Cotton No. 2 Futures (CT)
Implied Volatility Analysis

Implied Volatility:

Cotton No. 2 (CT) Futures have an Implied Volatility (IV) of 23.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 22.2% and the maximum was at 129.7%. We calculated an Implied Volatility Rank (IVR) of 1.3. The Implied Volatility Percentile (IVP) is 1.3 which means that looking at one year of data 1.3% of all IV readings were lower than 23.6. The latest IV reading is -0.8 standard deviations away from its 1 year mean. Implied volatility data and statistics for Cotton No. 2 (CT) was calculated after the 2/6/2023 market close from the futures options.

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