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Historical Volatility
Wheat Historical Volatility
 
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Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average
1980 29.8 15.8 20.5 34.5 31.4 21.0 30.9 12.8 16.0 20.2 21.8 34.7

24.1
1981 36.1 26.7 18.7 19.6 16.0 17.4 18.9 18.6 12.8 13.0 13.6 26.7

19.8
1982 18.9 14.6 18.6 17.5 14.3 16.1 18.1 18.0 17.8 20.8 17.8 13.8

17.2
1983 17.0 25.2 19.7 16.1 14.5 13.5 19.7 32.1 19.1 15.4 15.3 11.5

18.3
1984 17.9 14.4 20.0 18.5 20.3 11.6 11.9 19.2 16.7 10.1 10.1 11.5

15.2
1985 11.6 13.3 13.0 17.6 10.1 10.7 13.7 22.6 19.3 17.0 17.1 13.7

15.0
1986 21.5 19.9 19.6 38.7 39.0 18.5 23.1 18.6 18.7 25.1 22.0 12.2

23.1
1987 16.2 23.5 15.3 18.7 31.5 24.3 19.4 15.6 15.4 19.7 19.4 14.5

19.4
1988 20.1 14.6 16.4 14.9 26.7 62.5 48.1 20.1 19.0 18.7 15.8 13.4

24.2
1989 15.5 11.7 19.4 24.3 12.5 19.2 18.3 9.9 15.4 10.1 8.1 10.1

14.3
1990 9.0 11.4 12.2 15.5 13.9 13.7 14.7 21.7 19.4 19.6 24.8 12.7

15.9
1991 17.5 16.7 21.2 18.8 14.0 24.5 26.5 33.9 11.6 17.5 21.4 20.5

20.3
1992 16.6 30.0 17.9 21.3 25.0 18.7 18.4 17.7 15.6 16.9 14.8 13.5

18.9
1993 17.9 18.1 20.4 19.5 14.6 16.6 28.2 18.5 11.6 17.8 21.0 11.0

17.9
1994 19.6 15.5 14.7 21.6 24.3 20.5 16.8 15.4 21.8 18.5 16.7 14.9

18.3
1995 17.9 17.2 19.9 16.1 21.9 29.1 31.8 29.6 18.3 18.1 18.5 13.8

21.0
1996 26.4 21.2 20.0 51.1 32.8 32.3 28.0 19.9 21.9 20.9 27.0 19.0

26.6
1997 18.6 20.3 21.3 37.3 26.4 21.6 22.1 18.4 14.5 20.9 17.3 17.6

21.3
1998 22.8 18.5 18.4 16.9 20.3 28.9 17.5 22.1 22.3 28.9 19.4 17.8

21.2
1999 22.7 20.7 33.4 23.8 20.9 19.9 27.2 24.7 26.7 18.8 230 18.7

23.4
2000 16.9 23.0 24.6 19.0 22.7 26.6 16.8 22.4 21.7 19.2 18.9 18.4

20.8
2001 18.6 18.5 24.9 21.2 21.6 22.0 26.8 19.8 23.2 21.1 15.9 19.8

22.0
2002 20.4 15.6 22.0 16.6 22.2 27.7 24.4 22.6 41.1 41.7 28.8 25.6

25.8
2003 27.9 23.8 23.6 24.5 37.4 30.0 27.2 23.8 22.9 34.6 40.1 28.0

26.8
2004 27.2 28.9 37.1 30.1 34.2 22.3 24.4 27.2 29.2 21.0 22.1 19.6

26.9
2005 21.3 32.8 30.1 21.4 33.2 25.0 28.4 20.0 20.3 18.01 13.33 21.0

23.7
2006 22.4 25.4 26.1 21.7 32.9 27.8 43.2 29.3 33.4 45.8 26.0 29.9

30.4
2007 38.0 25.2 21.3 37.5 32.3 40.0 30.4 26.4 38.6 38.2 30.1  34.3

32.7
2008  35.1  73.4  72.8  44.8  30.0  52.3 31.4 63.5 50.8 60.4 50.6 41.6 

50.6
2009 55.3 28.9  51.6  36.0  25.9  35.8  37.3  28.8  44.3  44.4  37.4  29.6 

37.9
2010 33.4 36.2 27.0 32.0 22.3 26.0 41.2 59.3 37.7 39.4 37.5 33.1 35.4
2011 28.5 43.3 44.7 44.0 53.3 47.7 41.4 -- -- -- -- -- 43.3
Mean 23.0 23.3 24.7 25.1 24.9 25.7 25.8 24.4 23.1 24.2 22.6 20.4

--

High 55.3 73.4 72.8 51.1 53.5 62.5 48.1 63.5 50.8 60.4 50.6 41.6

--

Low 9.0 11.7 12.2 14.9 10.1 10.7 11.9 9.9 11.6 10.1 8.1 10.1

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