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 26.8% and the maximum was at 50.0%. We calculated an Implied Volatility Rank (IVR) of 30.9. The Implied Volatility Percentile (IVP) is 61.7 which means that looking at one year of data 61.7% of all IV readings were lower than 34.0. The latest IV reading is -0.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Soybean Oil (ZL) was calculated after the 10/6/2022 market close from the futures options.

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