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Daily Cotton Option Analysis -
Thu, November 9, 2000
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|
Month DEC |
Futures Closing Price 64.96 |
Days Left 2 |
Implied ATM Volatility 15.68% |
Last Trading Date Fri, Nov. 10, 2000 |
 Historical v. Implied Volatility GraphsHistorical Volatility TablesImplied Standard Deviations
|
DEC Implied Volatility v. 2-Week Historical Volatility
April 10, 2010 - November 9, 2010
Days to Options Expiration v. Volatility (percent)
Solid line is Implied Volatility
DEC Futures
April 10, 2010 - November 9, 2010
Days to Options Expiration v. Futures Price
Historical Volatilities for CT
| 1-Week | 2-Week | 1-Month | 6-Week | 2-Month | 3-Month | 4-Month | 6-Month | |
|---|---|---|---|---|---|---|---|---|
|
DEC |
16.50% |
16.55% |
17.08% |
16.23% |
16.90% |
19.07% |
20.41% |
n/a |
Implied Standard Deviations for CT
| 1-Day | 3-Day | 1-Week | 2-Week | 1-Month | 2-Month | 3-Month | ATM Vol. | |
|---|---|---|---|---|---|---|---|---|
|
DEC |
.53 |
.92 |
1.41 |
2.00 |
2.92 |
4.17 |
5.09 |
15.68% |
