Website charts: https://www.mrci.com/client/options MRCI's Implied Volatility Data as of Tuesday May 14, 2024 /==================================================================================\ | Contract | IV | HV | +1SD | CTHV | -1SD |IV+-% |D2EX| |==============================|=======|=======|=======|=======|=======|======|====| |Jun24 Japanese Yen(CME) | 47.39| 13.05| 15.01| 9.44| 3.87| +402%| 24| |Sep24 London Cocoa(LCE) | 78.88| 158.42| 26.95| 19.88| 12.81| +296%| 108| |Jul24 London Cocoa(LCE) | 85.58| 153.86| 29.17| 21.85| 14.52| +291%| 45| |Dec24 London Cocoa(LCE) | 66.29| 145.24| 25.37| 18.24| 11.11| +263%| 199| |Jul24 Cocoa(ICE) | 88.92| 157.83| 34.73| 26.60| 18.48| +234%| 24| |Sep24 Cocoa(ICE) | 77.53| 162.85| 33.49| 25.58| 17.66| +203%| 80| |Dec24 Cocoa(ICE) | 67.99| 156.15| 32.24| 24.53| 16.82| +177%| 171| |Oct24 Cotton(ICE) | 41.70| 22.86| 31.48| 23.78| 16.07| +75%| 122| |Sep24 Class III Milk(CME) | 22.08| 14.40| 21.25| 14.03| 6.81| +57%| 140| |Jun24 10-Year T-Notes(CBOT) | 7.14| 5.18| 6.67| 4.60| 2.54| +55%| 10| |Oct24 Soybean Oil(CBOT) | 29.33| 29.17| 25.33| 19.14| 12.95| +53%| 129| |Dec24 Soybean Oil(CBOT) | 28.98| 27.96| 25.00| 18.88| 12.76| +53%| 192| |Sep24 Soybean Oil(CBOT) | 29.20| 30.30| 25.69| 19.46| 13.22| +50%| 101| |Jan25 Soybean Oil(CBOT) | 27.77| 26.87| 24.49| 18.50| 12.51| +50%| 227| |Aug24 Soybean Oil(CBOT) | 29.00| 31.23| 26.17| 19.78| 13.40| +46%| 73| |Jul24 Copper(CMX) | 34.57| 24.40| 32.39| 24.13| 15.88| +43%| 42| |Jul24 Soybean Oil(CBOT) | 29.28| 32.08| 27.54| 20.48| 13.42| +42%| 38| |Oct24 Soybean Meal(CBOT) | 26.95| 22.82| 27.29| 19.69| 12.10| +36%| 129| |Dec24 Soybean Meal(CBOT) | 25.98| 20.88| 26.62| 19.32| 12.03| +34%| 192| |Sep24 10-Year T-Notes(CBOT) | 6.39| 5.20| 6.98| 4.83| 2.67| +32%| 101| |Aug24 Class III Milk(CME) | 22.60| 18.99| 25.51| 17.09| 8.67| +32%| 112| |Jan25 Soybean Meal(CBOT) | 24.63| 20.00| 25.55| 18.67| 11.79| +31%| 227| |Sep24 Copper(CMX) | 30.18| 21.56| 32.05| 23.86| 15.66| +26%| 104| |Jun24 30-Year T-Bonds(CBOT) | 11.69| 8.68| 12.75| 9.31| 5.88| +25%| 10| |Sep24 Soybeans(CBOT) | 21.89| 16.47| 23.07| 17.52| 11.98| +24%| 101| |Nov24 Soybeans(CBOT) | 20.91| 15.02| 22.43| 16.81| 11.19| +24%| 164| |Jul24 Wheat(CBOT) | 39.27| 36.18| 37.89| 31.66| 25.43| +24%| 38| |Sep24 Wheat(CBOT) | 37.36| 34.65| 35.90| 29.96| 24.02| +24%| 101| |Jul24 Wheat(KCBT) | 39.54| 37.29| 37.92| 31.77| 25.62| +24%| 38| |Dec24 Lean Hogs(CME) | 25.11| 13.62| 29.79| 20.25| 10.72| +23%| 213| |Sep24 Wheat(KCBT) | 37.89| 35.62| 36.65| 30.65| 24.65| +23%| 101| |Oct24 Natural Gas(NYM) | 45.67| 28.62| 57.30| 36.98| 16.66| +23%| 134| |Dec24 Copper(CMX) | 28.93| 20.87| 31.72| 23.55| 15.38| +22%| 195| |Jul24 Coffee "C"(ICE) | 37.32| 43.69| 39.71| 30.44| 21.17| +22%| 30| |Sep24 Coffee "C"(ICE) | 36.22| 42.99| 38.98| 29.71| 20.44| +21%| 87| |Dec24 Coffee "C"(ICE) | 34.91| 42.09| 