Historical Volatility
Lean Hogs 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                       36.5 36.5
2004 25.0 41.5 24.3 28.1 42.1 22.7 33.7 59.8 22.6 33.5 21.0 20.5 31.2
2005 18.2 36.4 17.7 35.4 15.7 20.6 18.9 50.7 19.3 42.7 21.3 12.1 25.8
2006 20.9 26.0 22.0 66.2 16.7 20.4 17.6 48.2 21.4 33.8 20.9 14.9 27.4
2007 20.3 16.2 18.4 55.6 10.8 21.9 27.1 35.1 13.9 11.9 32.4 32.0 24.6
2008 18.7 42.4 27.4  70.1 31.1 21.5 16.0 62.1  22.8 46.4 13.0 43.0  34.5
2009 25.6 29.9  21.4  89.1  39.6  34.3  50.1  48.1  29.2  30.4  21.5  25.6  37.1
2010 25.3 15.3 18.7 38.4 31.4 18.1 23.5 41.1 20.9 25.3 16.9 34.1 25.8
2011 16.5 33.5 23.6 35.8 24.4 19.9  20.0  -- -- -- -- -- 24.8
Mean 21.3 32.0 21.7 52.3 26.5 22.4 25.9 49.3 21.5 32.0 21.0 27.3 --
High 25.6 42.4 27.4 89.1 42.1 34.3 50.1 62.1 29.2 46.4 32.4 43.0 --
Low 16.5 15.3 17.7 28.1 10.8 18.1 16.0 35.1 13.9 11.9 13.0 12.1 --