KC HRW Wheat Futures (KE)
Implied Volatility Analysis

Implied Volatility:

KC HRW Wheat (KE) Futures have an Implied Volatility (IV) of 28.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 22.3% and the maximum was at 87.7%. We calculated an Implied Volatility Rank (IVR) of 9.6. The Implied Volatility Percentile (IVP) is 18.2 which means that looking at one year of data 18.2% of all IV readings were lower than 28.5. The latest IV reading is -1.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for KC HRW Wheat (KE) was calculated after the 2/6/2023 market close from the futures options.

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