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

Implied Volatility:
36.7%

FCOJ-A (frozen concentrated orange juice) (OJ) Futures have an Implied Volatility (IV) of 36.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 25.0% and the maximum was at 46.3%. We calculated an Implied Volatility Rank (IVR) of 54.9. The Implied Volatility Percentile (IVP) is 68.9 which means that looking at one year of data 68.9% of all IV readings were lower than 36.7. The latest IV reading is 0.6 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 5/20/2022 market close from the futures options.

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