Cocoa Futures (CC)
Implied Volatility Analysis

Implied Volatility:

Cocoa (CC) Futures have an Implied Volatility (IV) of 18.8% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 18.8% and the maximum was at 30.2%. We calculated an Implied Volatility Rank (IVR) of 0.2. The Implied Volatility Percentile (IVP) is 0.8 which means that looking at one year of data 0.8% of all IV readings were lower than 18.8. 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 5/26/2023 market close from the futures options.