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Historical Volatility
Oats Historical Volatility
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Yearly |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
39.9 |
||
| Mean | 23.5 | 24.0 | 26.6 | 30.0 | 29.0 | 34.8 | 34.8 | 29.8 | 25.9 | 24.7 | 24.6 | 21.5 |
|
| High | 47.6 | 43.6 | 58.6 | 66.7 | 47.6 | 57.3 | 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 |
|
