Implied Volatility Analysis

29.6%

**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.