Lean Hogs Futures (HE)
Implied Volatility Analysis

Implied Volatility:

Lean Hogs (HE) Futures have an Implied Volatility (IV) of 19.9% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 15.0% and the maximum was at 31.1%. We calculated an Implied Volatility Rank (IVR) of 30.0. The Implied Volatility Percentile (IVP) is 16.4 which means that looking at one year of data 16.4% of all IV readings were lower than 19.9. The latest IV reading is -1.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Lean Hogs (HE) was calculated after the 2/6/2023 market close from the futures options.

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