Website charts: https://www.mrci.com/client/options MRCI's Implied Volatility Data as of Wednesday May 01, 2024 /==================================================================================\ | Contract | IV | HV | +1SD | CTHV | -1SD |IV+-% |D2EX| |==============================|=======|=======|=======|=======|=======|======|====| |Jun24 Japanese Yen(CME) | 45.70| 9.34| 13.36| 9.22| 5.08| +395%| 37| |Dec24 London Cocoa(LCE) | 68.21| -1.00| 27.92| 18.72| 9.51| +264%| 212| |Sep24 London Cocoa(LCE) | 72.21| -1.00| 29.19| 20.16| 11.14| +258%| 121| |Jul24 London Cocoa(LCE) | 74.69| -1.00| 31.22| 22.02| 12.81| +239%| 58| |Sep24 Cocoa(ICE) | 74.44| 111.94| 34.74| 25.02| 15.30| +197%| 93| |Jul24 Cocoa(ICE) | 76.85| 108.70| 36.13| 26.08| 16.04| +194%| 37| |Dec24 Cocoa(ICE) | 68.74| 108.74| 33.33| 23.86| 14.39| +188%| 184| |Sep24 Class III Milk(CME) | 23.22| 11.74| 18.44| 12.27| 6.11| +89%| 153| |Oct24 Cotton(ICE) | 37.35| 20.08| 30.20| 21.96| 13.73| +70%| 135| |Jan25 Soybean Oil(CBOT) | 28.74| 21.46| 22.94| 17.83| 12.72| +61%| 240| |Oct24 Soybean Oil(CBOT) | 29.30| 22.91| 23.74| 18.42| 13.09| +59%| 142| |Aug24 Class III Milk(CME) | 23.86| 16.36| 22.18| 14.94| 7.71| +59%| 125| |Dec24 Soybean Oil(CBOT) | 28.71| 22.08| 23.30| 18.12| 12.95| +58%| 205| |Sep24 Soybean Oil(CBOT) | 29.23| 23.81| 24.56| 18.88| 13.20| +54%| 114| |Aug24 Soybean Oil(CBOT) | 28.90| 24.83| 25.58| 19.39| 13.19| +49%| 86| |Jun24 10-Year T-Notes(CBOT) | 6.70| 7.85| 6.48| 4.72| 2.95| +42%| 23| |Jul24 Soybean Oil(CBOT) | 28.06| 25.67| 27.42| 20.21| 13.01| +38%| 51| |Oct24 Soybean Meal(CBOT) | 23.99| 16.41| 24.11| 17.33| 10.55| +38%| 142| |Dec24 Soybean Meal(CBOT) | 23.16| 15.45| 23.62| 17.02| 10.43| +36%| 205| |Sep24 10-Year T-Notes(CBOT) | 6.63| 7.97| 6.67| 4.90| 3.13| +35%| 114| |Jan25 Soybean Meal(CBOT) | 22.25| 15.03| 22.85| 16.54| 10.23| +34%| 240| |Jun24 30-Year T-Bonds(CBOT) | 12.07| 13.56| 11.90| 9.14| 6.38| +32%| 23| |Sep24 30-Year T-Bonds(CBOT) | 12.07| 13.60| 12.08| 9.27| 6.46| +30%| 114| |Dec24 Coffee "C"(ICE) | 37.40| 37.52| 38.82| 28.65| 18.48| +30%| 191| |Oct24 Natural Gas(NYM) | 44.13| 27.83| 49.31| 33.98| 18.65| +29%| 147| |Sep24 Coffee "C"(ICE) | 38.43| 38.19| 39.90| 29.62| 19.35| +29%| 100| |Jul24 Class III Milk(CME) | 24.45| 23.75| 27.36| 18.92| 10.48| +29%| 90| |Sep24 Soybeans(CBOT) | 19.66| 11.90| 20.60| 15.35| 10.09| +28%| 114| |Jun24 Natural Gas(NYM) | 53.05| 46.47| 59.39| 41.63| 