Random Length Lumber Futures (LBS)
Implied Volatility Analysis

Implied Volatility:

Random Length Lumber (LBS) Futures have an Implied Volatility (IV) of 61.3% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 50.1% and the maximum was at 99.4%. We calculated an Implied Volatility Rank (IVR) of 22.8. The Implied Volatility Percentile (IVP) is 29.1 which means that looking at one year of data 29.1% of all IV readings were lower than 61.3. The latest IV reading is -0.8 standard deviations away from its 1 year mean. Implied volatility data and statistics for Random Length Lumber (LBS) was calculated after the 5/20/2022 market close from the futures options.

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