Website charts: https://www.mrci.com/client/options MRCI's Implied Volatility Data as of Friday March 13, 2026 /==================================================================================\ | Contract | IV | HV | +1SD | CTHV | -1SD |IV+-% |D2EX| |==============================|=======|=======|=======|=======|=======|======|====| |Jun26 Japanese Yen(CME) | 61.48| 7.24| 12.86| 8.83| 4.79| +596%| 84| |Apr26 NY Harbor ULSD(NYM) | 138.24| 78.96| 75.36| 39.27| 3.18| +252%| 13| |May26 Brent Crude Oil(ICE) | 135.06| 80.01| 76.85| 38.92| 0.98| +247%| 12| |May26 NY Harbor ULSD(NYM) | 106.01| 71.89| 68.22| 36.52| 4.81| +190%| 45| |Apr26 Crude Oil(NYM) | 120.15| 87.26| 80.33| 41.91| 3.49| +186%| 4| |May26 Crude Oil(NYM) | 111.95| 78.88| 77.76| 40.34| 2.91| +177%| 34| |Jun26 Brent Crude Oil(ICE) | 103.17| 68.66| 72.67| 37.47| 2.26| +175%| 42| |Jun26 NY Harbor ULSD(NYM) | 86.00| 63.43| 61.77| 34.08| 6.39| +152%| 74| |May26 Orange Juice(ICE) | 77.72| 82.37| 45.64| 33.47| 21.31| +132%| 21| |Jul26 Brent Crude Oil(ICE) | 83.30| 59.10| 69.19| 36.20| 3.22| +130%| 73| |Jun26 Crude Oil(NYM) | 88.81| 67.06| 74.82| 38.88| 2.93| +128%| 63| |May26 Silver(CMX) | 64.51| 68.61| 39.49| 28.86| 18.23| +123%| 45| |Jul26 Silver(CMX) | 64.09| 68.60| 39.38| 28.76| 18.14| +122%| 104| |Jul26 NY Harbor ULSD(NYM) | 69.56| 55.95| 55.64| 31.87| 8.09| +118%| 104| |Apr26 RBOB Gasoline(NYM) | 81.57| 51.23| 71.77| 37.60| 3.42| +116%| 13| |Sep26 Silver(CMX) | 60.49| 68.55| 39.32| 28.66| 17.99| +111%| 166| |May26 RBOB Gasoline(NYM) | 72.68| 48.11| 68.33| 36.19| 4.04| +100%| 45| |Aug26 Brent Crude Oil(ICE) | 69.56| 51.73| 66.20| 35.03| 3.87| +98%| 103| |Jul26 Orange Juice(ICE) | 60.70| 83.29| 43.20| 31.35| 19.49| +93%| 84| |Jul26 Crude Oil(NYM) | 72.17| 56.66| 71.69| 37.45| 3.22| +92%| 96| |Jun26 RBOB Gasoline(NYM) | 64.76| 45.04| 64.67| 34.72| 4.76| +86%| 74| |Aug26 Crude Oil(NYM) | 61.99| 49.19| 68.48| 36.09| 3.69| +71%| 125| |Sep26 Corn(CBOT) | 27.56| 14.06| 24.36| 16.92| 9.47| +62%| 161| |Apr26 Gold(CMX) | 26.98| 28.43| 22.59| 16.59| 10.59| +62%| 13| |Jun26 Gold(CMX) | 26.96| 28.42| 22.56| 16.55| 10.55| +62%| 74| |May26 Soybean Oil(CBOT) | 36.28| 22.14| 30.63| 22.63| 14.62| +60%| 42| |Aug26 Gold(CMX) | 26.50| 28.39| 22.52| 16.52| 10.51| +60%| 136| |Oct26 Gold(CMX) | 26.09| 28.33| 22.47| 16.46| 10.45| +58%| 195| |Dec26 Gold(CMX) | 25.95| 28.25| 22.40| 16.39| 10.38| +58%| 257| |Sep26 London Cocoa(LCE) | 36.52| 57.42| 37.41| 23.01| 8.62| +58%| 171| |Apr26 Natural Gas(NYM) | 74.76| 51.40| 70.36| 47.52| 24.67| +57%| 13| |Aug26 Feeder Cattle(CME) | 20.91| 18.63| 20.75| 13.58| 