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Historical Volatility
Soybean Historical Volatility
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Yearly |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1980 | 25.4 | 15.3 | 13.4 | 15.0 | 17.1 | 12.5 | 42.6 | 29.4 | 25.6 | 27.3 | 27.5 | 36.9 |
24.0 |
| 1981 | 27.0 | 28.0 | 20.7 | 24.9 | 17.7 | 17.3 | 25.2 | 17.6 | 13.7 | 13.4 | 12.6 | 19.8 |
19.8 |
| 1982 | 12.6 | 10.6 | 18.2 | 15.9 | 13.1 | 17.5 | 13.0 | 19.9 | 15.6 | 18.3 | 18.2 | 12.2 |
15.4 |
| 1983 | 13.7 | 15.2 | 18.2 | 16.8 | 13.6 | 25.6 | 25.9 | 40.7 | 37.4 | 34.5 | 25.6 | 28.1 |
24.6 |
| 1984 | 30.4 | 25.3 | 17.9 | 19.9 | 22.0 | 35.9 | 32.6 | 34.9 | 26.3 | 18.1 | 13.8 | 13.3 |
24.2 |
| 1985 | 19.9 | 16.0 | 10.1 | 9.6 | 14.2 | 19.3 | 20.4 | 15.8 | 16.9 | 12.2 | 19.5 | 16.8 |
15.9 |
| 1986 | 19.4 | 11.6 | 10.1 | 13.4 | 10.5 | 9.5 | 13.9 | 16.5 | 11.5 | 15.5 | 9.6 | 8.6 |
12.5 |
| 1987 | 7.9 | 8.1 | 7.2 | 11.7 | 32.7 | 33.9 | 23.0 | 10.6 | 11.8 | 18.1 | 17.4 | 18.3 |
16.7 |
| 1988 | 18.2 | 17.0 | 16.5 | 17.7 | 29.2 | 52.5 | 55.5 | 34.4 | 22.8 | 21.9 | 23.9 | 16.9 |
27.2 |
| 1989 | 23.3 | 19.7 | 20.5 | 17.1 | 20.6 | 23.0 | 38.2 | 28.2 | 15.5 | 13.1 | 13.1 | 8.6 |
20.1 |
| 1990 | 11.4 | 8.9 | 15.2 | 16.9 | 20.1 | 19.8 | 19.2 | 16.2 | 15.2 | 17.5 | 21.6 | 13.9 |
16.3 |
| 1991 | 17.7 | 8.9 | 16.4 | 20.7 | 11.6 | 18.6 | 30.1 | 34.5 | 16.4 | 20.6 | 17.2 | 14.9 |
19.7 |
| 1992 | 14.5 | 13.0 | 12.1 | 12.4 | 20.2 | 22.5 | 12.8 | 14.8 | 13.5 | 11.2 | 13.5 | 8.1 |
14.1 |
| 1993 | 10.7 | 7.1 | 9.2 | 8.1 | 9.7 | 22.0 | 26.6 | 21.9 | 23.1 | 12.7 | 22.1 | 9.8 |
15.3 |
| 1994 | 18.5 | 8.7 | 12.6 | 19.6 | 35.0 | 29.3 | 23.8 | 12.6 | 12.5 | 11.8 | 11.4 | 10.6 |
17.2 |
| 1995 | 5.2 | 6.6 | 1.6 | 12.4 | 24.5 | 21.7 | 26.2 | 13.9 | 22.3 | 12.1 | 10.8 | 16.4 |
15.2 |
| 1996 | 15.9 | 13.4 | 12.7 | 26.6 | 18.7 | 22.7 | 27.3 | 18.0 | 20.3 | 20.8 | 12.6 | 13.0 |
18.5 |
| 1997 | 17.5 | 17.9 | 27.1 | 15.1 | 10.1 | 26.6 | 29.6 | 26.4 | 15.8 | 21.6 | 18.1 | 17.0 |
21.9 |
| 1998 | 15.1 | 12.9 | 11.3 | 12.3 | 14.3 | 28.4 | 20.7 | 16.2 | 13.5 | 20.3 | 16.1 | 11.1 |
16.0 |
| 1999 | 13.9 | 16.0 | 22.5 | 13.7 | 12.7 | 17.6 | 42.6 | 34.9 | 24.9 | 16.2 | 17.4 | 20.0 |
21.0 |
| 2000 | 20.4 | 18.1 | 20.2 | 18.1 | 22.9 | 17.1 | 11.8 | 18.2 | 23.4 | 12.6 | 15.8 | 12.4 |
17.6 |
| 2001 | 14.7 | 15.4 | 17.3 | 19.6 | 17.4 | 22.9 | 29.9 | 23.1 | 19.5 | 14.5 | 17.1 | 11.2 |
18.5 |
| 2002 | 18.4 | 15.3 | 16.0 | 18.4 | 11.4 | 20.9 | 32.6 | 26.2 | 23.0 | 19.7 | 14.0 | 16.7 |
19.4 |
| 2003 | 20.3 | 14.9 | 15.4 | 17.2 | 15.0 | 17.6 | 17.1 | 26.0 | 20.9 | 25.4 | 28.9 | 26.0 |
20.4 |
| 2004 | 24.0 | 22.0 | 30.2 | 36.3 | 44.0 | 35.4 | 45.1 | 35.4 | 21.8 | 25.5 | 22.5 | 16.3 |
29.9 |
| 2005 | 21.3 | 28.2 | 32.0 | 18.8 | 21.1 | 38.6 | 35.6 | 26.9 | 20.7 | 24.3 | 21.9 | 21.6 |
25.9 |
| 2006 | 22.4 | 21.3 | 17.9 | 14.2 | 13.3 | 24.6 | 16.5 | 15.1 | 20.5 | 20.3 | 14.3 | 13.8 |
17.9 |
| 2007 | 28.2 | 15.1 | 14.9 | 15.7 | 17.7 | 28.8 | 32.8 | 25.3 | 20.8 | 27.0 | 17.5 | 16.3 |
21.7 |
| 2008 | 27.7 | 19.1 | 53.7 | 38.0 | 36.6 | 28.3 | 32.8 | 43.6 | 45.3 | 60.0 | 42.3 | 33.4 |
38.4 |
| 2009 | 46.4 | 30.6 | 31.6 | 31.8 | 19.4 | 29.3 | 50.5 | 57.7 | 32.5 | 30.0 |
36.0 |
||
| Mean | 19.4 | 16.1 | 18.4 | 18.0 | 19.9 | 24.6 | 28.5 | 25.5 | 20.8 | 20.4 | 18.5 | 16.5 |
|
| High | 46.4 | 30.6 | 53.7 | 36.3 | 44.0 | 52.5 | 55.5 | 43.6 | 45.3 | 60.0 | 42.3 | 36.9 |
|
| Low | 5.2 | 6.6 | 7.2 | 8.1 | 9.7 | 9.5 | 11.8 | 10.6 | 11.5 | 9.9 | 9.6 | 8.1 |
|
