Implied Volatility Analysis

31.3%

**Coffee (KC) Futures** have an **Implied Volatility (IV)** of **31.3%** p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 30.8% and the maximum was at 44.6%. We calculated an **Implied Volatility Rank (IVR)** of **3.5**. The **Implied Volatility Percentile (IVP)** is **4.8** which means that looking at one year of data 4.8% of all IV readings were lower than 31.3. The latest IV reading is -1.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Coffee (KC) was calculated after the 5/26/2023 market close from the futures options.