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Historical Volatility
Butter Historical Volatility
 
Historical volatility data is no longer available on this page. Historical volatility data is available in our End-of-Day product in CME Datamine

 

 

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average
2003                   11.6 18.4 52.5

25.7
2004 18.5 30.6 39.7 32.7 36.9 30.5 33.9 33.9 32.5 42.9 43.8 49.8

32.7
2005 25.9 23.3 24.0 16.8 17.9 30.1 27.6 22.1 13.2 19.3 19.8 19.9

21.6
2006 17.0 16.0 16.5 22.9 8.0 4.8 21.9 13.7 13.7 12.2 9.8 30.1

15.6
2007 12.4 6.5 19.2 5.5 11.0 12.6 21.0 14.5 20.8 7.2 0.0 31.5

13.5
2008 19.3 6.3  4.9  4.1 5.7 1.8 10.3 12.8 10.2 0.0 0.0 0.0 

6.3
2009 0.0 6.0  0.0  0.0  27.1  7.1  7.6  14.8  31.9  0.0  0.0  0.0 

7.9
2010 0.0 0.0 0.0 11.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.9
2011 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -- -- -- -- -- 0.0
Mean 13.3 12.7 13.0 11.7 13.3 12.4 17.5 16.0 17.5 11.7 11.5 23.0 --
High 25.9 30.6 39.7 32.7 36.9 30.5 33.9 33.9 32.5 42.9 43.8 52.5 --
Low 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 --