Implied Volatility Analysis

29.3%

**Cocoa (CC) Futures** have an **Implied Volatility (IV)** of **29.3%** p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 21.7% and the maximum was at 32.2%. We calculated an **Implied Volatility Rank (IVR)** of **72.7**. The **Implied Volatility Percentile (IVP)** is **92.1** which means that looking at one year of data 92.1% of all IV readings were lower than 29.3. The latest IV reading is 1.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for Cocoa (CC) was calculated after the 10/6/2022 market close from the futures options.

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