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 55.1% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 33.2% and the maximum was at 87.9%. We calculated an Implied Volatility Rank (IVR) of 40.2. The Implied Volatility Percentile (IVP) is 82.1 which means that looking at one year of data 82.1% of all IV readings were lower than 55.1. The latest IV reading is 0.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for Light Sweet Crude Oil (WTI) (CL) was calculated after the 10/3/2022 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.