Rough Rice Futures (ZR)
Implied Volatility Analysis

Implied Volatility:

Rough Rice (ZR) Futures have an Implied Volatility (IV) of 182.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 141.1% and the maximum was at 247.7%. We calculated an Implied Volatility Rank (IVR) of 39.0. The Implied Volatility Percentile (IVP) is 52.2 which means that looking at one year of data 52.2% of all IV readings were lower than 182.6. The latest IV reading is -0.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Rough Rice (ZR) was calculated after the 2/6/2023 market close from the futures options.

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