23.87| +27%| 27| |Nov24 Soybeans(CBOT) | 18.51| 11.05| 19.75| 14.67| 9.60| +26%| 177| |Sep24 Corn(CBOT) | 28.03| 13.19| 29.56| 22.23| 14.90| +26%| 114| |Sep24 Natural Gas(NYM) | 44.80| 30.84| 51.05| 35.43| 19.81| +26%| 118| |Dec24 Corn(CBOT) | 25.60| 12.36| 28.12| 20.74| 13.37| +23%| 205| |Jan25 Soybeans(CBOT) | 17.53| 10.52| 19.31| 14.29| 9.26| +22%| 240| |Aug24 Natural Gas(NYM) | 44.49| 31.87| 51.96| 36.37| 20.77| +22%| 86| |Sep24 Wheat(MGE) | 26.39| 16.43| 27.74| 21.77| 15.80| +21%| 114| |Jul24 Coffee "C"(ICE) | 37.03| 38.51| 40.72| 30.41| 20.10| +21%| 43| |Jul24 Natural Gas(NYM) | 46.13| 35.50| 54.19| 38.24| 22.29| +20%| 55| |Sep24 Wheat(CBOT) | 32.77| 24.34| 33.51| 27.74| 21.97| +18%| 114| |Jul24 Wheat(MGE) | 26.72| 17.56| 28.37| 22.60| 16.84| +18%| 51| |Aug24 Soybeans(CBOT) | 19.42| 12.99| 21.94| 16.52| 11.10| +17%| 86| |Dec24 Lean Hogs(CME) | 25.17| 14.01| 31.96| 21.84| 11.72| +15%| 226| |Dec24 Copper(CMX) | 26.74| 20.26| 30.83| 23.09| 15.35| +15%| 208| |Jul24 Soybean Meal(CBOT) | 24.32| 18.03| 28.22| 21.31| 14.39| +14%| 51| |Jul24 Wheat(CBOT) | 33.53| 25.30| 35.20| 29.24| 23.28| +14%| 51| |Dec24 Wheat(CBOT) | 29.67| 22.28| 31.33| 25.94| 20.54| +14%| 205| |Jul24 Wheat(KCBT) | 34.17| 28.51| 34.31| 29.87| 25.42| +14%| 51| |Sep24 Wheat(KCBT) | 32.94| 27.11| 33.18| 28.76| 24.35| +14%| 114| |Jul24 Cotton(ICE) | 29.73| 26.05| 33.50| 26.09| 18.68| +13%| 44| |Dec24 Wheat(MGE) | 23.59| 15.66| 26.95| 20.88| 14.81| +12%| 205| |Jun24 Class III Milk(CME) | 25.28| 31.60| 32.70| 22.39| 12.08| +12%| 62| |Jun24 Live Cattle(CME) | 18.77| 16.74| 23.14| 16.86| 10.58| +11%| 37| |Oct24 Lean Hogs(CME) | 25.54| 15.51| 34.12| 22.93| 11.75| +11%| 166| |Sep24 Copper(CMX) | 25.93| 20.83| 31.24| 23.44| 15.64| +10%| 117| |Aug24 Live Cattle(CME) | 17.10| 17.60| 20.78| 15.56| 10.33| +9%| 93| |Dec24 Wheat(KCBT) | 29.76| 25.33| 31.71| 27.19| 22.67| +9%| 205| |Dec24 Live Cattle(CME) | 13.92| 15.23| 17.64| 12.83| 8.01| +8%| 219| |Feb25 Live Cattle(CME) | 12.93| 14.07| 16.54| 11.95| 7.36| +8%| 282| |Aug24 Lean Hogs(CME) | 25.56| 20.37| 34.78| 23.53| 12.27| +8%| 105| |Oct24 Live Cattle(CME) | 15.19| 16.72| 19.32| 14.11| 8.90| +7%| 156| |Dec24 Cotton(ICE) | 20.53| 17.69| 28.36| 19.24| 10.12| +6%| 191| |Jul24 Copper(CMX) | 25.26| 21.26| 31.60| 23.71| 15.81| +6%| 55| |Nov24 Feeder Cattle(CME) | 15.92| 17.00| 20.28| 15.07| 9.86| +5%| 204| |Oct24 RBOB Gasoline(NYM) | 30.36| 22.31| 52.22| 29.14| 6.06| +4%| 