Website charts: https://www.mrci.com/client/options MRCI's Implied Volatility Data as of Wednesday April 01, 2026 /==================================================================================\ | Contract | IV | HV | +1SD | CTHV | -1SD |IV+-% |D2EX| |==============================|=======|=======|=======|=======|=======|======|====| |Jun26 Japanese Yen(CME) | 68.17| 8.69| 14.40| 9.41| 4.42| +624%| 65| |May26 NY Harbor ULSD(NYM) | 104.59| 92.93| 73.56| 36.84| 0.12| +183%| 26| |Jun26 Brent Crude Oil(ICE) | 100.25| 84.99| 82.79| 40.61| -1.57| +146%| 23| |Jun26 NY Harbor ULSD(NYM) | 82.05| 82.61| 66.98| 34.62| 2.25| +137%| 55| |Jul26 Silver(CMX) | 63.54| 63.07| 45.82| 28.28| 10.75| +124%| 85| |May26 Silver(CMX) | 61.57| 63.05| 46.04| 28.38| 10.73| +116%| 26| |May26 Crude Oil(NYM) | 101.96| 94.21| 103.99| 47.24| -9.50| +115%| 15| |Jul26 NY Harbor ULSD(NYM) | 70.23| 71.92| 61.03| 32.59| 4.14| +115%| 85| |May26 Orange Juice(ICE) | 75.06| 67.27| 48.38| 34.80| 21.22| +115%| 2| |Jul26 Brent Crude Oil(ICE) | 83.73| 74.70| 78.09| 39.06| 0.03| +114%| 54| |Sep26 Silver(CMX) | 59.83| 63.04| 45.77| 28.22| 10.67| +112%| 147| |May26 RBOB Gasoline(NYM) | 87.51| 71.91| 100.47| 42.34| -15.79| +106%| 26| |Jul26 Orange Juice(ICE) | 63.71| 66.47| 44.94| 32.00| 19.06| +99%| 65| |Jun26 Crude Oil(NYM) | 84.57| 83.50| 96.20| 44.82| -6.57| +88%| 44| |Jun26 Gold(CMX) | 30.42| 41.34| 24.78| 16.20| 7.62| +87%| 55| |Aug26 NY Harbor ULSD(NYM) | 58.17| 64.45| 57.35| 31.22| 5.09| +86%| 118| |Aug26 Brent Crude Oil(ICE) | 70.07| 67.19| 74.31| 37.74| 1.17| +85%| 84| |Aug26 Gold(CMX) | 29.29| 41.31| 24.66| 16.15| 7.63| +81%| 117| |Oct26 Gold(CMX) | 28.90| 41.24| 24.52| 16.09| 7.66| +79%| 176| |Dec26 Gold(CMX) | 28.72| 41.12| 24.38| 16.02| 7.66| +79%| 238| |Jul26 Crude Oil(NYM) | 68.39| 74.15| 89.81| 42.77| -4.27| +59%| 77| |Jun26 RBOB Gasoline(NYM) | 62.87| 67.19| 91.12| 39.85| -11.43| +57%| 55| |Sep26 London Cocoa(LCE) | 34.13| 36.76| 35.61| 22.09| 8.57| +54%| 152| |Sep26 Natural Gas(NYM) | 50.55| 38.62| 48.84| 33.47| 18.10| +51%| 147| |Aug26 Natural Gas(NYM) | 50.46| 38.41| 49.56| 34.03| 18.50| +48%| 118| |Jul26 London Cocoa(LCE) | 34.67| 39.38| 36.97| 23.66| 10.34| +46%| 90| |Jul26 Natural Gas(NYM) | 51.20| 39.91| 51.33| 35.26| 19.19| +45%| 85| |Jul26 Class III Milk(CME) | 22.03| 16.06| 21.72| 15.29| 8.86| +44%| 125| |Aug26 Crude Oil(NYM) | 58.05| 67.10| 84.38| 40.91| -2.55| +41%| 106| |Jun26 Natural Gas(NYM) | 53.30| 47.92| 56.40| 38.20| 20.00| +39%| 55| |Sep26 Copper(CMX) | 30.73| 24.42| 30.00| 22.45| 14.90| +36%| 147| |Jul26 Cocoa(ICE) | 37.76| 41.39| 38.84| 27.64| 16.44| +36%| 65| |Jul26 