Website charts: https://www.mrci.com/client/options MRCI's Implied Volatility Data as of Friday February 27, 2026 /==================================================================================\ | Contract | IV | HV | +1SD | CTHV | -1SD |IV+-% |D2EX| |==============================|=======|=======|=======|=======|=======|======|====| |Mar26 Japanese Yen(CME) | 200.00| 9.18| 11.64| 8.93| 6.22|+2139%| 7| |Jun26 Japanese Yen(CME) | 62.03| 9.19| 11.63| 8.92| 6.20| +595%| 98| |May26 Silver(CMX) | 81.39| 238.78| 36.66| 25.61| 14.56| +217%| 59| |Jul26 Silver(CMX) | 79.36| 238.63| 36.46| 25.50| 14.54| +211%| 118| |Sep26 Silver(CMX) | 74.51| 238.54| 36.20| 25.36| 14.52| +193%| 180| |May26 Orange Juice(ICE) | 70.72| 106.83| 39.82| 29.76| 19.69| +137%| 35| |May26 Brent Crude Oil(ICE) | 60.43| 33.81| 44.54| 28.20| 11.85| +114%| 26| |Apr26 NY Harbor ULSD(NYM) | 60.85| 39.46| 43.11| 28.80| 14.50| +111%| 27| |Apr26 Gold(CMX) | 29.42| 60.36| 18.36| 13.96| 9.56| +110%| 27| |Apr26 Crude Oil(NYM) | 65.29| 34.07| 48.62| 31.00| 13.37| +110%| 18| |Jul26 Orange Juice(ICE) | 57.40| 103.78| 37.36| 27.69| 18.01| +107%| 98| |Jun26 Gold(CMX) | 27.90| 60.46| 18.33| 13.92| 9.52| +100%| 88| |Aug26 Gold(CMX) | 27.07| 60.50| 18.30| 13.89| 9.47| +94%| 150| |May26 Crude Oil(NYM) | 56.16| 33.58| 46.14| 29.65| 13.16| +89%| 48| |Oct26 Gold(CMX) | 26.13| 60.54| 18.25| 13.83| 9.41| +88%| 209| |Dec26 Gold(CMX) | 25.83| 60.59| 18.21| 13.77| 9.33| +87%| 271| |Jun26 Brent Crude Oil(ICE) | 50.41| 33.11| 42.99| 27.32| 11.65| +84%| 56| |May26 NY Harbor ULSD(NYM) | 50.61| 35.53| 41.05| 27.38| 13.71| +84%| 59| |May26 London Cocoa(LCE) | 43.81| 65.30| 37.12| 24.14| 11.17| +81%| 62| |Jun26 NY Harbor ULSD(NYM) | 46.82| 32.70| 39.38| 26.20| 13.01| +78%| 88| |Sep26 London Cocoa(LCE) | 38.04| 63.18| 33.99| 21.39| 8.79| +77%| 185| |Jun26 Crude Oil(NYM) | 50.01| 32.72| 44.11| 28.51| 12.91| +75%| 77| |Jul26 London Cocoa(LCE) | 39.01| 63.73| 35.36| 22.51| 9.66| +73%| 123| |Jul26 NY Harbor ULSD(NYM) | 43.28| 30.47| 38.02| 25.28| 12.55| +71%| 118| |Jul26 Copper(CMX) | 34.57| 36.50| 26.34| 20.36| 14.38| +69%| 118| |Sep26 Copper(CMX) | 34.03| 36.24| 26.07| 20.10| 14.13| +69%| 180| |Jul26 Brent Crude Oil(ICE) | 44.99| 32.30| 41.59| 26.54| 11.48| +69%| 87| |May26 Cocoa(ICE) | 47.09| 65.14| 44.13| 28.03| 11.93| +67%| 35| |Jun26 Class III Milk(CME) | 24.09| 26.12| 19.29| 14.66| 10.03| +64%| 123| |May26 Soybean Oil(CBOT) | 34.54| 21.07| 27.04| 21.18| 15.33| +63%| 56| |May26 Copper(CMX) | 33.75| 36.89| 26.72| 20.68| 14.65| +63%| 59| |Jul26 Crude Oil(NYM) | 44.95| 31.82| 42.50| 27.58| 12.66| +62%| 110| |Sep26 Cocoa(ICE) | 40.46| 62.44| 39.23| 25.11| 11.00| +61%| 161| |Aug26 Brent Crude Oil(ICE) | 41.37| 31.54| 40.28| 25.80| 11.31| +60%| 117| |Apr26 RBOB Gasoline(NYM) | 44.86| 27.26| 