Copper Futures (HG)
Implied Volatility Analysis

Implied Volatility:

Copper (HG) Futures have an Implied Volatility (IV) of 33.1% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 23.4% and the maximum was at 39.8%. We calculated an Implied Volatility Rank (IVR) of 59.2. The Implied Volatility Percentile (IVP) is 90.9 which means that looking at one year of data 90.9% of all IV readings were lower than 33.1. The latest IV reading is 1.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Copper (HG) was calculated after the 10/6/2022 market close from the futures options.

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