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Historical Volatility
Corn Historical Volatility
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Yearly |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1980 | 24.2 | 8.2 | 13.0 | 15.5 | 14.8 | 6.3 | 24.8 | 21.7 | 15.0 | 17.4 | 17.5 | 24.5 |
16.9 |
| 1981 | 16.2 | 16.7 | 12.2 | 13.2 | 16.8 | 15.2 | 22.3 | 21.7 | 15.0 | 13.8 | 10.6 | 21.2 |
16.2 |
| 1982 | 10.3 | 8.0 | 10.0 | 9.1 | 8.0 | 9.5 | 9.8 | 23.7 | 18.4 | 18.6 | 20.6 | 12.2 |
13.2 |
| 1983 | 12.8 | 16.8 | 17.2 | 15.1 | 16.4 | 9.6 | 19.1 | 28.3 | 25.2 | 20.0 | 15.1 | 14.5 |
17.5 |
| 1984 | 17.6 | 14.4 | 8.6 | 15.5 | 9.4 | 10.2 | 19.6 | 21.1 | 13.3 | 10.3 | 9.3 | 11.2 |
13.4 |
| 1985 | 7.0 | 7.7 | 6.8 | 6.0 | 5.6 | 8.8 | 14.5 | 14.6 | 18.9 | 17.9 | 13.2 | 7.0 |
10.7 |
| 1986 | 11.3 | 11.3 | 11.7 | 15.9 | 17.7 | 17.3 | 26.5 | 18.5 | 21.2 | 25.3 | 14.1 | 13.6 |
17.0 |
| 1987 | 20.8 | 23.7 | 17.0 | 18.7 | 30.5 | 35.9 | 23.8 | 24.4 | 19.4 | 21.1 | 12.1 | 14.3 |
21.8 |
| 1988 | 15.6 | 15.9 | 11.7 | 9.7 | 26.6 | 56.0 | 54.8 | 35.7 | 18.6 | 20.2 | 19.9 | 13.5 |
24.8 |
| 1989 | 22.3 | 13.6 | 17.1 | 16.8 | 13.3 | 23.0 | 33.1 | 23.7 | 17.5 | 17.9 | 12.3 | 6.1 |
18.1 |
| 1990 | 8.1 | 7.5 | 10.6 | 10.1 | 16.9 | 18.8 | 19.0 | 19.1 | 19.3 | 17.2 | 19.7 | 10.6 |
14.7 |
| 1991 | 10.8 | 8.8 | 14.5 | 13.7 | 13.2 | 21.4 | 32.1 | 32.1 | 12.2 | 14.2 | 12.9 | 11.2 |
16.4 |
| 1992 | 11.0 | 17.1 | 9.4 | 13.9 | 19.8 | 22.2 | 15.3 | 17.9 | 15.7 | 11.7 | 17.5 | 6.7 |
14.8 |
| 1993 | 9.1 | 5.7 | 8.2 | 13.5 | 13.5 | 14.6 | 24.4 | 14.9 | 16.8 | 17.3 | 19.9 | 9.6 |
13.9 |
| 1994 | 16.4 | 13.6 | 17.5 | 18.0 | 29.1 | 33.4 | 22.7 | 10.8 | 12.1 | 12.1 | 8.7 | 11.1 |
17.1 |
| 1995 | 7.9 | 7.5 | 7.8 | 9.9 | 15.3 | 24.6 | 17.4 | 12.7 | 17.3 | 12.6 | 13.7 | 12.0 |
13.2 |
| 1996 | 20.5 | 14.5 | 14.8 | 36.0 | 26.2 | 39.4 | 33.5 | 23.6 | 19.1 | 15.4 | 15.0 | 12.2 |
22.5 |
| 1997 | 13.4 | 15.7 | 23.6 | 21.0 | 19.6 | 17.8 | 32.6 | 33.9 | 16.9 | 25.1 | 20.5 | 15.1 |
21.3 |
| 1998 | 21.9 | 11.6 | 19.9 | 17.9 | 21.4 | 31.3 | 25.2 | 18.5 | 18.9 | 22.2 | 14.8 | 11.4 |
19.6 |
| 1999 | 16.4 | 16.8 | 20.5 | 17.3 | 17.9 | 19.1 | 39.9 | 30.4 | 16.0 | 13.4 | 14.9 | 13.9 |
19.7 |
| 2000 | 22.4 | 14.4 | 25.6 | 16.8 | 26.0 | 28.8 | 20.4 | 16.2 | 18.5 | 17.4 | 17.0 | 15.7 |
19.9 |
| 2001 | 17.9 | 12.1 | 19.2 | 20.8 | 21.3 | 16.6 | 41.6 | 19.1 | 17.3 | 15.0 | 21.4 | 11.2 |
19.4 |
| 2002 | 12.0 | 13.1 | 11.6 | 11.4 | 23.2 | 20.2 | 42.1 | 24.7 | 28.0 | 19.2 | 16.7 | 13.0 |
19.6 |
| 2003 | 20.2 | 11.4 | 18.5 | 12.5 | 22.6 | 19.7 | 16.6 | 25.4 | 22.8 | 28.6 | 25.2 | 18.3 |
20.1 |
| 2004 | 26.0 | 17.9 | 23.6 | 26.3 | 27.6 | 29.9 | 20.4 | 23.4 | 15.1 | 18.0 | 15.5 | 16.7 |
21.7 |
| 2005 | 20.1 | 20.9 | 22.6 | 20.1 | 25.0 | 33.8 | 42.2 | 22.4 | 16.0 | 10.45 | 9.51 | 19.5 |
21.9 |
| 2006 | 19.1 | 23.1 | 30.7 | 19.8 | 31.3 | 28.8 | 26.7 | 30.2 | 39.5 | 43.5 | 26.9 | 26.3 |
28.8 |
| 2007 | 38.1 | 27.9 | 23.0 | 36.8 | 42.0 | 38.1 | 30.1 | 27.3 | 39.2 | 31.4 | 22.6 | 20.1 |
31.4 |
| 2008 | 32.2 | 22.2 | 40.8 | 28.9 | 29.2 | 35.1 | 36.5 | 51.2 | 49.4 | 63.9 | 46.0 | 59.8 |
41.3 |
| 2009 | 50.9 |
30.2 |
36.3 | 28.7 | 16.6 | 41.4 | 46.3 | 28.4 | 55.2 | 43.0 |
37.7 |
||
| Mean | 18.5 | 14.9 | 17.5 | 17.5 | 20.6 | 23.8 | 27.5 | 23.8 | 21.6 | 21.0 | 17.3 | 15.6 | |
| High | 50.9 | 30.2 | 40.8 | 36.8 | 42.0 | 56.0 | 54.8 | 51.2 | 55.2 | 63.9 | 46 | 59.8 | |
| Low | 7.0 | 5.7 | 6.8 | 6.0 | 5.6 | 6.3 | 9.8 | 10.9 | 12.1 | 10.3 | 9.0 | 6.1 |
