SRW Wheat Futures (ZW)
Implied Volatility Analysis

Implied Volatility:

SRW Wheat (ZW) Futures have an Implied Volatility (IV) of 43.8% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 23.5% and the maximum was at 109.8%. We calculated an Implied Volatility Rank (IVR) of 23.5. The Implied Volatility Percentile (IVP) is 71.2 which means that looking at one year of data 71.2% of all IV readings were lower than 43.8. The latest IV reading is 0.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for SRW Wheat (ZW) was calculated after the 10/6/2022 market close from the futures options.

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