Coffee Futures (KC)
Implied Volatility Analysis

Implied Volatility:

Coffee (KC) Futures have an Implied Volatility (IV) of 35.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 29.7% and the maximum was at 44.6%. We calculated an Implied Volatility Rank (IVR) of 37.0. The Implied Volatility Percentile (IVP) is 65.0 which means that looking at one year of data 65.0% of all IV readings were lower than 35.2. The latest IV reading is 0.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Coffee (KC) was calculated after the 2/6/2023 market close from the futures options.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.