Website charts: https://www.mrci.com/client/options MRCI's Implied Volatility Data as of Friday January 30, 2026 /==================================================================================\ | Contract | IV | HV | +1SD | CTHV | -1SD |IV+-% |D2EX| |==============================|=======|=======|=======|=======|=======|======|====| |Mar26 Japanese Yen(CME) | 88.50| 9.76| 12.38| 9.22| 6.07| +859%| 35| |Mar26 Silver(CMX) | 114.72| 239.06| 38.34| 27.77| 17.20| +313%| 24| |May26 Silver(CMX) | 83.90| 239.04| 38.29| 27.71| 17.13| +202%| 87| |Mar26 London Cocoa(LCE) | 54.33| 74.09| 34.93| 24.57| 14.20| +121%| 28| |Mar26 Natural Gas(NYM) | 123.13| 95.71| 75.02| 57.34| 39.66| +114%| 25| |May26 London Cocoa(LCE) | 45.78| 71.75| 32.92| 22.97| 13.03| +99%| 90| |Apr26 Brent Crude Oil(ICE) | 53.67| 32.84| 42.58| 27.22| 11.86| +97%| 24| |Mar26 NY Harbor ULSD(NYM) | 53.35| 34.58| 40.39| 27.38| 14.38| +94%| 25| |Mar26 Cocoa(ICE) | 57.56| 82.56| 40.34| 29.63| 18.92| +94%| 7| |Mar26 Orange Juice(ICE) | 61.85| 59.53| 47.09| 31.81| 16.53| +94%| 7| |Jul26 London Cocoa(LCE) | 41.86| 69.34| 32.06| 21.91| 11.76| +91%| 151| |May26 Orange Juice(ICE) | 54.59| 55.95| 44.08| 29.49| 14.91| +85%| 63| |Apr26 NY Harbor ULSD(NYM) | 47.66| 31.45| 38.92| 26.27| 13.63| +81%| 55| |Mar26 Crude Oil(NYM) | 55.26| 35.22| 45.19| 30.54| 15.89| +80%| 18| |May26 Brent Crude Oil(ICE) | 46.54| 31.60| 41.34| 26.39| 11.44| +76%| 54| |May26 Copper(CMX) | 36.92| 38.90| 27.33| 21.03| 14.73| +75%| 87| |Mar26 Copper(CMX) | 37.16| 39.15| 27.55| 21.30| 15.05| +74%| 24| |May26 Cocoa(ICE) | 49.32| 80.01| 39.03| 28.37| 17.71| +73%| 63| |Apr26 Crude Oil(NYM) | 50.15| 34.02| 43.35| 29.25| 15.16| +71%| 46| |May26 NY Harbor ULSD(NYM) | 42.67| 29.59| 37.45| 25.24| 13.03| +69%| 87| |Jun26 Brent Crude Oil(ICE) | 42.40| 30.24| 40.15| 25.63| 11.11| +65%| 84| |Jun26 Brent Crude Oil(ICE) | 42.40| 30.24| 40.15| 25.63| 11.11| +65%| 84| |Apr26 Natural Gas(NYM) | 75.68| 82.65| 62.16| 45.88| 29.60| +64%| 55| |Jun26 NY Harbor ULSD(NYM) | 39.91| 27.93| 36.28| 24.36| 12.44| +63%| 116| |Jul26 NY Harbor ULSD(NYM) | 38.68| 26.54| 35.19| 23.59| 11.99| +63%| 146| |May26 Crude Oil(NYM) | 45.64| 32.71| 41.60| 28.03| 14.46| +62%| 76| |Jun26 Crude Oil(NYM) | 43.08| 31.21| 40.14| 26.95| 13.76| +59%| 105| |Jul26 Orange Juice(ICE) | 45.51| 52.22| 43.41| 28.57| 13.73| +59%| 126| |Jul26 Cocoa(ICE) | 42.98| 77.45| 37.69| 27.25| 16.80| +57%| 126| |Jul26 Crude Oil(NYM) | 40.77| 29.78| 38.82| 26.02| 13.22| +56%| 138| |Aug26 Crude Oil(NYM) | 38.99| 28.53| 37.71| 25.22| 12.73| +54%| 167| |Sep26 Cocoa(ICE) | 40.56| 73.75| 36.79| 26.30| 15.81| +54%| 189| |May26 Natural Gas(NYM) | 64.37| 76.72| 58.41| 42.53| 26.66| +51%| 87| |Aug26 Feeder Cattle(CME) | 18.02| 16.66| 17.17| 12.08| 7.00| +49%| 209| |May26 RBOB Gasoline(NYM) | 35.63| 23.31| 32.99| 24.04| 15.10| +48%| 87| |Jun26 RBOB Gasoline(NYM) | 