147| |Jul24 Soybeans(CBOT) | 17.88| 13.57| 23.16| 17.33| 11.50| +3%| 51| |Oct24 Feeder Cattle(CME) | 15.97| 17.64| 20.67| 15.59| 10.52| +2%| 183| |Jul24 Corn(CBOT) | 23.69| 14.01| 29.88| 23.17| 16.47| +2%| 51| |Jan25 Orange Juice(ICE) | 25.48| 26.74| 37.79| 25.63| 13.46| +0%| 219| |Jun24 NASDAQ 100 E-Mini(CME) | 18.26| 20.02| 28.07| 18.63| 9.19| -1%| 51| |Oct24 Sugar #11(ICE) | 25.34| 25.10| 32.62| 25.82| 19.02| -1%| 138| |Sep24 Feeder Cattle(CME) | 15.91| 18.14| 21.64| 16.35| 11.05| -2%| 148| |Sep24 NY Harbor ULSD(NYM) | 25.63| 19.13| 42.06| 26.43| 10.81| -3%| 118| |Sep24 RBOB Gasoline(NYM) | 27.44| 22.30| 50.51| 28.29| 6.07| -3%| 118| |Sep24 Orange Juice(ICE) | 27.17| 26.06| 40.84| 28.23| 15.63| -3%| 93| |Sep24 Orange Juice(ICE) | 27.17| 26.06| 40.84| 28.23| 15.63| -3%| 93| |Dec24 London Sugar(LCE) | 19.31| 20.21| 25.89| 20.10| 14.30| -3%| 185| |Aug24 Feeder Cattle(CME) | 16.27| 18.77| 23.17| 17.29| 11.40| -5%| 120| |Jul24 Sugar #11(ICE) | 27.06| 26.88| 37.07| 29.06| 21.05| -6%| 47| |Jul24 Lean Hogs(CME) | 23.94| 23.71| 38.71| 25.77| 12.83| -7%| 72| |Aug24 NY Harbor ULSD(NYM) | 25.58| 19.88| 45.14| 27.58| 10.02| -7%| 86| |Dec24 Crude Oil(NYM) | 26.40| 18.84| 51.35| 29.31| 7.27| -9%| 198| |Jun24 Gold(CMX) | 15.04| 16.84| 26.40| 16.82| 7.25| -10%| 26| |Jul24 Orange Juice(ICE) | 27.83| 27.54| 43.40| 30.96| 18.51| -10%| 37| |Sep24 S & P 500 E-Mini(CME) | 13.71| 14.29| 24.72| 15.52| 6.33| -11%| 142| |Jun24 S & P 500 E-Mini(CME) | 13.50| 14.33| 24.68| 15.48| 6.27| -12%| 51| |Oct24 London Sugar(LCE) | 19.08| 21.40| 27.72| 21.71| 15.71| -12%| 123| |Jun24 US Dollar Index(ICE) | 5.79| 6.19| 8.66| 6.66| 4.66| -13%| 37| |Dec24 Gold(CMX) | 14.49| 16.72| 26.43| 16.78| 7.14| -13%| 208| |Jul24 Silver(CMX) | 25.73| 28.41| 43.78| 29.76| 15.75| -13%| 55| |Dec24 Silver(CMX) | 25.74| 28.04| 43.64| 29.61| 15.59| -13%| 208| |Aug24 Gold(CMX) | 14.29| 16.80| 26.41| 16.81| 7.21| -14%| 85| |Sep24 Silver(CMX) | 25.36| 28.19| 43.66| 29.68| 15.70| -14%| 117| |Jul24 NY Harbor ULSD(NYM) | 25.04| 20.86| 49.64| 29.14| 8.65| -14%| 55| |Aug24 RBOB Gasoline(NYM) | 25.11| 23.04| 54.60| 29.52| 4.43| -14%| 86| |Nov24 Crude Oil(NYM) | 25.89| 19.42| 54.80| 30.58| 6.37| -15%| 169| |Jun24 Australian Dollar(CME) | 9.03| 11.38| 15.01| 10.99| 6.96| -17%| 37| |Jun24 NY Harbor ULSD(NYM) | 25.21| 21.84| 55.37| 31.08| 6.79| -18%| 27| |Jun24 British Pound(CME) | 6.74| 7.15| 10.75| 8.32| 5.90| -19%| 37| |Jul24 