40.46| 27.94| 15.41| +60%| 27| |Jul26 Cocoa(ICE) | 42.07| 64.04| 41.62| 26.54| 11.45| +58%| 98| |Aug26 Live Cattle(CME) | 16.97| 13.91| 14.45| 10.80| 7.15| +57%| 161| |Aug26 Crude Oil(NYM) | 42.01| 31.00| 41.02| 26.71| 12.40| +57%| 139| |Sep26 Soybean Oil(CBOT) | 29.18| 19.33| 23.56| 18.82| 14.08| +55%| 175| |Aug26 Feeder Cattle(CME) | 19.31| 16.22| 16.85| 12.47| 8.09| +54%| 181| |Oct26 Soybean Oil(CBOT) | 28.06| 18.87| 22.92| 18.13| 13.34| +54%| 210| |Jun26 Live Cattle(CME) | 17.98| 15.13| 15.62| 11.79| 7.96| +52%| 98| |Aug26 Soybean Oil(CBOT) | 29.71| 19.83| 24.49| 19.61| 14.72| +51%| 147| |Jul26 Soybean Oil(CBOT) | 30.42| 20.42| 25.67| 20.40| 15.13| +49%| 119| |May26 Feeder Cattle(CME) | 19.97| 16.77| 18.24| 13.75| 9.25| +45%| 90| |Jun26 RBOB Gasoline(NYM) | 36.91| 26.47| 37.98| 26.13| 14.28| +41%| 88| |May26 RBOB Gasoline(NYM) | 37.75| 26.83| 39.05| 26.95| 14.85| +40%| 59| |Apr26 Live Cattle(CME) | 18.43| 16.75| 17.04| 13.18| 9.31| +39%| 35| |Sep26 Corn(CBOT) | 21.86| 9.71| 22.09| 15.68| 9.27| +39%| 175| |May26 Class III Milk(CME) | 24.17| 33.67| 22.97| 17.75| 12.52| +36%| 95| |Apr26 Feeder Cattle(CME) | 19.56| 16.52| 19.21| 14.61| 10.01| +33%| 62| |Sep26 Coffee "C"(ICE) | 37.31| 35.66| 40.88| 29.02| 17.16| +28%| 168| |Jul26 Coffee "C"(ICE) | 37.75| 36.26| 42.06| 29.92| 17.79| +26%| 105| |Sep26 Soybeans(CBOT) | 17.51| 9.01| 20.46| 14.57| 8.67| +20%| 175| |Jun26 Natural Gas(NYM) | 48.74| 102.62| 55.10| 40.55| 26.01| +20%| 88| |Jul26 Natural Gas(NYM) | 45.79| 87.39| 51.43| 37.95| 24.47| +20%| 118| |Mar26 Feeder Cattle(CME) | 17.62| 15.46| 19.22| 14.85| 10.47| +18%| 27| |Aug26 Lean Hogs(CME) | 18.57| 13.57| 21.67| 15.64| 9.61| +18%| 168| |Nov26 Soybeans(CBOT) | 16.09| 8.20| 19.70| 13.71| 7.71| +17%| 238| |Oct26 Soybean Meal(CBOT) | 19.31| 12.94| 22.44| 16.72| 11.00| +15%| 210| |Oct26 Cotton(ICE) | 20.53| 9.49| 28.94| 17.75| 6.56| +15%| 196| |May26 Coffee "C"(ICE) | 35.81| 36.95| 43.55| 31.00| 18.45| +15%| 42| |Apr26 Class III Milk(CME) | 24.14| 38.64| 27.65| 20.85| 14.05| +15%| 60| |Sep26 Soybean Meal(CBOT) | 19.89| 14.14| 23.05| 17.42| 11.80| +14%| 175| |Jul26 Corn(CBOT) | 19.86| 11.25| 24.58| 17.37| 10.16| +14%| 119| |May26 Wheat(KCBT) | 30.42| 25.62| 35.59| 26.46| 17.32| +14%| 56| |May26 Natural Gas(NYM) | 50.23| 115.90| 59.67| 43.75| 27.83| +14%| 59| |Aug26 Soybeans(CBOT) | 17.77| 11.85| 21.59| 15.62| 9.64| +13%| 147| |Sep26 Wheat(KCBT) | 27.69| 22.33| 33.05| 24.45| 15.85| +13%| 175| |Jul26 Wheat(KCBT) | 28.70| 23.83| 34.56| 25.58| 16.61| +12%| 119| |Aug26 Soybean Meal(CBOT) | 20.52| 15.60| 24.31| 18.33| 12.36| +11%| 147| |Sep26 Wheat(CBOT) | 27.14| 21.64| 34.18| 24.42| 14.67| +11%| 175| |Jun26 2 Year T-Notes(CBOT) | 1.47| 1.18| 2.13| 1.32| 0.50| +11%| 84| |Jul26 Soybean Meal(CBOT) | 21.09| 17.08| 24.98| 19.15| 13.32| +10%| 