34.63| 23.14| 32.35| 23.46| 14.56| +47%| 116| |Mar26 RBOB Gasoline(NYM) | 42.79| 27.14| 40.10| 29.25| 18.41| +46%| 25| |Apr26 RBOB Gasoline(NYM) | 35.99| 23.64| 33.96| 24.85| 15.75| +44%| 55| |Jul26 RBOB Gasoline(NYM) | 33.06| 23.13| 31.94| 23.05| 14.16| +43%| 146| |Jun26 Natural Gas(NYM) | 57.35| 66.39| 54.74| 39.99| 25.24| +43%| 116| |Aug26 Live Cattle(CME) | 15.81| 12.46| 15.33| 11.20| 7.07| +41%| 189| |Oct26 Soybean Oil(CBOT) | 24.99| 18.26| 22.41| 17.61| 12.80| +41%| 238| |Sep26 Soybean Oil(CBOT) | 25.20| 18.60| 23.22| 18.06| 12.91| +39%| 203| |May26 Soybean Oil(CBOT) | 27.19| 20.52| 25.64| 19.84| 14.04| +37%| 84| |Aug26 Soybean Oil(CBOT) | 25.60| 19.14| 23.97| 18.61| 13.24| +37%| 175| |Jul26 Natural Gas(NYM) | 51.82| 56.44| 51.96| 37.89| 23.82| +36%| 146| |Jul26 Soybean Oil(CBOT) | 26.06| 19.79| 24.81| 19.21| 13.61| +35%| 147| |Jun26 Live Cattle(CME) | 16.26| 12.56| 16.11| 12.06| 8.01| +34%| 126| |May26 Feeder Cattle(CME) | 18.44| 17.39| 18.93| 13.73| 8.53| +34%| 118| |Aug26 Lean Hogs(CME) | 18.51| 8.92| 19.38| 13.89| 8.40| +33%| 196| |May26 Class III Milk(CME) | 21.14| 24.83| 21.94| 15.87| 9.80| +33%| 123| |Sep26 Coffee "C"(ICE) | 36.55| 32.03| 32.39| 27.61| 22.84| +32%| 196| |Jul26 Coffee "C"(ICE) | 36.77| 32.71| 33.23| 28.27| 23.30| +30%| 133| |May26 Coffee "C"(ICE) | 37.58| 33.43| 34.21| 29.02| 23.82| +29%| 70| |Jul26 Lean Hogs(CME) | 18.40| 10.63| 20.42| 14.55| 8.68| +26%| 165| |Apr26 Feeder Cattle(CME) | 18.15| 17.50| 19.95| 14.56| 9.18| +24%| 90| |Mar26 Soybean Oil(CBOT) | 25.41| 20.97| 26.46| 20.47| 14.49| +24%| 21| |Mar26 Coffee "C"(ICE) | 37.22| 36.95| 35.43| 30.00| 24.58| +24%| 13| |Apr26 Live Cattle(CME) | 15.89| 12.76| 17.32| 13.22| 9.12| +20%| 63| |Sep26 Wheat(CBOT) | 25.02| 15.54| 25.58| 20.88| 16.17| +19%| 203| |Apr26 Class III Milk(CME) | 22.74| 26.86| 26.04| 19.16| 12.28| +18%| 88| |Jun26 Lean Hogs(CME) | 19.16| 13.00| 22.29| 16.37| 10.45| +17%| 133| |Sep26 Corn(CBOT) | 19.57| 15.52| 23.14| 16.93| 10.71| +15%| 203| |Sep26 Wheat(KCBT) | 25.28| 17.79| 27.00| 22.31| 17.61| +13%| 203| |Jul26 Wheat(CBOT) | 24.71| 16.54| 26.76| 21.87| 16.98| +12%| 147| |Mar26 Feeder Cattle(CME) | 17.53| 17.20| 21.17| 15.68| 10.20| +11%| 55| |Mar26 2 Year T-Notes(CBOT) | 1.12| 0.71| 1.61| 1.01| 0.41| +10%| 21| |Feb26 Live Cattle(CME) | 15.06| 12.63| 17.83| 13.82| 9.81| +8%| 7| |May26 Lean Hogs(CME) | 18.91| 15.76| 24.21| 17.43| 10.65| +8%| 104| |Jul26 Wheat(KCBT) | 25.04| 18.48| 27.83| 23.18| 18.53| +8%| 147| |Mar26 NASDAQ 100 E-Mini(CME) | 19.60| 13.93| 25.71| 18.62| 11.53| +5%| 49| |Mar26 S & P 500 E-Mini(CME) | 14.51| 10.70| 19.03| 13.91| 8.79| +4%| 49| |Mar26 US Dollar Index(ICE) | 6.96| 6.86| 8.54| 6.73| 4.92| +3%| 35| |May26 Wheat(KCBT) | 24.67| 19.09| 29.10| 24.15| 19.19| +2%| 84| |Mar26 Australian Dollar(CME) | 10.35| 8.47| 12.55| 10.11| 7.67| +2%| 35| |May26 Wheat(CBOT) | 23.56| 17.62| 28.88| 