Website charts:  https://www.mrci.com/client/options

   MRCI's Implied Volatility Data as of Wednesday September 01, 2021    
/==================================================================================\
|           Contract           |  IV   |  HV   | +1SD  | CTHV  | -1SD  |IV+-% |D2EX|
|==============================|=======|=======|=======|=======|=======|======|====|
|Sep21 Eurodollars(CME)        | 156.25|  46.04|  57.21|  30.18|   3.14| +417%|  12|
|Feb22 Natural Gas(NYM)        |  63.88|  35.79|  31.08|  23.87|  16.65| +167%| 147|
|Jan22 Natural Gas(NYM)        |  62.79|  36.45|  31.86|  24.49|  17.12| +156%| 118|
|Dec21 Natural Gas(NYM)        |  58.51|  37.45|  34.66|  26.61|  18.56| +119%|  85|
|Nov21 Natural Gas(NYM)        |  56.23|  39.58|  42.52|  31.74|  20.95|  +77%|  55|
|Mar22 Eurodollars(CME)        |  85.65|  61.48|  86.84|  54.11|  21.38|  +58%| 194|
|Dec21 Coffee "C"(ICE)         |  44.28|  25.35|  36.24|  28.96|  21.69|  +52%|  72|
|Dec21 Eurodollars(CME)        |  69.82|  56.68|  81.03|  46.36|  11.70|  +50%| 103|
|Mar22 Coffee "C"(ICE)         |  41.15|  24.87|  35.10|  27.97|  20.83|  +47%| 163|
|Oct21 Soybean Oil(CBOT)       |  32.65|  34.99|  29.46|  22.55|  15.63|  +44%|  23|
|Dec21 Soybean Oil(CBOT)       |  32.02|  35.51|  29.50|  22.70|  15.90|  +41%|  86|
|Jan22 Soybean Oil(CBOT)       |  31.30|  34.69|  29.20|  22.47|  15.73|  +39%| 114|
|Mar22 Soybean Oil(CBOT)       |  30.69|  33.20|  28.82|  22.13|  15.45|  +38%| 170|
|Oct21 Natural Gas(NYM)        |  54.08|  41.47|  56.79|  39.42|  22.05|  +37%|  26|
|Jan22 London Coffee(LCE)      |  28.33|  21.04|  29.10|  21.93|  14.76|  +29%| 105|
|Nov21 London Coffee(LCE)      |  29.91|  24.31|  30.98|  23.33|  15.67|  +28%|  49|
|Feb22 RBOB Gasoline(NYM)      |  36.42|  34.25|  40.67|  29.18|  17.68|  +24%| 147|
|Jan22 RBOB Gasoline(NYM)      |  36.47|  34.73|  41.61|  29.83|  18.04|  +22%| 118|
|Nov21 Orange Juice(ICE)       |  39.44|  39.10|  42.12|  32.55|  22.98|  +21%|  30|
|Mar22 London Coffee(LCE)      |  25.76|  18.07|  28.09|  21.14|  14.19|  +21%| 168|
|May22 Sugar #11(ICE)          |  28.51|  22.81|  31.62|  23.91|  16.19|  +19%| 226|
|Feb22 NY Harbor ULSD(NYM)     |  29.49|  32.00|  34.94|  24.89|  14.83|  +18%| 147|
|Dec21 Wheat(MGE)              |  28.63|  14.69|  35.98|  24.45|  12.93|  +17%|  86|
|Mar22 Copper(CMX)             |  27.36|  22.71|  31.90|  23.38|  14.85|  +17%| 175|
|Dec21 Copper(CMX)             |  27.61|  23.51|  32.51|  23.77|  15.02|  +16%|  85|
|Mar22 Sugar #11(ICE)          |  30.32|  25.56|  34.63|  26.06|  17.48|  +16%| 167|
|Oct21 Class III Milk(CME)     |  23.11|  23.27|  27.03|  19.80|  12.57|  +16%|  62|
|Mar22 Brent Crude Oil(ICE)    |  30.65|  30.38|  39.36|  26.45|  13.53|  +15%| 146|
|Jan22 NY Harbor ULSD(NYM)     |  29.29|  31.95|  35.51|  25.41|  15.31|  +15%| 118|
|Mar22 Wheat(MGE)              |  26.88|  13.76|  34.48|  23.40|  12.33|  +14%| 170|
|Mar22 Cotton(ICE)             |  26.11|  16.20|  27.99|  22.87|  17.75|  +14%| 163|
