Cocoa Futures (CC)
Implied Volatility Analysis

Implied Volatility:

Cocoa (CC) Futures have an Implied Volatility (IV) of 21.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 20.9% and the maximum was at 32.2%. We calculated an Implied Volatility Rank (IVR) of 5.2. The Implied Volatility Percentile (IVP) is 1.2 which means that looking at one year of data 1.2% of all IV readings were lower than 21.5. The latest IV reading is -2.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Cocoa (CC) was calculated after the 2/6/2023 market close from the futures options.

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