Soybean Meal Futures (ZM)
Implied Volatility Analysis

Implied Volatility:

Soybean Meal (ZM) Futures have an Implied Volatility (IV) of 24.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 17.8% and the maximum was at 33.6%. We calculated an Implied Volatility Rank (IVR) of 40.5. The Implied Volatility Percentile (IVP) is 22.6 which means that looking at one year of data 22.6% of all IV readings were lower than 24.2. The latest IV reading is -0.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for Soybean Meal (ZM) was calculated after the 10/6/2022 market close from the futures options.

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