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Historical Volatility
Soybean Historical Volatility
 
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Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average
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 7.5 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  21.5  23.1 

33.7
2010 20.9 19.5 22.1 12.2 14.6 15.1 19.5 14.6 20.9 26.3 39.9 16.4 20.2
2011 22.3 32.0 28.0 23.4 17.7 16.2  11.7  -- -- -- -- -- 21.6
Mean 19.5 16.7 18.8 17.9 19.6 24.1 27.7 25.1 20.8 20.6 19.3 16.7

--

High 46.4 32.0 53.7 38.0 44.0 52.5 55.5 43.6 45.3 60.0 42.3 36.9

--

Low 5.2 6.6 7.2 7.5 9.7 9.5 11.7 10.6 11.5 9.9 9.6 8.1

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