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 53.9%. We calculated an Implied Volatility Rank (IVR) of 29.3. The Implied Volatility Percentile (IVP) is 85.0 which means that looking at one year of data 85.0% of all IV readings were lower than 29.6. The latest IV reading is 0.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for Sugar No. 11 (SB) was calculated after the 5/26/2023 market close from the futures options.