Website charts: https://www.mrci.com/client/options MRCI's Implied Volatility Data as of Monday August 01, 2022 /==================================================================================\ | Contract | IV | HV | +1SD | CTHV | -1SD |IV+-% |D2EX| |==============================|=======|=======|=======|=======|=======|======|====| |Jan23 Natural Gas(NYM) | 101.65| 78.41| 34.72| 26.28| 17.84| +286%| 148| |Dec22 Natural Gas(NYM) | 97.93| 80.29| 36.81| 28.10| 19.40| +248%| 116| |Nov22 Natural Gas(NYM) | 95.18| 83.00| 42.41| 32.94| 23.47| +188%| 86| |Oct22 Natural Gas(NYM) | 90.89| 85.21| 50.52| 38.53| 26.54| +135%| 57| |Sep22 Natural Gas(NYM) | 86.96| 85.97| 54.24| 40.72| 27.20| +113%| 25| |Sep22 Soybean Oil(CBOT) | 44.46| 62.31| 28.78| 21.59| 14.40| +105%| 25| |Nov22 Lumber(CME) | 64.52| 41.69| 50.33| 31.72| 13.10| +103%| 88| |Jan23 NY Harbor ULSD(NYM) | 52.56| 47.35| 35.49| 25.98| 16.47| +102%| 148| |Dec22 NY Harbor ULSD(NYM) | 52.63| 49.98| 36.20| 26.52| 16.84| +98%| 116| |Nov22 NY Harbor ULSD(NYM) | 52.93| 52.19| 36.98| 27.12| 17.27| +95%| 86| |Oct22 Soybean Oil(CBOT) | 41.92| 62.47| 29.20| 21.77| 14.33| +92%| 53| |Sep22 NY Harbor ULSD(NYM) | 54.30| 56.19| 38.63| 28.36| 18.09| +91%| 25| |Oct22 NY Harbor ULSD(NYM) | 53.09| 54.24| 37.82| 27.75| 17.68| +91%| 57| |Jan23 RBOB Gasoline(NYM) | 53.29| 54.58| 38.19| 28.01| 17.84| +90%| 148| |Nov22 RBOB Gasoline(NYM) | 55.33| 60.39| 39.46| 29.22| 18.98| +89%| 86| |Sep22 Lumber(CME) | 65.26| 52.26| 52.66| 34.51| 16.36| +89%| 25| |Dec22 RBOB Gasoline(NYM) | 53.82| 57.71| 38.84| 28.61| 18.38| +88%| 116| |Mar23 Cotton(ICE) | 40.56| 54.75| 29.34| 22.16| 14.98| +83%| 193| |Oct22 RBOB Gasoline(NYM) | 53.94| 61.73| 40.15| 30.00| 19.84| +79%| 57| |Dec22 Soybean Oil(CBOT) | 39.19| 62.62| 29.50| 22.03| 14.57| +77%| 116| |Dec22 Cotton(ICE) | 42.10| 53.13| 31.85| 23.66| 15.47| +77%| 102| |Sep22 RBOB Gasoline(NYM) | 53.40| 60.22| 39.69| 30.23| 20.77| +76%| 25| |Dec22 NASDAQ 100 E-Mini(CME) | 27.20| 27.54| 20.24| 15.54| 10.83| +75%| 137| |Jan23 Soybean Oil(CBOT) | 37.70| 62.02| 29.22| 21.79| 14.36| +73%| 144| |Jan23 Brent Crude Oil(ICE) | 46.49| 59.51| 38.05| 27.21| 16.37| +70%| 115| |Sep22 NASDAQ 100 E-Mini(CME) | 25.99| 27.57| 20.21| 15.53| 10.84| +67%| 46| |Dec22 Brent Crude Oil(ICE) | 46.01| 60.23| 38.76| 27.79| 16.83| +65%| 85| |Jan23 Crude Oil(NYM) | 47.40| 59.22| 39.70| 28.86| 18.02| +64%| 136| |Dec22 S & P 500 E-Mini(CME) | 21.96| 19.60| 18.94| 13.41| 7.87| +63%| 137| |Dec22 Crude Oil(NYM) | 47.55| 59.99| 40.39| 29.64| 18.90| +60%| 106| |Oct22 Brent Crude Oil(ICE) | 46.11| 60.97| 40.07| 29.00| 17.92| +59%| 24| |Nov22 Brent Crude Oil(ICE) | 