Live Cattle Futures (LE)
Implied Volatility Analysis

Implied Volatility:

Live Cattle (LE) Futures have an Implied Volatility (IV) of 9.9% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 8.2% and the maximum was at 20.2%. We calculated an Implied Volatility Rank (IVR) of 14.0. The Implied Volatility Percentile (IVP) is 19.1 which means that looking at one year of data 19.1% of all IV readings were lower than 9.9. The latest IV reading is -1.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Live Cattle (LE) was calculated after the 2/6/2023 market close from the futures options.

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