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Historical Volatility
Soybean Oil Historical Volatility
 
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Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average
1980 22.5 16.5 14.8 21.3 22.0 18.8 34.4 25.3 23.0 29.2 27.6 35.0

24.2
1981 19.8 24.2 19.8 16.9 12.5 16.0 29.0 20.5 16.6 20.3 11.9 16.4

18.7
1982 12.7 14.7 16.6 17.4 19.3 18.4 11.1 23.7 18.8 17.7 17.6 9.6

16.5
1983 13.2 18.8 20.4 16.7 13.0 28.0 26.3 42.5 39.2 32.9 27.6 28.7

25.6
1984 33.8 34.0 22.3 25.2 25.7 40.7 38.0 31.9 29.9 23.8 24.9 17.4

29.0
1985 27.3 25.4 23.3 25.7 25.7 20.1 20.1 26.8 16.4 21.1 25.2 29.9

23.9
1986 20.4 17.9 31.6 30.7 23.3 15.4 23.1 22.6 18.4 40.2 19.8 17.1

23.4
1987 18.1 17.6 16.9 18.8 32.1 28.5 24.2 20.7 11.5 21.4 17.0 21.5

20.7
1988 28.8 20.9 19.1 23.0 22.8 42.8 51.3 36.4 25.4 21.9 23.2 22.1

28.1
1989 25.9 18.6 13.6 15.6 21.9 25.1 30.1 27.7 16.9 16.3 17.1 9.7

19.9
1990 16.1 15.6 20.8 19.4 21.6 23.4 22.7 18.3 15.2 12.8 20.8 9.2

18.2
1991 23.1 14.1 21.9 21.0 18.8 18.6 36.4 34.9 18.4 21.9 14.3 18.9

22.0
1992 14.1 14.5 19.8 12.3 17.7 24.3 15.1 14.2 23.2 16.6 20.5 15.0

17.3
1993 21.0 14.1 14.0 11.6 11.6 25.8 23.4 19.8 24.1 12.9 26.8 17.2

18.6
1994 22.6 14.0 15.4 21.5 31.3 25.6 24.2 14.3 16.8 20.7 20.7 22.1

20.8
1995 16.2 14.5 21.7 15.2 29.4 25.5 26.1 11.7 18.4 11.4 9.2 13.5

17.7
1996 15.2 10.9 10.7 16.4 16.1 18.7 25.1 17.6 15.9 19.9 13.5 10.6

15.9
1997 17.8 11.6 26.6 12.3 18.0 14.4 23.0 22.4 16.8 15.8 19.5 16.1

17.9
1998 17.4 16.7 13.8 18.8 18.2 21.5 15.4 15.1 19.4 14.0 16.4 11.2

16.5
1999 13.8 24.9 30.2 25.8 20.1 14.4 32.4 36.1 22.8 14.5 18.5 20.0

22.8
2000 24.2 19.3 28.3 21.1 22.1 18.6 12.0 15.9 20.7 6.6 19.3 15.5

18.6
2001 10.6 22.6 16.0 16.9 14.6 22.9 38.8 25.9 21.0 21.0 20.6 16.0

20.6
2002 21.2 20.2 23.9 20.1 18.8 19.4 27.2 22.2 14.8 23.0 21.5 19.3

21.0
2003 17.9 17.2 19.6 15.9 21.0 18.9 10.2 18.8 24.6 27.3 29.8 19.9

18.2
2004 26.7 23.4 35.2 34.9 36.5 28.6 27.2 30.8 26.7 33.4 29.1 16.5

29.1
2005 16.7 40.7 29.0 17.4 22.2 39.2 28.5 25.8 30.0 22.1 19.3 19.1

25.8
2006 20.0 25.0 17.9 18.8 24.1 21.3 20.2 20.7 12.8 22.2 13.0 15.9

19.3
2007 24.4 17.2 15.9 25.7 17.1 22.3 15.8 23.7 16.6 19.1 18.5  14.9

19.3
2008  26.9  19.7  57.4  36.9  35.4  27.7 25.9 42.4 45.2 67.5 49.2 38.9

39.4
2009 44.0  36.8 33.4 

29.1 

 20.9 24.6  35.2  28.1  24.5  27.4  21.0  26.1 

29.3
2010 15.7 24.6 18.4 13.2 17.2 16.6 15.4 18.2 15.9 24.3 38.4 14.3 19.4
2011 19.8 32.9 26.7 22.7 16.6  13.0 13.4  -- -- -- -- -- 20.7
Mean 21.0 20.7 22.3 20.3 21.6 23.1 25.0 24.4 21.3 22.6 21.7 18.6

--

High 44.0 40.7 57.4 34.9 36.5 42.8 51.3 42.5 45.2 67.5 49.2 38.9

--

Low 10.6 10.9 10.7 11.6 11.6 13.0 10.2 11.7 11.5 6.6 9.2 9.2

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