Corn Futures (ZC)
Implied Volatility Analysis

Implied Volatility:

Corn (ZC) Futures have an Implied Volatility (IV) of 25.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 17.1% and the maximum was at 51.3%. We calculated an Implied Volatility Rank (IVR) of 24.5. The Implied Volatility Percentile (IVP) is 40.7 which means that looking at one year of data 40.7% of all IV readings were lower than 25.5. The latest IV reading is -0.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for Corn (ZC) was calculated after the 10/6/2022 market close from the futures options.

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