Oats Futures (ZO)
Implied Volatility Analysis

Implied Volatility:

Oats (ZO) Futures have an Implied Volatility (IV) of 48.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 37.7% and the maximum was at 58.7%. We calculated an Implied Volatility Rank (IVR) of 51.7. The Implied Volatility Percentile (IVP) is 62.5 which means that looking at one year of data 62.5% of all IV readings were lower than 48.5. The latest IV reading is 0.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Oats (ZO) was calculated after the 2/6/2023 market close from the futures options.

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