Lean Hogs Futures (HE)
Implied Volatility Analysis

Implied Volatility:
24.3%

Lean Hogs (HE) Futures have an Implied Volatility (IV) of 24.3% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 13.0% and the maximum was at 34.9%. We calculated an Implied Volatility Rank (IVR) of 51.6. The Implied Volatility Percentile (IVP) is 60.0 which means that looking at one year of data 60.0% of all IV readings were lower than 24.3. The latest IV reading is 0.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for Lean Hogs (HE) was calculated after the 5/20/2022 market close from the futures options.

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