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Historical Volatility
Oats Historical Volatility
 
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Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average
1980 26.0 24.6 25.0 27.6 32.0 27.2 33.9 28.5 23.9 25.7 27.2 32.0

27.8
1981 19.3 26.0 22.5 27.4 22.2 23.0 23.3 26.9 17.9 17.1 27.8 26.1

23.3
1982 23.6 24.5 23.2 25.0 22.2 26.1 24.5 32.6 25.5 33.5 27.1 18.5

25.5
1983 14.1 25.4 25.1 27.2 23.9 22.5 34.9 44.6 32.7 20.3 18.2 13.5

25.2
1984 20.8 23.5 13.5 22.9 10.6 22.7 14.1 13.4 12.2 9.4 8.5 9.9

15.1
1985 12.9 12.0 9.3 9.6 12.9 14.8 15.4 31.5 19.8 19.3 18.5 12.4

15.7
1986 24.7 15.6 18.1 48.3 47.6 50.5 25.7 22.8 23.2 15.9 23.4 26.5

28.5
1987 19.4 28.5 30.0 22.9 39.5 49.5 34.5 31.5 20.9 20.5 38.0 19.4

29.5
1988 13.9 12.2 29.6 25.0 31.7 54.0 58.7 34.8 27.8 26.7 37.0 21.6

31.1
1989 32.7 30.4 27.6 39.1 32.2 40.1 53.4 28.0 19.6 16.8 14.7 12.2

28.9
1990 17.8 19.7 20.2 16.8 33.3 26.7 34.6 40.4 33.2 24.5 34.3 21.0

26.9
1991 25.2 19.6 31.7 29.0 19.7 35.8 39.8 50.2 17.8 18.2 18.8 17.3

26.9
1992 17.6 43.5 33.4 27.4 37.0 38.2 21.5 38.3 18.7 19.7 24.7 14.3

27.9
1993 13.9 15.4 14.5 36.8 26.1 24.7 27.9 23.0 16.5 15.9 30.8 17.9

22.0
1994 23.0 13.5 21.8 19.5 39.4 57.3 21.4 25.4 21.0 18.6 21.3 20.6

25.2
1995 15.4 12.2 18.8 16.7 17.9 49.0 29.5 26.9 24.6 18.6 18.5 20.7

22.5
1996 37.8 32.1 15.8 54.3 43.8 46.9 37.7 42.5 33.3 35.4 20.0 13.1

34.4
1997 25.5 43.6 18.7 32.7 25.6 33.5 30.4 28.0 14.0 20.0 15.4 16.1

25.3
1998 17.2 12.3 21.8 42.6 26.0 42.3 24.4 30.2 18.7 23.1 12.6 14.5

23.8
1999 22.6 22.0 33.1 43.5 28.7 22.8 39.0 19.7 12.0 13.8 15.1 12.5

23.7
2000 14.9 13.9 18.5 16.3 22.2 28.1 16.7 15.9 16.0 14.8 15.1 12.8

18.8
2001 22.6 13.1 24.4 17.5 18.2 20.7 71.0 35.7 36.3 38.8 35.2 32.3

30.5
2002 32.2 25.0 24.1 66.7 46.7 45.4 47.7 27.0 27.2 41.1 37.1 17.8

36.5
2003 25.9 38.7 43.5 38.3 36.0 41.9 47.1 34.5 35.8 30.7 29.7 22.2

34.5
2004 31.6 21.0 39.0 37.4 37.0 31.7 27.0 29.9 49.6 22.1 35.3 20.8

31.9
2005 23.1 18.9 58.6 22.4 24.0 30.4 32.9 26.6 27.1 26.7 20.5 43.2

29.5
2006 26.5 35.4 17.7 20.6 31.1 26.6 54.5 19.4 24.1 37.2 32.8 24.0

29.2
2007 31.8 27.2 32.7 25.3 26.5 33.4 47.7 22.8  40.0 23.4 17.9  31.8

30.0
2008  28.6  28.1  49.7  36.3  20.3  31.2 33.9 30.0  40.0 62.5 35.9 58.8 

37.9
2009 47.6 39.5  37.6  37.4  35.9  47.5  41.6  20.7  46.4  38.4  17.3  24.7 

36.7
2010 40.8 19.6 28.7 28.9 28.0 62.7 40.8 21.9  38.3 38.4 32.4 27.3 34.0
2011 29.2 37.2 45.9 52.2 30.7 35.9 -- -- -- -- -- -- 38.5
Mean 24.2 24.2 27.3 30.7 29.1 35.7 35.0 29.6 26.3 25.2 24.6 21.8

--

High 47.6 43.6 58.6 66.7 47.6 62.7 71.0 50.5 49.6 62.5 38.0 58.8

--

Low 12.9 12.0 9.3 9.6 10.6 14.8 14.1 13.4 12.0 9.4 8.5 9.9

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