Hard Red Spring Wheat (Minneapolis Wheat) Futures (MWE)
Implied Volatility Analysis

Implied Volatility:
22.4%

Hard Red Spring Wheat (Minneapolis Wheat) (MWE) Futures have an Implied Volatility (IV) of 22.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 19.0% and the maximum was at 64.3%. We calculated an Implied Volatility Rank (IVR) of 7.5. The Implied Volatility Percentile (IVP) is 15.9 which means that looking at one year of data 15.9% of all IV readings were lower than 22.4. The latest IV reading is -1.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Hard Red Spring Wheat (Minneapolis Wheat) (MWE) was calculated after the 2/6/2023 market close from the futures options.

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