45.43| 60.66| 39.46| 28.40| 17.33| +59%| 56| |Mar23 Soybean Oil(CBOT) | 33.76| 60.56| 28.83| 21.48| 14.14| +57%| 207| |Sep22 Wheat(KCBT) | 46.90| 54.30| 37.43| 29.71| 22.00| +57%| 25| |Nov22 Crude Oil(NYM) | 46.86| 60.78| 41.13| 30.52| 19.91| +53%| 77| |Sep22 S & P 500 E-Mini(CME) | 20.29| 19.59| 18.85| 13.34| 7.84| +52%| 46| |Sep22 Crude Oil(NYM) | 48.60| 61.89| 42.65| 32.34| 22.02| +50%| 16| |Oct22 Crude Oil(NYM) | 47.23| 61.47| 41.92| 31.42| 20.93| +50%| 45| |Sep22 Wheat(MGE) | 38.09| 53.33| 35.16| 25.71| 16.27| +48%| 25| |Sep22 Wheat(CBOT) | 47.95| 55.03| 40.31| 32.59| 24.87| +47%| 25| |Dec22 Wheat(KCBT) | 41.11| 53.50| 35.39| 28.12| 20.86| +46%| 116| |Sep22 Copper(CMX) | 31.88| 40.81| 28.15| 21.95| 15.75| +45%| 24| |Sep22 10-Year T-Notes(CBOT) | 7.63| 7.77| 7.56| 5.30| 3.05| +43%| 25| |Dec22 Copper(CMX) | 30.77| 40.93| 27.53| 21.46| 15.39| +43%| 115| |Mar23 Wheat(KCBT) | 37.48| 52.81| 33.47| 26.86| 20.25| +39%| 207| |Sep22 30-Year T-Bonds(CBOT) | 13.27| 13.07| 12.66| 9.74| 6.81| +36%| 25| |Dec22 10-Year T-Notes(CBOT) | 7.47| 7.72| 7.81| 5.51| 3.21| +35%| 116| |Dec22 Wheat(CBOT) | 41.02| 52.79| 37.49| 30.70| 23.91| +33%| 116| |Mar23 Wheat(CBOT) | 37.41| 50.05| 33.96| 28.46| 22.95| +31%| 207| |Dec22 30-Year T-Bonds(CBOT) | 12.78| 13.10| 12.77| 9.83| 6.89| +30%| 116| |Sep22 EuroFX(CME) | 10.06| 10.51| 10.64| 7.75| 4.86| +29%| 39| |Oct22 Class III Milk(CME) | 23.47| 28.49| 25.63| 18.07| 10.50| +29%| 92| |Sep22 Japanese Yen(CME) | 11.23| 10.43| 12.68| 8.72| 4.77| +28%| 39| |Feb23 Gold(CMX) | 17.03| 14.95| 17.73| 13.39| 9.04| +27%| 178| |Sep22 Soybeans(CBOT) | 35.49| 42.35| 38.48| 27.95| 17.42| +26%| 25| |Sep22 US Dollar Index(ICE) | 8.48| 8.79| 8.99| 6.69| 4.39| +26%| 39| |Dec22 Gold(CMX) | 16.64| 14.98| 17.72| 13.38| 9.04| +24%| 115| |Sep22 Coffee "C"(ICE) | 40.90| 46.58| 46.37| 33.18| 19.99| +23%| 11| |Dec22 Coffee "C"(ICE) | 38.21| 46.12| 45.04| 32.08| 19.11| +19%| 102| |Sep22 Corn(CBOT) | 38.49| 43.75| 39.34| 32.35| 25.37| +18%| 25| |Oct22 Gold(CMX) | 15.85| 14.92| 17.70| 13.37| 9.03| +18%| 56| |Sep22 British Pound(CME) | 9.77| 9.44| 11.65| 8.39| 5.14| +16%| 39| |Dec22 Silver(CMX) | 28.96| 34.73| 35.00| 25.09| 15.17| +15%| 115| |Nov22 London Coffee(LCE) | 26.53| 20.47| 30.92| 23.15| 15.39| +14%| 79| |Jan23 Feeder Cattle(CME) | 15.24| 13.52| 19.02| 13.41| 7.80| +13%| 178| |Sep22 Soybean Meal(CBOT) | 34.99| 35.24| 43.39| 30.75| 18.11| +13%| 25| |Sep22 Australian Dollar(CME) | 11.82| 9.61| 13.73| 10.41| 7.08| +13%| 39| |Nov22 Feeder Cattle(CME) | 15.60| 13.91| 19.85| 14.16| 8.48| +10%| 108| |Sep22 Silver(CMX) | 27.81| 35.10| 35.07| 25.13| 15.18| +10%| 24| |Nov22 Soybeans(CBOT) | 