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MRCI Volatility Charts Sample

We have futures research for seasonal trading, spread trading and more!

For futures options traders, MRCI provides these 3 volatility charts for ALL the major commodity markets and updates them daily on our MRCI Online subscriber website!

These volatility charts offer not only visual comparison of current levels of volatility with the historical norm but also perspective on when volatility tends to rise or fall throughout the year --- all important for futures options traders trying to decide if and when to buy or sell premium.

Please click on the below links to view a SAMPLE of each chart.

1. Daily Volatility Charts
2. Weekly Volatility Charts
 3. Monthly Volatility Charts

Click here to also view a SAMPLE of our "Daily Volatility Numbers Report". These daily numerical updates are automatically emailed to MRCI Online subscribers per their request by clicking on the "Email Implied Volatiliy Numbers" link on the 3rd row of our MRCI Online subscriber homepage: http://www.mrci.com/client

MRCI Online subscribers can also be automatically set up to receive this consolidated report of implied volatilty numbers via email each night.

Click here for high resolution chart in PDF format
Copyright © 2008 Moore Research Center, Inc. All Rights Reserved.
Daily Volatility Chart - Click for PDF Version

Chart Legend:
  • the green line represents the 15 year central tendency of 20 day historical volatility (1990-2004)
  • the blue lines represent 1 standard deviation from the central tendency
  • the red line represents the implied volatility
  • the magenta line represents the current markets 20 day historical volatility
  • The daily chart above displays the average historical volatility (and one standard deviation in each direction). At any given point on this line, volatility has been found above half the time, and below half the time, on average. Historical volatility has traditionally been found between the two outside bands 68% of the time. When overlaid with current implied volatilty we are able to distinguish those levels that fall outside the historical norm, creating a reference point regarding current option market prices.