Each quarter, CME Group Research analyzes price volatility for the previous three months across key asset classes and presents it in the Volatility Monitor Update. The purpose of the update is to provide a solid understanding of volatility as one of the prime drivers of options premiums.
The volatility update includes a discussion of:
The update provides volatility data on the following:
Comparative historical graphs depict the volatility in each of these groups, along with short commentary. There are also two charts of historical volatilities, one over a 1-year window, and the other over a 3-year window.
The update here is the most recent publication. For comparison purposes, find earlier editions in the Featured Information box.