|Feb22 Brent Crude Oil(ICE)    |  30.59|  30.69|  39.94|  26.96|  13.97|  +13%| 114|
|Dec21 NY Harbor ULSD(NYM)     |  29.57|  32.04|  36.39|  26.14|  15.88|  +13%|  85|
|Feb22 Live Cattle(CME)        |  13.50|   6.62|  16.91|  11.98|   7.06|  +12%| 156|
|Apr22 Crude Oil(NYM)          |  30.87|  31.51|  41.84|  27.51|  13.18|  +12%| 197|
|Dec21 Live Cattle(CME)        |  14.48|  10.09|  18.03|  13.03|   8.04|  +11%|  93|
|Mar22 Crude Oil(NYM)          |  31.37|  31.83|  42.52|  28.05|  13.57|  +11%| 168|
|Feb22 Crude Oil(NYM)          |  31.56|  32.25|  43.17|  28.59|  14.01|  +10%| 138|
|Jan22 Brent Crude Oil(ICE)    |  30.41|  31.12|  40.53|  27.46|  14.38|  +10%|  84|
|Dec21 Cotton(ICE)             |  27.17|  17.53|  30.42|  24.90|  19.37|   +9%|  72|
|Nov21 NY Harbor ULSD(NYM)     |  29.61|  32.11|  37.39|  26.98|  16.56|   +9%|  55|
|Jan22 Feeder Cattle(CME)      |  14.38|   9.92|  19.07|  13.28|   7.49|   +8%| 148|
|Feb22 Lean Hogs(CME)          |  25.31|  21.94|  31.83|  23.32|  14.81|   +8%| 180|
|Sep21 Canadian Dollar(CME)    |   8.59|   9.41|  10.65|   7.92|   5.18|   +8%|   2|
|Dec21 RBOB Gasoline(NYM)      |  33.12|  35.25|  42.48|  30.56|  18.63|   +8%|  85|
|Sep21 US Dollar Index(ICE)    |   7.07|   5.07|   8.82|   6.59|   4.36|   +7%|   2|
|Jan22 Crude Oil(NYM)          |  31.51|  32.65|  43.76|  29.18|  14.61|   +7%| 106|
|Dec21 Brent Crude Oil(ICE)    |  29.80|  31.43|  41.11|  27.94|  14.76|   +6%|  54|
|Jan22 Orange Juice(ICE)       |  32.38|  37.44|  39.29|  30.56|  21.82|   +5%|  93|
|Mar22 Orange Juice(ICE)       |  31.23|  35.78|  37.77|  29.53|  21.30|   +5%| 156|
|Dec21 Crude Oil(NYM)          |  31.26|  32.94|  44.35|  29.81|  15.27|   +4%|  76|
|Nov21 RBOB Gasoline(NYM)      |  33.14|  35.94|  43.48|  31.63|  19.78|   +4%|  55|
|Sep21 British Pound(CME)      |   7.81|   6.82|   9.86|   7.52|   5.19|   +3%|   2|
|Oct21 NY Harbor ULSD(NYM)     |  28.97|  32.27|  38.49|  27.88|  17.26|   +3%|  26|
|Nov21 Crude Oil(NYM)          |  31.24|  33.10|  45.05|  30.56|  16.07|   +2%|  44|
|Nov21 Feeder Cattle(CME)      |  14.50|  10.59|  19.95|  14.30|   8.65|   +1%|  78|
|Dec21 Corn(CBOT)              |  27.92|  23.21|  36.39|  27.70|  19.01|   +0%|  86|
|Nov21 Brent Crude Oil(ICE)    |  28.57|  31.79|  41.77|  28.46|  15.15|   +0%|  23|
|Dec21 NASDAQ 100 E-Mini(CME)  |  18.96|  10.99|  31.08|  19.15|   7.23|   -1%| 107|
|Sep21 Australian Dollar(CME)  |  10.94|  10.60|  16.27|  11.09|   5.91|   -1%|   2|
|Dec21 Wheat(KCBT)             |  27.54|  24.06|  39.68|  28.54|  17.40|   -3%|  86|
|Oct21 Crude Oil(NYM)          |  30.36|  33.12|  45.89|  31.37|  16.85|   -3%|  15|
|Mar22 Corn(CBOT)              |  24.99|  21.82|  34.70|  26.20|  17.70|   -4%| 170|
|Oct21 Live Cattle(CME)        |  14.16|  13.33|  19.51|  14.92|  10.33|   -5%|  30|
|Oct21 Feeder Cattle(CME)      |  14.10|  11.49|  20.93|  14.87|   8.81|   -5%|  57|
|Mar22 Wheat(KCBT)             |  25.53|  23.31|  37.37|  27.06|  16.75|   -5%| 170|
|Oct21 Cotton(ICE)             |  23.59|  19.28|  30.64|  24.92|  19.20|   -5%|   9|
