Soybeans Futures (ZS)
Implied Volatility Analysis

Implied Volatility:
24.0%

Soybeans (ZS) Futures have an Implied Volatility (IV) of 24.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 13.2% and the maximum was at 35.2%. We calculated an Implied Volatility Rank (IVR) of 49.0. The Implied Volatility Percentile (IVP) is 67.9 which means that looking at one year of data 67.9% of all IV readings were lower than 24.0. The latest IV reading is 0.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for Soybeans (ZS) was calculated after the 6/8/2023 market close from the futures options.