Oats Futures (ZO)
Implied Volatility Analysis

Implied Volatility:

Oats (ZO) Futures have an Implied Volatility (IV) of 42.3% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 27.5% and the maximum was at 45.0%. We calculated an Implied Volatility Rank (IVR) of 84.9. The Implied Volatility Percentile (IVP) is 89.4 which means that looking at one year of data 89.4% of all IV readings were lower than 42.3. The latest IV reading is 1.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for Oats (ZO) was calculated after the 5/20/2022 market close from the futures options.

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