Sugar No. 11 Futures (SB)
Implied Volatility Analysis

Implied Volatility:

Sugar No. 11 (SB) Futures have an Implied Volatility (IV) of 25.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 19.7% and the maximum was at 32.0%. We calculated an Implied Volatility Rank (IVR) of 46.6. The Implied Volatility Percentile (IVP) is 73.1 which means that looking at one year of data 73.1% of all IV readings were lower than 25.4. The latest IV reading is 0.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for Sugar No. 11 (SB) was calculated after the 10/6/2022 market close from the futures options.

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