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

Implied Volatility:
34.6%

Hard Red Spring Wheat (Minneapolis Wheat) (MWE) Futures have an Implied Volatility (IV) of 34.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 22.6% and the maximum was at 64.3%. We calculated an Implied Volatility Rank (IVR) of 28.6. The Implied Volatility Percentile (IVP) is 50.9 which means that looking at one year of data 50.9% of all IV readings were lower than 34.6. The latest IV reading is -0.2 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 10/6/2022 market close from the futures options.

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