37.98| 28.82| 19.65| +21%| 178| |Aug24 Lean Hogs(CME) | 27.39| 16.65| 32.69| 22.70| 12.72| +20%| 92| |Sep24 Natural Gas(NYM) | 46.30| 32.01| 59.13| 38.66| 18.20| +19%| 105| |Oct24 Lean Hogs(CME) | 25.56| 13.59| 31.25| 21.55| 11.86| +18%| 153| |Jul24 Wheat(MGE) | 29.01| 22.23| 31.96| 24.52| 17.07| +18%| 38| |Sep24 Wheat(MGE) | 28.35| 21.38| 31.20| 23.84| 16.47| +18%| 101| |Sep24 30-Year T-Bonds(CBOT) | 11.30| 8.78| 13.08| 9.52| 5.95| +18%| 101| |Jan25 Soybeans(CBOT) | 19.13| 14.30| 21.74| 16.28| 10.82| +17%| 227| |Jul24 Soybean Meal(CBOT) | 27.94| 28.75| 31.27| 23.85| 16.43| +17%| 38| |Dec24 Wheat(CBOT) | 32.76| 31.66| 33.37| 27.85| 22.32| +17%| 192| |Aug24 Natural Gas(NYM) | 46.40| 33.23| 60.18| 39.75| 19.31| +16%| 73| |Sep24 Corn(CBOT) | 29.20| 18.02| 34.43| 25.31| 16.18| +15%| 101| |Aug24 Soybeans(CBOT) | 21.22| 18.60| 24.49| 18.73| 12.97| +13%| 73| |Jul24 Class III Milk(CME) | 23.62| 23.35| 30.12| 20.85| 11.58| +13%| 77| |Dec24 Wheat(KCBT) | 32.77| 33.46| 34.83| 29.03| 23.23| +12%| 192| |Jul24 Natural Gas(NYM) | 46.98| 38.01| 62.52| 41.77| 21.02| +12%| 42| |Dec24 Wheat(MGE) | 25.49| 19.93| 30.36| 22.90| 15.45| +11%| 192| |Jun24 Natural Gas(NYM) | 50.66| 53.90| 67.90| 45.31| 22.73| +11%| 14| |Dec24 Corn(CBOT) | 25.67| 15.99| 33.29| 23.86| 14.44| +7%| 192| |Jun24 Gold(CMX) | 15.18| 17.13| 18.35| 14.31| 10.28| +6%| 13| |Jul24 Cotton(ICE) | 29.68| 32.49| 35.87| 28.16| 20.45| +5%| 31| |Jul24 Orange Juice(ICE) | 33.04| 29.77| 43.72| 31.96| 20.19| +3%| 24| |Dec24 Gold(CMX) | 14.62| 16.98| 18.37| 14.29| 10.20| +2%| 195| |Jul24 Silver(CMX) | 29.95| 31.25| 45.20| 29.54| 13.87| +1%| 42| |Jul24 Lean Hogs(CME) | 24.67| 18.34| 35.22| 24.55| 13.88| +0%| 59| |Dec24 Cotton(ICE) | 21.52| 22.89| 30.49| 21.70| 12.91| +0%| 178| |Aug24 Gold(CMX) | 14.40| 17.07| 18.36| 14.31| 10.26| +0%| 72| |Sep24 Orange Juice(ICE) | 29.00| 27.92| 40.74| 29.28| 17.82| +0%| 80| |Sep24 Orange Juice(ICE) | 29.00| 27.92| 40.74| 29.28| 17.82| +0%| 80| |Dec24 Silver(CMX) | 28.97| 30.78| 45.07| 29.36| 13.66| -1%| 195| |Dec24 Live Cattle(CME) | 13.39| 13.13| 19.04| 13.80| 8.56| -2%| 206| |Jul24 Soybeans(CBOT) | 19.05| 19.49| 25.53| 19.51| 13.50| -2%| 38| |Sep24 Silver(CMX) | 28.79| 30.97| 45.11| 29.44| 13.78| -2%| 104| |Jan25 Orange Juice(ICE) | 25.81| 24.49| 38.03| 26.78| 15.53| -3%| 206| |Jul24 Corn(CBOT) | 24.81| 19.69| 34.67| 26.16| 17.66| -5%| 38| |Feb25 Live Cattle(CME) | 11.99| 12.23| 17.53| 12.79| 8.06| -6%| 269| |Oct24 RBOB Gasoline(NYM) | 30.88| 23.31| 57.60| 32.88| 8.16| -6%| 134| |Oct24 Live Cattle(CME) | 14.01| 14.40| 20.84| 15.07| 9.29| -7%| 143| |Oct24 Sugar #11(ICE) | 25.64| 26.03| 37.48| 28.57| 19.65| -10%| 125| |Nov24 Feeder Cattle(CME) | 14.26| 15.04| 22.87| 16.37| 9.86| -12%| 191| |Aug24 Live Cattle(CME) | 14.19| 15.20| 22.81| 16.49| 10.18| -13%| 80| |Dec24 London Sugar(LCE) | 19.32| 21.29| 29.13| 22.23| 15.34| -13%| 