RBOB Gasoline(NYM) | 25.01| 23.79| 59.58| 31.05| 2.51| -19%| 55| |May24 Feeder Cattle(CME) | 13.68| 18.25| 23.36| 17.32| 11.28| -20%| 29| |Oct24 Crude Oil(NYM) | 25.63| 20.03| 59.16| 32.10| 5.04| -20%| 139| |Aug24 London Sugar(LCE) | 18.79| 20.71| 30.68| 23.61| 16.54| -20%| 61| |Sep24 Brent Crude Oil(ICE) | 23.86| 19.98| 52.58| 30.56| 8.55| -21%| 85| |Jun24 EuroFX(CME) | 6.03| 6.27| 10.63| 7.89| 5.15| -23%| 37| |Jun24 Lean Hogs(CME) | 21.65| 27.20| 43.60| 28.53| 13.46| -24%| 44| |Sep24 Crude Oil(NYM) | 25.56| 20.76| 64.89| 33.96| 3.04| -24%| 106| |Jun24 RBOB Gasoline(NYM) | 24.29| 24.58| 65.11| 32.89| 0.66| -26%| 27| |Aug24 Brent Crude Oil(ICE) | 23.45| 20.56| 57.70| 32.26| 6.83| -27%| 54| |Aug24 Crude Oil(NYM) | 25.26| 21.48| 74.59| 36.71| -1.17| -31%| 77| |Jul24 Brent Crude Oil(ICE) | 23.28| 21.30| 65.38| 34.49| 3.61| -32%| 26| |Jun24 Canadian Dollar(CME) | 5.18| 5.88| 10.45| 7.80| 5.15| -33%| 37| |Jul24 Crude Oil(NYM) | 25.72| 22.33| 94.29| 41.55| -11.19| -38%| 47| |May24 Class III Milk(CME) | 12.03| 32.98| 32.09| 21.24| 10.39| -43%| 34| |May24 Lean Hogs(CME) | 14.09| 23.84| 51.08| 30.44| 9.79| -53%| 13| |Jun24 Crude Oil(NYM) | 26.22| 23.10| 211.65| 66.08| -79.49| -60%| 15| \==================================================================================/ Implied Volatility Description (IV) Current daily level of Implied Volatility (IV) for options on this futures contract, as derived from (implied by) options premiums (Black Model). Historical Volatility Description (HV) Current daily level of 20-day Historical Volatility (HV) for this futures contract, as calculated from futures price movement. Central Tendency Description (CTHV) Current daily level of the Central Tendency of Historical Volatility (CTHV), the 15-year average of 20-day historical volatility (of futures prices). Thus, CTHV is the historical reference against which to compare IV and HV. CTHV is also used to calculate +1 and -1 STD (Standard Deviation), between which HV has theoretically been found 67% of the time. Implied Volatility Over/Under Percentage Description (IV+-%) The percentage the current Implied Volatility (IV) is above or below the Central Tendency (CTHV). Days to Expiration Description (D2Ex) Conveniently enumerates how many days until options on that futures contract expires. If you have any questions, please just let us know. 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