Corn Futures (ZC)
Implied Volatility Analysis

Implied Volatility:

Corn (ZC) Futures have an Implied Volatility (IV) of 19.3% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 13.6% and the maximum was at 51.3%. We calculated an Implied Volatility Rank (IVR) of 15.2. The Implied Volatility Percentile (IVP) is 17.9 which means that looking at one year of data 17.9% of all IV readings were lower than 19.3. The latest IV reading is -1.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Corn (ZC) was calculated after the 2/6/2023 market close from the futures options.

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