Coffee Futures (KC)
Implied Volatility Analysis

Implied Volatility:

Coffee (KC) Futures have an Implied Volatility (IV) of 36.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 29.7% and the maximum was at 46.5%. We calculated an Implied Volatility Rank (IVR) of 39.6. The Implied Volatility Percentile (IVP) is 53.6 which means that looking at one year of data 53.6% of all IV readings were lower than 36.4. The latest IV reading is -0.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Coffee (KC) was calculated after the 10/6/2022 market close from the futures options.

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