Soybean Oil Futures (ZL)
Implied Volatility Analysis

Implied Volatility:

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.