Rough Rice Futures (ZR)
Implied Volatility Analysis

Implied Volatility:

Rough Rice (ZR) Futures have an Implied Volatility (IV) of 184.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 154.0% and the maximum was at 247.8%. We calculated an Implied Volatility Rank (IVR) of 32.6. The Implied Volatility Percentile (IVP) is 55.0 which means that looking at one year of data 55.0% of all IV readings were lower than 184.6. The latest IV reading is -0.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for Rough Rice (ZR) was calculated after the 5/26/2023 market close from the futures options.