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 42.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 38.0% and the maximum was at 87.9%. We calculated an Implied Volatility Rank (IVR) of 8.0. The Implied Volatility Percentile (IVP) is 8.2 which means that looking at one year of data 8.2% of all IV readings were lower than 42.0. The latest IV reading is -1.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for Light Sweet Crude Oil (WTI) (CL) was calculated after the 2/6/2023 market close from the futures options.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.