7%. We calculated an Implied Volatility Rank (IVR) of 35.8. The Implied Volatility Percentile (IVP) is 73.5 which means that looking at one year of data 73.5% of all IV readings were lower than 49.0. The latest IV reading is 0.6 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 5/20/2022 market close from the futures options.

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