Historical Volatility
Live Cattle 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 13.8  15.0 22.6 9.6 35.3 13.7 22.9 16.0 16.9  23.1 41.0 29.8

21.6

2004  29.7 17.5  26.7  20.4  35.3  25.6  24.2  19.9  16.5  11.6  28.0  19.9

22.9

2005  16.4 12.0 16.8  13.7  36.0  11.5  20.1  12.7  15.4  14.5  11.1  15.1

16.3

2006 19.4 8.6 13.9  18.3  23.2  20.3  18.3  13.8  19.0  15.5  15.6 11.5

16.5

2007 15.9 11.1 17.7  15.6  16.1  15.0  19.3  15.1  16.6  10.0  10.1  17.2

15.0

2008 11.4 8.5  16.8  13.1 11.9 15.2 13.2 13.1  17.9 27.8 21.5 22.9 

16.1

2009 21.3 18.6  15.5  14.8  9.3  16.3  11.8  12.3  9.2  17.8  11.1  15.6 

14.5

2010 9.9 12.5 13.2 13.4 14.2 10.3 10.4 11.8  13.8 14.9 10.7 10.2 12.1
2011 12.3 13.4 21.4 10.9 15.3 20.6  14.0  -- -- -- -- -- 15.4
Mean 16.7 13.0 18.3 14.4 21.8 16.5 17.1 14.3 15.6 16.9 18.6 17.8 --
High 29.7 18.6 26.7 20.4 36.0 25.6 24.2 19.9 19.0 27.8 41.0 29.8 --
Low 9.9 8.5 13.9 9.6 9.3 10.3 10.4 11.8 9.2  10.0  10.1  11.5 --