Implied Volatility Analysis

184.6%

**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.