Live Cattle Futures (LE)
Implied Volatility Analysis

Implied Volatility:

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.