172| |Oct24 Feeder Cattle(CME) | 14.14| 15.58| 23.09| 16.83| 10.57| -15%| 170| |Sep24 NY Harbor ULSD(NYM) | 24.45| 17.59| 46.42| 29.08| 11.74| -15%| 105| |Sep24 RBOB Gasoline(NYM) | 26.89| 23.30| 55.65| 31.83| 8.01| -15%| 105| |Aug24 NY Harbor ULSD(NYM) | 24.46| 18.16| 49.34| 30.07| 10.80| -18%| 73| |Sep24 Feeder Cattle(CME) | 13.88| 15.79| 23.60| 17.29| 10.98| -19%| 135| |Jun24 US Dollar Index(ICE) | 5.74| 4.75| 9.65| 7.09| 4.52| -19%| 24| |Dec24 Crude Oil(NYM) | 26.43| 18.52| 56.14| 33.29| 10.44| -20%| 185| |Oct24 London Sugar(LCE) | 19.08| 23.77| 31.29| 23.96| 16.63| -20%| 110| |Jun24 Live Cattle(CME) | 13.66| 13.52| 24.07| 17.43| 10.79| -21%| 24| |Jun24 NASDAQ 100 E-Mini(CME) | 15.44| 17.73| 29.58| 19.70| 9.81| -21%| 38| |Jun24 Lean Hogs(CME) | 20.88| 20.24| 39.27| 27.03| 14.79| -22%| 31| |Aug24 RBOB Gasoline(NYM) | 25.61| 24.23| 59.71| 33.13| 6.54| -22%| 73| |Jul24 NY Harbor ULSD(NYM) | 24.06| 18.92| 53.57| 31.35| 9.12| -23%| 42| |Jul24 Sugar #11(ICE) | 24.07| 27.84| 41.16| 31.60| 22.05| -23%| 34| |Jun24 Class III Milk(CME) | 17.84| 29.80| 34.04| 23.34| 12.65| -23%| 49| |Aug24 Feeder Cattle(CME) | 13.75| 15.89| 24.84| 18.13| 11.42| -24%| 107| |Nov24 Crude Oil(NYM) | 26.13| 19.05| 59.52| 34.47| 9.42| -24%| 156| |Sep24 S & P 500 E-Mini(CME) | 12.19| 12.07| 25.51| 16.32| 7.13| -25%| 129| |Aug24 London Sugar(LCE) | 18.81| 24.99| 33.33| 25.62| 17.90| -26%| 48| |Jun24 NY Harbor ULSD(NYM) | 24.10| 19.58| 59.69| 33.25| 6.82| -27%| 14| |Jun24 British Pound(CME) | 6.25| 5.28| 11.69| 8.73| 5.77| -28%| 24| |Jun24 Australian Dollar(CME) | 8.59| 8.34| 16.76| 11.93| 7.11| -28%| 24| |Oct24 Crude Oil(NYM) | 25.76| 19.65| 63.71| 35.84| 7.96| -28%| 126| |Sep24 Brent Crude Oil(ICE) | 23.60| 19.63| 56.73| 33.51| 10.30| -29%| 72| |Jul24 RBOB Gasoline(NYM) | 24.57| 25.48| 64.94| 34.87| 4.81| -29%| 42| |Jun24 S & P 500 E-Mini(CME) | 11.21| 12.08| 25.46| 16.27| 7.08| -31%| 38| |Jun24 EuroFX(CME) | 5.79| 4.22| 12.18| 8.63| 5.08| -32%| 24| |Sep24 Crude Oil(NYM) | 25.48| 20.33| 69.31| 37.54| 5.76| -32%| 93| |Aug24 Brent Crude Oil(ICE) | 22.75| 20.19| 61.19| 34.88| 8.58| -34%| 41| |Jun24 RBOB Gasoline(NYM) | 23.95| 26.89| 71.02| 37.04| 3.06| -35%| 14| |Aug24 Crude Oil(NYM) | 24.76| 21.07| 78.85| 40.07| 1.30| -38%| 64| |Jun24 Canadian Dollar(CME) | 5.22| 4.91| 12.75| 8.69| 4.62| -39%| 24| |Jul24 Brent Crude Oil(ICE) | 21.78| 20.95| 68.35| 36.85| 5.34| -40%| 13| |Jul24 Crude Oil(NYM) | 25.11| 21.99| 98.10| 44.51| -9.08| -43%| 34| |May24 Feeder Cattle(CME) | 8.52| 13.71| 24.27| 17.05| 9.82| -50%| 16| |Jun24 Crude Oil(NYM) | 27.55| 22.96| 213.73| 68.27| -77.19| -59%| 2| |May24 Class III Milk(CME) | 4.69| 20.96| 21.39| 14.66| 7.92| -68%| 21| \==================================================================================/ 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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