KC HRW Wheat Futures (KE)
Implied Volatility Analysis

Implied Volatility:

KC HRW Wheat (KE) Futures have an Implied Volatility (IV) of 33.8% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 22.3% and the maximum was at 52.6%. We calculated an Implied Volatility Rank (IVR) of 37.9. The Implied Volatility Percentile (IVP) is 51.4 which means that looking at one year of data 51.4% of all IV readings were lower than 33.8. The latest IV reading is -0.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for KC HRW Wheat (KE) was calculated after the 5/25/2023 market close from the futures options.