|Dec21 Cocoa(ICE)              |  24.15|  21.28|  35.02|  25.68|  16.34|   -5%|  65|
|Oct21 Sugar #11(ICE)          |  28.95|  29.35|  39.43|  30.51|  21.59|   -5%|  14|
|Mar22 London Cocoa(LCE)       |  19.00|  11.08|  28.53|  20.36|  12.19|   -6%| 180|
|Dec21 Lean Hogs(CME)          |  26.48|  27.08|  38.87|  28.58|  18.28|   -7%| 121|
|Oct21 RBOB Gasoline(NYM)      |  31.38|  37.53|  45.85|  33.82|  21.80|   -7%|  26|
|Mar22 Cocoa(ICE)              |  22.81|  19.48|  34.07|  24.77|  15.48|   -7%| 156|
|Dec21 S & P 500 E-Mini(CME)   |  15.17|   8.29|  29.31|  16.84|   4.38|   -9%| 107|
|Nov21 Soybeans(CBOT)          |  21.15|  19.82|  33.13|  23.72|  14.30|  -10%|  51|
|Mar22 Soybeans(CBOT)          |  19.58|  17.53|  30.72|  21.80|  12.88|  -10%| 170|
|Dec21 London Cocoa(LCE)       |  19.23|  12.89|  29.57|  21.55|  13.53|  -10%|  90|
|Dec21 30-Year T-Bonds(CBOT)   |   8.44|   6.71|  13.51|   9.53|   5.54|  -11%|  86|
|Sep21 Feeder Cattle(CME)      |  12.55|  12.45|  20.96|  14.36|   7.76|  -12%|  29|
|Jan22 Soybeans(CBOT)          |  20.13|  19.18|  32.43|  23.14|  13.85|  -13%| 114|
|Feb22 Gold(CMX)               |  14.45|  16.45|  24.81|  16.63|   8.45|  -13%| 147|
|Sep21 EuroFX(CME)             |   6.74|   4.83|  10.79|   7.89|   4.98|  -14%|   2|
|Mar22 Wheat(CBOT)             |  24.52|  23.52|  40.09|  28.91|  17.72|  -15%| 170|
|Dec21 Gold(CMX)               |  13.82|  16.46|  24.80|  16.62|   8.45|  -16%|  85|
|Dec21 10-Year T-Notes(CBOT)   |   4.24|   3.23|   7.03|   5.13|   3.22|  -17%|  86|
|Mar22 Silver(CMX)             |  27.03|  29.04|  50.85|  33.40|  15.96|  -19%| 175|
|Oct21 Soybean Meal(CBOT)      |  20.83|  16.98|  36.33|  26.29|  16.26|  -20%|  23|
|Mar22 Soybean Meal(CBOT)      |  19.06|  13.32|  33.63|  24.18|  14.72|  -21%| 170|
|Oct21 Gold(CMX)               |  12.68|  16.43|  24.73|  16.58|   8.43|  -23%|  26|
|Dec21 Soybean Meal(CBOT)      |  20.19|  16.96|  36.65|  26.58|  16.50|  -24%|  86|
|Dec21 Silver(CMX)             |  25.34|  29.10|  50.98|  33.49|  16.00|  -24%|  85|
|Sep21 Japanese Yen(CME)       |   6.84|   4.27|  12.40|   9.21|   6.01|  -25%|   2|
|Oct21 Lean Hogs(CME)          |  23.38|  31.38|  43.82|  31.70|  19.59|  -26%|  58|
|Jan22 Soybean Meal(CBOT)      |  19.27|  15.90|  35.97|  26.06|  16.16|  -26%| 114|
|Sep21 NASDAQ 100 E-Mini(CME)  |  13.30|  10.97|  31.03|  19.14|   7.25|  -30%|  16|
|Mar22 London Sugar(LCE)       |  14.50|  20.70|  31.08|  21.81|  12.54|  -33%| 153|
|Dec21 London Sugar(LCE)       |  14.97|  23.30|  32.11|  23.14|  14.18|  -35%|  61|
|Jan22 Rough Rice(CBOT)        |  12.32|   9.55|  28.64|  21.13|  13.62|  -41%| 114|
|Sep21 S & P 500 E-Mini(CME)   |   9.62|   8.28|  29.13|  16.74|   4.36|  -42%|  16|
|Sep21 Class III Milk(CME)     |  11.46|  27.37|  28.82|  20.20|  11.57|  -43%|  27|
|Nov21 Rough Rice(CBOT)        |  10.27|  10.73|  29.80|  22.16|  14.52|  -53%|  51|
\==================================================================================/

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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