Copper(CMX) | 30.35| 24.63| 30.41| 22.80| 15.19| +33%| 85| |Sep26 Cocoa(ICE) | 35.51| 38.92| 37.80| 26.58| 15.37| +33%| 128| |May26 London Cocoa(LCE) | 34.29| 41.83| 39.71| 25.78| 11.84| +33%| 29| |May26 Natural Gas(NYM) | 53.67| 52.85| 61.38| 41.17| 20.96| +30%| 26| |Sep26 Crude Oil(NYM) | 50.70| 61.54| 79.45| 39.19| -1.08| +29%| 138| |Sep26 Soybean Oil(CBOT) | 27.88| 30.46| 30.55| 21.99| 13.43| +26%| 142| |Oct26 Soybean Oil(CBOT) | 27.30| 29.45| 29.93| 21.59| 13.26| +26%| 177| |Aug26 Soybean Oil(CBOT) | 28.22| 30.84| 31.47| 22.56| 13.64| +25%| 114| |May26 Copper(CMX) | 28.73| 24.83| 30.73| 23.10| 15.46| +24%| 26| |Aug26 RBOB Gasoline(NYM) | 44.83| 57.44| 77.00| 36.12| -4.77| +24%| 118| |Jun26 2 Year T-Notes(CBOT) | 1.86| 2.10| 3.10| 1.51| -0.08| +23%| 51| |Jul26 RBOB Gasoline(NYM) | 46.86| 62.23| 83.42| 37.83| -7.76| +23%| 85| |Sep26 Coffee "C"(ICE) | 37.32| 28.77| 42.54| 30.32| 18.09| +23%| 135| |Sep26 Corn(CBOT) | 26.18| 19.60| 29.25| 21.40| 13.54| +22%| 142| |Jul26 Soybean Oil(CBOT) | 28.18| 31.45| 32.35| 23.16| 13.96| +21%| 86| |Oct26 Crude Oil(NYM) | 45.52| 56.79| 75.22| 37.66| 0.10| +20%| 169| |Jun26 Class III Milk(CME) | 22.71| 20.43| 25.96| 18.81| 11.66| +20%| 90| |May26 Soybean Oil(CBOT) | 28.46| 31.77| 33.67| 24.04| 14.41| +18%| 23| |Jul26 Coffee "C"(ICE) | 36.62| 31.71| 43.40| 31.04| 18.67| +17%| 72| |May26 Cocoa(ICE) | 34.68| 42.92| 40.99| 29.39| 17.80| +17%| 2| |Apr26 Live Cattle(CME) | 18.75| 14.72| 27.76| 16.07| 4.38| +16%| 2| |Sep26 Wheat(CBOT) | 32.56| 30.68| 41.28| 28.80| 16.32| +13%| 142| |Oct26 Cotton(ICE) | 22.04| 14.94| 29.87| 19.44| 9.01| +13%| 163| |Sep26 Soybeans(CBOT) | 18.06| 18.86| 21.83| 16.05| 10.27| +12%| 142| |Sep26 Soybean Meal(CBOT) | 19.51| 18.21| 22.56| 17.29| 12.02| +12%| 142| |Sep26 Wheat(KCBT) | 32.98| 33.04| 39.70| 29.61| 19.53| +11%| 142| |Nov26 Soybeans(CBOT) | 17.29| 16.59| 21.80| 15.62| 9.45| +10%| 205| |Jul26 Wheat(CBOT) | 33.85| 32.28| 44.40| 30.71| 17.02| +10%| 86| |Jul26 Wheat(KCBT) | 34.30| 34.44| 41.98| 31.16| 20.34| +10%| 86| |Aug26 London Sugar(LCE) | 22.69| 25.68| 26.55| 20.53| 14.52| +10%| 91| |Oct26 London Sugar(LCE) | 21.07| 24.29| 24.92| 19.12| 13.31| +10%| 153| |Oct26 Soybean Meal(CBOT) | 18.72| 16.52| 22.60| 17.03| 11.46| +9%| 177| |Dec26 London Sugar(LCE) | 19.70| 23.02| 23.38| 17.93| 12.47| +9%| 214| |May26 Sugar #11(ICE) | 29.47| 30.32| 37.46| 27.97| 18.48| +5%| 14| |Sep26 Feeder Cattle(CME) | 17.17| 18.71| 26.93| 16.36| 5.78| +4%| 176| |Aug26 Soybeans(CBOT) | 17.76| 24.36| 22.66| 17.07| 11.47| +4%| 114| |Aug26 Soybean Meal(CBOT) | 19.51| 20.75| 24.03| 18.58| 13.13| +4%| 114| |May26 Wheat(KCBT) | 33.22| 