Sugar No. 11 Futures (SB)
Implied Volatility Analysis

Implied Volatility:

Sugar No. 11 (SB) 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 19.5% and the maximum was at 37.2%. We calculated an Implied Volatility Rank (IVR) of 56.8. The Implied Volatility Percentile (IVP) is 96.8 which means that looking at one year of data 96.8% of all IV readings were lower than 29.6. The latest IV reading is 2.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Sugar No. 11 (SB) was calculated after the 2/6/2023 market close from the futures options.

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