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 44.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 28.3% and the maximum was at 87.9%. We calculated an Implied Volatility Rank (IVR) of 27.3. The Implied Volatility Percentile (IVP) is 61.7 which means that looking at one year of data 61.7% of all IV readings were lower than 44.6. The latest IV reading is 0.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Light Sweet Crude Oil (WTI) (CL) was calculated after the 6/24/2022 market close from the futures options.

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