Coffee Futures (KC)
Implied Volatility Analysis

Implied Volatility:

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.