SRW Wheat Futures (ZW)
Implied Volatility Analysis

Implied Volatility:
29.5%

SRW Wheat (ZW) Futures have an Implied Volatility (IV) of 29.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 26.0% and the maximum was at 109.8%. We calculated an Implied Volatility Rank (IVR) of 4.2. The Implied Volatility Percentile (IVP) is 11.6 which means that looking at one year of data 11.6% of all IV readings were lower than 29.5. The latest IV reading is -1.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for SRW Wheat (ZW) was calculated after the 2/6/2023 market close from the futures options.

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