119| |Jul26 Lean Hogs(CME) | 18.47| 14.36| 23.61| 16.80| 9.99| +9%| 137| |May26 Soybean Meal(CBOT) | 22.01| 18.20| 25.81| 20.07| 14.32| +9%| 56| |Jul26 Wheat(CBOT) | 27.84| 22.70| 35.58| 25.67| 15.77| +8%| 119| |Apr26 Natural Gas(NYM) | 52.12| 124.12| 65.06| 48.18| 31.30| +8%| 27| |May26 Soybeans(CBOT) | 18.07| 14.16| 23.01| 16.85| 10.68| +7%| 56| |Jul26 Soybeans(CBOT) | 17.42| 13.44| 22.16| 16.18| 10.20| +7%| 119| |Mar26 NASDAQ 100 E-Mini(CME) | 21.21| 18.94| 29.03| 19.90| 10.77| +6%| 21| |May26 Wheat(CBOT) | 28.82| 24.09| 37.51| 27.49| 17.48| +4%| 56| |Mar26 S & P 500 E-Mini(CME) | 16.31| 13.18| 23.24| 15.78| 8.32| +3%| 21| |Mar26 Australian Dollar(CME) | 10.06| 9.06| 12.04| 9.79| 7.54| +2%| 7| |Jun26 Lean Hogs(CME) | 18.74| 14.91| 26.25| 18.96| 11.67| -1%| 105| |May26 Corn(CBOT) | 17.80| 11.77| 25.54| 18.10| 10.66| -1%| 56| |Jun26 New Zealand Dollar(CME) | 10.20| 8.48| 12.58| 10.31| 8.04| -1%| 98| |Jun26 Australian Dollar(CME) | 9.33| 9.08| 12.00| 9.76| 7.53| -4%| 98| |Jun26 US Dollar Index(ICE) | 6.02| 5.02| 8.08| 6.32| 4.56| -4%| 98| |Oct26 London Sugar(LCE) | 17.55| 15.59| 23.42| 18.40| 13.37| -4%| 186| |Mar26 US Dollar Index(ICE) | 6.01| 4.99| 8.16| 6.34| 4.53| -5%| 7| |Jun26 5-Year T-Notes(CBOT) | 3.37| 2.74| 4.96| 3.66| 2.36| -7%| 84| |Jun26 30-Year T-Bonds(CBOT) | 8.98| 6.84| 12.28| 9.89| 7.50| -9%| 84| |May26 London Sugar(LCE) | 19.70| 18.88| 27.72| 21.98| 16.24| -10%| 33| |Aug26 London Sugar(LCE) | 18.15| 17.77| 25.76| 20.18| 14.60| -10%| 124| |Mar26 British Pound(CME) | 7.18| 6.54| 10.17| 8.11| 6.04| -11%| 7| |Jun26 British Pound(CME) | 7.19| 6.52| 10.14| 8.09| 6.03| -11%| 98| |Jul26 Sugar #11(ICE) | 21.69| 22.28| 33.67| 24.41| 15.15| -11%| 108| |Jun26 10-Year T-Notes(CBOT) | 4.68| 3.92| 7.02| 5.53| 4.04| -15%| 84| |May26 Lean Hogs(CME) | 17.82| 16.18| 30.80| 21.25| 11.70| -16%| 76| |May26 Sugar #11(ICE) | 21.72| 22.89| 36.21| 27.06| 17.90| -19%| 47| |Jul26 Cotton(ICE) | 16.42| 12.25| 30.24| 20.77| 11.30| -20%| 98| |Jun26 EuroFX(CME) | 6.01| 5.54| 9.83| 7.72| 5.62| -22%| 98| |Mar26 EuroFX(CME) | 5.96| 5.56| 9.84| 7.75| 5.66| -23%| 7| |Mar26 New Zealand Dollar(CME) | 7.81| 8.45| 12.60| 10.32| 8.04| -24%| 7| |Mar26 Class III Milk(CME) | 15.00| 40.94| 26.83| 20.31| 13.79| -26%| 32| |Feb26 Class III Milk(CME) | 5.91| 7.63| 10.80| 8.11| 5.42| -27%| 4| |Jun26 Canadian Dollar(CME) | 4.95| 5.35| 9.28| 6.88| 4.47| -28%| 98| |Mar26 Canadian Dollar(CME) | 4.79| 5.36| 9.35| 6.91| 4.47| -30%| 7| |May26 Cotton(ICE) | 14.39| 13.52| 30.31| 21.66| 13.00| -33%| 42| |Apr26 Lean Hogs(CME) | 15.80| 17.91| 38.88| 28.00| 17.11| -43%| 46| \==================================================================================/ 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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