FCOJ-A (frozen concentrated orange juice) Futures (OJ)
Implied Volatility Analysis

Implied Volatility:
42.5%

FCOJ-A (frozen concentrated orange juice) (OJ) Futures have an Implied Volatility (IV) of 42.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 25.1% and the maximum was at 44.5%. We calculated an Implied Volatility Rank (IVR) of 90.0. The Implied Volatility Percentile (IVP) is 97.2 which means that looking at one year of data 97.2% of all IV readings were lower than 42.5. The latest IV reading is 2.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for FCOJ-A (frozen concentrated orange juice) (OJ) was calculated after the 10/6/2022 market close from the futures options.

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