Light Sweet Crude Oil (WTI) Futures (CL)
Implied Volatility Analysis

Implied Volatility:

Light Sweet Crude Oil (WTI) (CL) Futures have an Implied Volatility (IV) of 36.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 33.1% and the maximum was at 56.0%. We calculated an Implied Volatility Rank (IVR) of 15.4. The Implied Volatility Percentile (IVP) is 11.5 which means that looking at one year of data 11.5% of all IV readings were lower than 36.6. The latest IV reading is -1.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for Light Sweet Crude Oil (WTI) (CL) was calculated after the 5/26/2023 market close from the futures options.