SRW Wheat Futures (ZW)
Implied Volatility Analysis

Implied Volatility:

SRW Wheat (ZW) Futures have an Implied Volatility (IV) of 37.9% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 26.0% and the maximum was at 51.9%. We calculated an Implied Volatility Rank (IVR) of 46.0. The Implied Volatility Percentile (IVP) is 59.1 which means that looking at one year of data 59.1% of all IV readings were lower than 37.9. The latest IV reading is 0.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for SRW Wheat (ZW) was calculated after the 6/8/2023 market close from the futures options.