6.41| +53%| 167| |Aug26 Live Cattle(CME) | 17.87| 15.67| 18.42| 11.68| 4.94| +52%| 147| |May26 Natural Gas(NYM) | 66.66| 49.72| 65.32| 43.64| 21.96| +52%| 45| |Jul26 London Cocoa(LCE) | 37.94| 58.38| 40.26| 24.82| 9.39| +52%| 109| |Sep26 Copper(CMX) | 32.89| 25.27| 28.04| 21.83| 15.62| +50%| 166| |Jul26 Soybean Oil(CBOT) | 32.56| 21.71| 28.97| 21.79| 14.62| +49%| 105| |Sep26 Soybean Oil(CBOT) | 30.72| 20.08| 27.13| 20.58| 14.02| +49%| 161| |Jun26 Natural Gas(NYM) | 60.33| 43.01| 59.97| 40.45| 20.92| +49%| 74| |Aug26 Soybean Oil(CBOT) | 31.48| 20.95| 27.99| 21.17| 14.34| +48%| 133| |Oct26 Soybean Oil(CBOT) | 29.83| 19.21| 26.54| 20.03| 13.53| +48%| 196| |Mar26 E-mini S & P 500(CME) | 27.08| 11.96| 34.77| 18.27| 1.77| +48%| 7| |Jul26 Copper(CMX) | 32.75| 25.49| 28.49| 22.15| 15.81| +47%| 104| |May26 London Cocoa(LCE) | 39.77| 59.87| 43.75| 27.08| 10.40| +46%| 48| |Jul26 Natural Gas(NYM) | 54.83| 35.92| 55.05| 37.70| 20.36| +45%| 104| |Jun26 Class III Milk(CME) | 23.24| 26.17| 21.63| 15.93| 10.23| +45%| 109| |Jun26 Live Cattle(CME) | 18.83| 16.41| 20.30| 13.22| 6.15| +42%| 84| |Sep26 Cocoa(ICE) | 38.88| 58.05| 42.60| 27.35| 12.10| +42%| 147| |May26 Soybeans(CBOT) | 23.37| 10.90| 23.09| 16.74| 10.39| +39%| 42| |Jul26 Cocoa(ICE) | 40.56| 59.88| 45.91| 29.17| 12.42| +39%| 84| |Jun26 2 Year T-Notes(CBOT) | 2.10| 1.67| 2.78| 1.51| 0.24| +38%| 70| |May26 Copper(CMX) | 31.10| 25.79| 28.98| 22.51| 16.04| +38%| 45| |May26 Cocoa(ICE) | 42.61| 61.30| 49.17| 30.99| 12.82| +37%| 21| |May26 Feeder Cattle(CME) | 20.96| 19.26| 22.91| 15.35| 7.78| +36%| 76| |Sep26 Soybeans(CBOT) | 19.48| 7.02| 20.21| 14.25| 8.28| +36%| 161| |Mar26 E-mini NASDAQ 100(CME) | 29.51| 15.68| 38.67| 21.71| 4.75| +35%| 7| |Nov26 Soybeans(CBOT) | 17.95| 6.58| 19.50| 13.33| 7.16| +34%| 224| |Jul26 Corn(CBOT) | 25.51| 15.16| 26.62| 18.90| 11.17| +34%| 105| |May26 Soybean Meal(CBOT) | 25.03| 19.57| 24.63| 19.04| 13.44| +31%| 42| |Oct26 Soybean Meal(CBOT) | 19.96| 12.37| 20.42| 15.23| 10.05| +31%| 196| |Sep26 Soybean Meal(CBOT) | 20.84| 13.30| 21.00| 15.91| 10.82| +30%| 161| |Aug26 Soybeans(CBOT) | 20.07| 8.74| 21.51| 15.49| 9.48| +29%| 133| |May26 Wheat(KCBT) | 38.79| 32.98| 44.32| 30.30| 16.28| +28%| 42| |Apr26 Live Cattle(CME) | 18.34| 16.79| 21.34| 14.42| 7.51| +27%| 21| |Jul26 Soybeans(CBOT) | 20.48| 10.27| 22.02| 16.01| 10.01| +27%| 105| |Aug26 Soybean Meal(CBOT) | 21.63| 15.21| 22.37| 16.96| 11.55| +27%| 133| |Apr26 Feeder Cattle(CME) | 20.18| 18.56| 23.76| 16.09| 8.42| +25%| 48| |Jul26 Soybean Meal(CBOT) | 22.27| 17.40| 23.30| 17.85| 12.40| +24%| 105| |May26 Corn(CBOT) | 24.87| 15.92| 