36.22| 42.39| 32.12| 21.85| +3%| 23| |Aug26 Feeder Cattle(CME) | 17.42| 19.26| 27.50| 16.95| 6.40| +2%| 148| |Jun26 E-mini S & P 500(CME) | 19.91| 19.19| 41.84| 19.37| -3.10| +2%| 79| |Jun26 E-mini NASDAQ 100(CME) | 23.77| 23.13| 44.84| 23.12| 1.40| +2%| 79| |Jun26 5-Year T-Notes(CBOT) | 4.06| 4.42| 6.39| 3.97| 1.55| +2%| 51| |Jul26 Sugar #11(ICE) | 26.38| 28.65| 35.19| 25.79| 16.40| +2%| 75| |May26 Class III Milk(CME) | 21.84| 24.61| 29.59| 21.35| 13.11| +2%| 62| |May26 Coffee "C"(ICE) | 32.56| 32.95| 45.23| 32.07| 18.92| +1%| 9| |Jul26 Soybean Meal(CBOT) | 19.91| 24.02| 26.03| 20.22| 14.41| -1%| 86| |Jul26 Corn(CBOT) | 23.70| 20.51| 33.64| 24.21| 14.78| -2%| 86| |May26 Wheat(CBOT) | 32.08| 34.14| 47.58| 33.04| 18.50| -2%| 23| |Jun26 10-Year T-Notes(CBOT) | 5.80| 6.20| 9.34| 5.99| 2.65| -3%| 51| |May26 Soybean Meal(CBOT) | 20.66| 26.29| 27.96| 21.60| 15.24| -4%| 23| |Jul26 Soybeans(CBOT) | 16.85| 25.68| 23.45| 17.76| 12.08| -5%| 86| |Jun26 Australian Dollar(CME) | 10.45| 12.19| 16.32| 11.09| 5.87| -5%| 65| |Aug26 Live Cattle(CME) | 14.45| 14.87| 27.26| 15.53| 3.80| -6%| 128| |May26 Feeder Cattle(CME) | 17.53| 19.98| 29.27| 18.65| 8.04| -6%| 57| |Jun26 30-Year T-Bonds(CBOT) | 10.57| 11.52| 18.98| 11.44| 3.89| -7%| 51| |Jun26 Live Cattle(CME) | 14.86| 15.34| 28.73| 16.84| 4.96| -11%| 65| |Jun26 US Dollar Index(ICE) | 6.90| 7.83| 11.41| 7.83| 4.25| -11%| 65| |Jul26 Cotton(ICE) | 21.62| 16.72| 34.65| 24.81| 14.98| -12%| 65| |Jun26 New Zealand Dollar(CME) | 10.35| 11.68| 16.85| 11.98| 7.11| -13%| 65| |Jun26 British Pound(CME) | 7.86| 8.77| 14.84| 9.21| 3.58| -14%| 65| |Apr26 Feeder Cattle(CME) | 15.55| 19.15| 28.97| 18.35| 7.73| -15%| 29| |May26 Soybeans(CBOT) | 14.98| 26.14| 24.20| 18.36| 12.52| -18%| 23| |Aug26 Lean Hogs(CME) | 18.25| 14.87| 35.47| 22.93| 10.38| -20%| 135| |May26 Corn(CBOT) | 18.99| 21.81| 35.16| 25.39| 15.63| -25%| 23| |Jun26 EuroFX(CME) | 6.79| 8.07| 12.55| 9.12| 5.69| -25%| 65| |Jul26 Lean Hogs(CME) | 17.86| 15.61| 36.88| 24.27| 11.67| -26%| 104| |May26 Cotton(ICE) | 18.30| 17.85| 35.05| 25.98| 16.91| -29%| 9| |Jun26 Lean Hogs(CME) | 17.74| 15.12| 39.81| 26.25| 12.69| -32%| 72| |Jun26 Canadian Dollar(CME) | 4.86| 5.32| 11.31| 7.80| 4.28| -37%| 65| |May26 Lean Hogs(CME) | 15.47| 14.56| 44.08| 27.39| 10.70| -43%| 43| |Apr26 Class III Milk(CME) | 9.68| 25.76| 25.97| 19.82| 13.66| -51%| 27| |Apr26 Lean Hogs(CME) | 9.01| 12.74| 44.43| 28.53| 12.63| -68%| 13| \==================================================================================/ 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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