Corn Futures (ZC)
Implied Volatility Analysis

Implied Volatility:
29.8%

Corn (ZC) Futures have an Implied Volatility (IV) of 29.8% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 16.4% and the maximum was at 59.3%. We calculated an Implied Volatility Rank (IVR) of 31.1. The Implied Volatility Percentile (IVP) is 59.6 which means that looking at one year of data 59.6% of all IV readings were lower than 29.8. The latest IV reading is -0.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Corn (ZC) was calculated after the 5/20/2022 market close from the futures options.

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