Implied Volatility Analysis

18.8%

**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.