Implied Volatility Analysis

37.0%

**Soybean Oil (ZL) Futures** have an **Implied Volatility (IV)** of **37.0%** p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 23.7% and the maximum was at 48.1%. We calculated an **Implied Volatility Rank (IVR)** of **54.5**. The **Implied Volatility Percentile (IVP)** is **87.3** which means that looking at one year of data 87.3% of all IV readings were lower than 37.0. The latest IV reading is 1.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Soybean Oil (ZL) was calculated after the 5/26/2023 market close from the futures options.