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

Implied Volatility:

FCOJ-A (frozen concentrated orange juice) (OJ) Futures have an Implied Volatility (IV) of 34.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 24.8% and the maximum was at 42.5%. We calculated an Implied Volatility Rank (IVR) of 53.1. The Implied Volatility Percentile (IVP) is 67.1 which means that looking at one year of data 67.1% of all IV readings were lower than 34.2. The latest IV reading is 0.5 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 5/26/2023 market close from the futures options.