SRW Wheat Futures (ZW)
Implied Volatility Analysis

Implied Volatility:

SRW Wheat (ZW) Futures have an Implied Volatility (IV) of 43.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 23.5% and the maximum was at 117.3%. We calculated an Implied Volatility Rank (IVR) of 21.3. The Implied Volatility Percentile (IVP) is 85.8 which means that looking at one year of data 85.8% of all IV readings were lower than 43.4. The latest IV reading is 0.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for SRW Wheat (ZW) was calculated after the 5/20/2022 market close from the futures options.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.