Oats Futures (ZO)
Implied Volatility Analysis

Implied Volatility:

Oats (ZO) Futures have an Implied Volatility (IV) of 45.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 38.8% and the maximum was at 58.7%. We calculated an Implied Volatility Rank (IVR) of 33.9. The Implied Volatility Percentile (IVP) is 30.3 which means that looking at one year of data 30.3% of all IV readings were lower than 45.5. The latest IV reading is -0.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for Oats (ZO) was calculated after the 5/26/2023 market close from the futures options.