Soybean Oil Futures (ZL)
Implied Volatility Analysis

Implied Volatility:

Soybean Oil (ZL) Futures have an Implied Volatility (IV) of 34.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 27.2% and the maximum was at 55.2%. We calculated an Implied Volatility Rank (IVR) of 24.1. The Implied Volatility Percentile (IVP) is 59.0 which means that looking at one year of data 59.0% of all IV readings were lower than 34.0. The latest IV reading is -0.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for Soybean Oil (ZL) was calculated after the 5/20/2022 market close from the futures options.

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