Rough Rice Futures (ZR)
Implied Volatility Analysis

Implied Volatility:
171.7%

Rough Rice (ZR) Futures have an Implied Volatility (IV) of 171.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 9.8% and the maximum was at 247.7%. We calculated an Implied Volatility Rank (IVR) of 68.0. The Implied Volatility Percentile (IVP) is 43.5 which means that looking at one year of data 43.5% of all IV readings were lower than 171.7. The latest IV reading is 0.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for Rough Rice (ZR) was calculated after the 5/19/2022 market close from the futures options.

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