23.23| 17.58| +1%| 84| |Mar26 Wheat(KCBT) | 24.67| 20.08| 30.06| 24.89| 19.72| +0%| 21| |Aug26 London Sugar(LCE) | 19.19| 14.83| 24.64| 19.33| 14.01| +0%| 152| |Nov26 Soybeans(CBOT) | 14.48| 9.53| 19.38| 14.70| 10.02| -1%| 266| |Mar26 Wheat(CBOT) | 23.89| 19.21| 30.41| 24.35| 18.30| -1%| 21| |Jul26 Sugar #11(ICE) | 22.93| 21.67| 31.09| 23.38| 15.67| -1%| 136| |Sep26 Soybeans(CBOT) | 15.10| 9.77| 20.73| 15.67| 10.61| -3%| 203| |Oct26 Soybean Meal(CBOT) | 17.11| 14.85| 23.37| 17.71| 12.05| -3%| 238| |Mar26 30-Year T-Bonds(CBOT) | 9.01| 7.09| 11.00| 9.34| 7.68| -3%| 21| |Mar26 Class III Milk(CME) | 21.36| 29.93| 32.14| 22.94| 13.74| -6%| 60| |Sep26 Soybean Meal(CBOT) | 17.28| 15.09| 24.76| 18.85| 12.95| -8%| 203| |May26 London Sugar(LCE) | 19.32| 15.17| 26.50| 21.05| 15.60| -8%| 61| |Jul26 Corn(CBOT) | 17.32| 21.55| 26.62| 19.59| 12.56| -11%| 147| |May26 Sugar #11(ICE) | 23.14| 21.94| 33.65| 26.02| 18.39| -11%| 75| |Aug26 Soybeans(CBOT) | 14.74| 10.43| 22.14| 16.99| 11.84| -13%| 175| |Mar26 EuroFX(CME) | 7.23| 6.87| 10.64| 8.39| 6.14| -13%| 35| |Jul26 Cotton(ICE) | 15.72| 8.44| 25.39| 18.47| 11.54| -14%| 126| |Mar26 British Pound(CME) | 7.23| 6.88| 10.27| 8.46| 6.64| -14%| 35| |Mar26 New Zealand Dollar(CME) | 8.59| 8.78| 12.20| 10.10| 7.99| -14%| 35| |Mar26 London Sugar(LCE) | 19.90| 16.96| 28.59| 23.16| 17.74| -14%| 2| |Aug26 Soybean Meal(CBOT) | 16.99| 15.73| 26.33| 20.12| 13.90| -15%| 175| |Apr26 Lean Hogs(CME) | 18.40| 18.97| 29.23| 22.34| 15.45| -17%| 74| |Mar26 Canadian Dollar(CME) | 6.15| 6.02| 9.79| 7.45| 5.11| -17%| 35| |Mar26 5-Year T-Notes(CBOT) | 2.54| 1.89| 4.22| 3.11| 1.99| -18%| 21| |Jul26 Soybean Meal(CBOT) | 16.88| 16.34| 27.75| 21.36| 14.97| -20%| 147| |Mar26 Sugar #11(ICE) | 22.93| 22.58| 36.80| 28.99| 21.17| -20%| 17| |Mar26 10-Year T-Notes(CBOT) | 3.90| 3.09| 6.32| 5.00| 3.67| -21%| 21| |Jul26 Soybeans(CBOT) | 13.87| 11.07| 23.43| 18.02| 12.61| -23%| 147| |May26 Corn(CBOT) | 15.55| 22.77| 27.29| 20.27| 13.24| -23%| 84| |Jan26 Class III Milk(CME) | 6.41| 6.99| 14.19| 8.47| 2.75| -24%| 4| |May26 Soybean Meal(CBOT) | 16.69| 17.61| 29.06| 22.57| 16.07| -26%| 84| |May26 Soybeans(CBOT) | 13.10| 11.66| 24.05| 18.52| 12.98| -29%| 84| |Mar26 Cotton(ICE) | 14.70| 10.00| 26.86| 20.75| 14.64| -29%| 14| |May26 Cotton(ICE) | 13.72| 9.31| 25.93| 19.52| 13.11| -29%| 70| |Mar26 Soybean Meal(CBOT) | 16.84| 19.10| 31.11| 24.26| 17.41| -30%| 21| |Mar26 Soybeans(CBOT) | 13.03| 12.16| 24.68| 19.12| 13.55| -31%| 21| |Mar26 Corn(CBOT) | 14.35| 24.27| 27.96| 20.94| 13.93| -31%| 21| |Feb26 Lean Hogs(CME) | 11.27| 17.21| 30.50| 23.24| 15.99| -51%| 14| |Feb26 Class III Milk(CME) | 9.49| 27.85| 35.44| 24.36| 13.29| -61%| 32| \==================================================================================/ 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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