Copper Futures (HG)
Implied Volatility Analysis

Implied Volatility:
26.7%

Copper (HG) Futures have an Implied Volatility (IV) of 26.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 22.4% and the maximum was at 39.0%. We calculated an Implied Volatility Rank (IVR) of 25.7. The Implied Volatility Percentile (IVP) is 41.7 which means that looking at one year of data 41.7% of all IV readings were lower than 26.7. The latest IV reading is -0.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for Copper (HG) was calculated after the 5/20/2022 market close from the futures options.

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