Soybeans Futures (ZS)
Implied Volatility Analysis

Implied Volatility:

Soybeans (ZS) Futures have an Implied Volatility (IV) of 21.9% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 13.6% and the maximum was at 40.5%. We calculated an Implied Volatility Rank (IVR) of 30.6. The Implied Volatility Percentile (IVP) is 50.0 which means that looking at one year of data 50.0% of all IV readings were lower than 21.9. The latest IV reading is -0.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for Soybeans (ZS) was calculated after the 5/20/2022 market close from the futures options.

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