Canola Futures (RS)
Implied Volatility Analysis

Implied Volatility:

Canola (RS) Futures have an Implied Volatility (IV) of 29.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 17.1% and the maximum was at 35.8%. We calculated an Implied Volatility Rank (IVR) of 66.8. The Implied Volatility Percentile (IVP) is 60.6 which means that looking at one year of data 60.6% of all IV readings were lower than 29.6. The latest IV reading is 0.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for Canola (RS) was calculated after the 10/6/2022 market close from the futures options.

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