Home » Historical Data
This portion of the site is broken into the five most active commodities on the grain floor: Wheat, Corn, Soybeans, Soymeal, and soyoil. Each commodity has 10 tables or graphs, measuring implied volatility and historical volatility (or actual volatility) and then comparing to each other and also versus underlying future prices, since 1993. When used in conjunction with the daily options stats sheet it becomes a valuable tool in finding under or over valued options
- Historical Volatility Table
- Implied Volatility Table
- Historical Volatility Graph
- Implied Volatility Graph
- Historical Volatility vs. Price
- Implied Volatility vs. Price
- Historical Volatility vs. Implied Volatility
- Monthly Historical Volatility -- high, low avg
- Monthly Implied Volatility -- high, low, avg
- Monthly Percentile Rankings
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