Implied Volatility Analysis

10.7%

**Live Cattle (LE) Futures** have an **Implied Volatility (IV)** of **10.7%** p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 8.2% and the maximum was at 16.4%. We calculated an **Implied Volatility Rank (IVR)** of **29.7**. The **Implied Volatility Percentile (IVP)** is **41.8** which means that looking at one year of data 41.8% of all IV readings were lower than 10.7. The latest IV reading is -0.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for Live Cattle (LE) was calculated after the 5/26/2023 market close from the futures options.