Coffee Futures (KC)
Implied Volatility Analysis

Implied Volatility:
35.2%

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.

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