Implied Volatility Analysis

36.6%

**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.