Soybean Meal Futures (ZM)
Implied Volatility Analysis

Implied Volatility:

Soybean Meal (ZM) Futures have an Implied Volatility (IV) of 25.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 16.2% and the maximum was at 36.0%. We calculated an Implied Volatility Rank (IVR) of 45.6. The Implied Volatility Percentile (IVP) is 48.4 which means that looking at one year of data 48.4% of all IV readings were lower than 25.2. The latest IV reading is -0.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Soybean Meal (ZM) was calculated after the 5/20/2022 market close from the futures options.

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