30.31| 43.33| 38.46| 27.88| 17.31| +8%| 81| |Sep22 Cocoa(ICE) | 30.64| 28.39| 37.43| 28.32| 19.21| +8%| 4| |Sep22 London Coffee(LCE) | 26.43| 21.65| 32.40| 24.51| 16.63| +7%| 16| |Oct22 Feeder Cattle(CME) | 15.84| 15.36| 20.38| 14.84| 9.30| +6%| 87| |Dec22 Corn(CBOT) | 33.49| 45.85| 38.81| 31.71| 24.60| +5%| 116| |Dec22 Live Cattle(CME) | 12.26| 9.85| 16.41| 12.02| 7.63| +2%| 123| |Oct22 Soybean Meal(CBOT) | 31.16| 40.35| 42.91| 30.68| 18.45| +1%| 53| |Mar23 Corn(CBOT) | 30.41| 44.05| 37.19| 30.04| 22.89| +1%| 207| |Jan23 Soybeans(CBOT) | 27.42| 42.78| 37.64| 27.27| 16.91| +0%| 144| |Sep22 Class III Milk(CME) | 21.10| 33.61| 29.98| 20.98| 11.98| +0%| 64| |Sep22 Orange Juice(ICE) | 30.70| 38.43| 41.34| 31.16| 20.99| -1%| 4| |Mar23 Soybeans(CBOT) | 25.45| 40.88| 35.84| 26.00| 16.15| -2%| 207| |Sep22 Feeder Cattle(CME) | 15.00| 17.07| 21.18| 15.47| 9.77| -3%| 59| |Oct22 Lean Hogs(CME) | 26.52| 22.72| 36.96| 27.79| 18.62| -4%| 74| |Dec22 Cocoa(ICE) | 25.11| 25.42| 35.42| 26.39| 17.37| -4%| 95| |Dec22 London Cocoa(LCE) | 20.14| 21.18| 28.64| 21.26| 13.87| -5%| 121| |Sep22 Canadian Dollar(CME) | 7.32| 8.21| 10.19| 7.79| 5.40| -6%| 39| |Dec22 Soybean Meal(CBOT) | 28.04| 41.20| 43.19| 31.20| 19.21| -10%| 116| |Oct22 Live Cattle(CME) | 12.36| 10.76| 18.07| 13.96| 9.84| -11%| 67| |Mar23 Sugar #11(ICE) | 21.38| 25.38| 33.19| 24.19| 15.19| -11%| 198| |Aug22 Feeder Cattle(CME) | 13.47| 18.33| 21.31| 15.60| 9.90| -13%| 24| |Jan23 Soybean Meal(CBOT) | 26.54| 40.01| 42.55| 30.61| 18.67| -13%| 144| |Nov22 Orange Juice(ICE) | 24.76| 34.32| 38.65| 28.77| 18.88| -13%| 67| |Mar23 Soybean Meal(CBOT) | 24.86| 36.87| 40.30| 28.98| 17.66| -14%| 207| |Oct22 Sugar #11(ICE) | 24.20| 28.04| 39.41| 28.84| 18.27| -16%| 45| |Aug22 Live Cattle(CME) | 11.38| 11.34| 18.49| 13.99| 9.50| -18%| 4| |Oct22 London Sugar(LCE) | 18.14| 24.26| 31.11| 22.15| 13.19| -18%| 31| |Sep22 London Cocoa(LCE) | 19.11| 25.71| 31.68| 23.80| 15.92| -19%| 30| |Mar23 Eurodollars(CME) | 41.40| 40.62| 74.44| 51.92| 29.39| -20%| 224| |Mar23 London Sugar(LCE) | 14.49| 18.63| 26.55| 18.88| 11.21| -23%| 184| |Dec22 Eurodollars(CME) | 32.64| 35.77| 66.76| 44.64| 22.51| -26%| 140| |Dec22 London Sugar(LCE) | 14.49| 19.61| 28.76| 20.09| 11.41| -27%| 92| |Aug22 Lean Hogs(CME) | 16.92| 22.52| 33.97| 25.71| 17.45| -34%| 11| |Sep22 Eurodollars(CME) | 21.39| 35.95| 58.83| 35.20| 11.58| -39%| 49| |Aug22 Class III Milk(CME) | 7.74| 28.69| 26.81| 19.63| 12.46| -60%| 29| \==================================================================================/ 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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