27.98| 20.10| 12.22| +23%| 42| |May26 Wheat(CBOT) | 38.88| 34.10| 49.20| 32.15| 15.09| +20%| 42| |Sep26 Wheat(CBOT) | 33.48| 30.64| 41.85| 27.75| 13.64| +20%| 161| |Jul26 Wheat(KCBT) | 34.81| 30.99| 43.11| 29.25| 15.39| +19%| 105| |Sep26 Wheat(KCBT) | 33.07| 29.43| 40.51| 27.68| 14.84| +19%| 161| |May26 Class III Milk(CME) | 22.69| 31.77| 25.98| 18.98| 11.97| +19%| 81| |Jul26 Wheat(CBOT) | 34.95| 32.19| 45.97| 29.81| 13.66| +17%| 105| |Sep26 Coffee "C"(ICE) | 37.60| 29.48| 45.63| 31.93| 18.22| +17%| 154| |Jul26 Coffee "C"(ICE) | 37.14| 30.13| 46.61| 32.81| 19.00| +13%| 91| |Aug26 Lean Hogs(CME) | 19.99| 12.89| 26.02| 18.22| 10.41| +9%| 154| |Oct26 Cotton(ICE) | 22.13| 10.58| 31.31| 20.35| 9.40| +8%| 182| |Mar26 Feeder Cattle(CME) | 15.79| 16.42| 21.67| 14.73| 7.79| +7%| 13| |Jun26 5-Year T-Notes(CBOT) | 4.25| 3.50| 5.62| 3.96| 2.29| +7%| 70| |Jun26 Australian Dollar(CME) | 11.28| 11.01| 13.59| 10.54| 7.49| +6%| 84| |May26 Coffee "C"(ICE) | 34.98| 30.79| 47.84| 33.88| 19.92| +3%| 28| |Jul26 Lean Hogs(CME) | 19.87| 13.48| 27.01| 19.33| 11.65| +2%| 123| |Jun26 30-Year T-Bonds(CBOT) | 11.32| 7.46| 15.93| 11.18| 6.44| +1%| 70| |Jun26 Lean Hogs(CME) | 20.71| 13.88| 28.46| 21.04| 13.61| -1%| 91| |Jun26 10-Year T-Notes(CBOT) | 5.91| 4.69| 8.06| 5.98| 3.89| -1%| 70| |Jun26 British Pound(CME) | 8.36| 6.39| 11.51| 8.60| 5.69| -2%| 84| |Jun26 New Zealand Dollar(CME) | 10.64| 10.71| 13.36| 10.89| 8.41| -2%| 84| |Apr26 Class III Milk(CME) | 19.81| 35.63| 29.38| 21.46| 13.54| -7%| 46| |Jul26 Sugar #11(ICE) | 25.14| 19.40| 33.76| 27.44| 21.12| -8%| 94| |Jun26 EuroFX(CME) | 7.93| 7.00| 11.38| 8.74| 6.11| -9%| 84| |Oct26 London Sugar(LCE) | 18.95| 18.63| 26.03| 21.00| 15.97| -9%| 172| |Aug26 London Sugar(LCE) | 19.88| 19.37| 27.95| 22.60| 17.24| -12%| 110| |May26 London Sugar(LCE) | 20.16| 16.63| 29.13| 23.68| 18.23| -14%| 19| |Jun26 US Dollar Index(ICE) | 6.02| 6.46| 9.38| 7.14| 4.90| -15%| 84| |May26 Sugar #11(ICE) | 25.30| 20.25| 36.93| 30.14| 23.35| -16%| 33| |May26 Lean Hogs(CME) | 18.77| 14.42| 32.12| 23.00| 13.88| -18%| 62| |Jun26 Canadian Dollar(CME) | 5.59| 5.01| 8.74| 7.16| 5.59| -21%| 84| |Jul26 Cotton(ICE) | 18.30| 13.08| 35.01| 25.19| 15.37| -27%| 84| |May26 Cotton(ICE) | 17.57| 14.45| 35.52| 26.34| 17.17| -33%| 28| |Apr26 Lean Hogs(CME) | 14.54| 14.94| 38.35| 28.83| 19.32| -49%| 32| |Mar26 Class III Milk(CME) | 5.60| 29.73| 19.26| 14.73| 10.21| -61%| 18| \==================================================================================/ 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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