Historical Volatility
Soybean Meal Historical Volatility

 

 

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average

1980 30.5 11.9 9.5 14.9 16.7 9.2 43.0 25.7 26.2 28.2 30.2 41.5

24.0

1981 30.6 27.5 17.9 23.5 18.5 15.0 20.5 19.0 14.2 8.0 12.8 18.8

18.9

1982 14.5 9.4 15.1 15.8 8.9 15.3 12.0 18.4 11.1 17.6 18.3 15.2

14.3

1983 15.5 13.8 19.6 14.1 13.6 24.7 28.7 47.4 44.3 34.0 25.9 31.2

26.1

1984 33.0 20.7 14.5 22.5 23.8 25.3 27.0 28.0 21.5 19.9 12.3 19.5

22.3

1985 16.1 19.1 20.1 12.9 15.6 19.5 31.2 14.6 20.5 17.0 23.0 24.5

19.5

1986 22.8 15.9 14.4 15.0 13.0 9.1 10.7 16.7 10.4 11.7 6.3 9.7

13.0

1987 12.0 10.7 12.4 15.3 38.2 38.8 220 11.8 22.2 23.5 25.7 23.5

21.3

1988 22.6 22.8 16.2 14.1 30.9 55.2 29.5 34.1 25.8 25.6 27.6 19.2

29.4

1989 26.4 21.0 23.4 16.4 17.9 25.7 34.6 21.0 15.0 13.8 11.9 10.3

19.8

1990 9.3 8.8 18.8 23.3 19.3 17.5 24.5 16.5 19.7 23.6 20.5 18.4

18.3

1991 19.2 13.1 18.7 23.2 8.2 20.9 30.3 42.4 18.2 18.9 15.2 15.8

20.4

1992 14.9 12.0 10.8 10.5 21.7 17.7 9.8 12.6 10.5 8.0 13.3 9.0

12.6

1993 6.9 7.0 7.9 7.6 8.8 20.3 26.9 17.4 18.4 12.2 22.5 9.9

13.8

1994 11.8 9.3 12.8 18.3 34.0 27.8 17.7 11.5 10.7 11.5 8.1 17.1

15.8

1995 10.9 10.1 13.8 16.1 16.1 20.2 26.0 14.3 24.7 12.7 12.7 18.7

17.2

1996 17.7 16.1 18.1 27.9 18.9 21.8 22.0 13.4 20.4 21.7 17.1 16.3

19.3

1997 18.5 22.0 28.4 29.0 21.7 26.4 27.5 24.0 25.7 27.1 30.4 19.0

25.0

1998 19.3 13.1 18.8 21.7 20.9 41.4 30.1 16.1 18.7 34.4 24.9 17.0

23.0

1999 17.0 22.6 22.2 18.0 17.1 19.9 42.9 36.4 28.8 21.7 22.2 17.2

23.8

2000 21.2 24.2 20.0 19.6 23.3 16.9 14.4 15.2 21.3 19.5 26.1 12.0

19.4

2001 16.1 17.3 21.8 21.5 23.0 21.9 24.6 20.0 24.9 17.5 17.1 15.5

20.1

2002 30.6 18.6 16.2 17.3 17.2 20.6 32.6 25.3 21.0 18.8 13.9 16.6

20.7

2003 23.0 20.2 19.1 24.4 18.5 21.2 18.7 30.2 21.3 24.7 24.4 32.8

23.2

2004 28.0 28.3 25.9 36.1 49.9 36.7 37.9 38.7 15.7 25.7 25.5 23.2

31.0

2005 30.3 33.2 33.3 20.8 23.7 36.5 33.1 25.1 14.7 24.2 24.8 29.2

27.4

2006 23.6 22.3 17.2 18.1 13.3 28.2 13.2 14.3 21.3 21.6 16.8 16.5

18.9

2007 33.8 15.7 20.3 15.3 22.5 32.1 43.3 25.7 23.2 33.2 20.4  22.1

25.6

2008  28.4  20.9  64.9  37.6  33.2  29.5            

 37.0

Mean 20.8 17.5 19.7 18.9 21.3 24.5 27.3 22.7 20.3 20.6 19.6 19.3

 

High 33.8 33.2 64.9 37.6 49.9 55.2 59.5 47.4 44.3 34.4 30.4 41.5

 

Low 6.9 7.0 7.9 7.6 8.4 9.1 9.8 11.5 10.4 8.0 6.3 9.0

 

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