Lean Hogs Futures (HE)
Implied Volatility Analysis

Implied Volatility:

Lean Hogs (HE) Futures have an Implied Volatility (IV) of 29.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 16.3% and the maximum was at 33.7%. We calculated an Implied Volatility Rank (IVR) of 75.3. The Implied Volatility Percentile (IVP) is 98.4 which means that looking at one year of data 98.4% of all IV readings were lower than 29.4. The latest IV reading is 2.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for Lean Hogs (HE) was calculated after the 6/8/2023 market close from the futures options.