Cocoa Futures (CC)
Implied Volatility Analysis

Implied Volatility:
25.4%

Cocoa (CC) Futures have an Implied Volatility (IV) of 25.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 20.8% and the maximum was at 32.0%. We calculated an Implied Volatility Rank (IVR) of 41.2. The Implied Volatility Percentile (IVP) is 47.8 which means that looking at one year of data 47.8% of all IV readings were lower than 25.4. The latest IV reading is -0.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Cocoa (CC) was calculated after the 5/20/2022 market close from the futures options.

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