Below is a line graph portraying volatility measures for the DEC16WMAZ contract. Volatility across the board, when looking at the chart, increased as factors ranging from … Read More
Volatility on the DEC16WMAZ contract has climbed steadily over the past 2months as shown in the line graph below. Published volatility climbed 1% after yesterday’s session … Read More
Recent volatility development for the DEC16WMAZ contract
Volatility slowed significantly for the DEC16WMAZ contract over the month of June and in the first week of July but has recently picked up well due … Read More
Below is a graph portraying 4 different measures for the JUL16WMAZ volatility. White maize volatility climbed an average of 5.5% over the past month, as taken … Read More
Quick revision of JUL16WMAZ volatility measures. Below, the graph we’ve previously covered, showing variation of the 20 Day-underlying volatility and published volatility. Volatility has slowly … Read More
The line chart below shows the published volatility, the 20-day underlying volatility based on MTM price, the 20-day underlying volatility based on high and low differences … Read More
The line chart below shows the published volatility and ‘average’ 20-day volatility (average between: underlying movement based on mark-to-market prices and the underlying movement based on … Read More
The chart below portrays the published volatility and the average 20-day volatility (between ‘vol’ calculated based on high and low prices as well as ‘vol’ calculated … Read More
Below is a line graph portraying the 20-Day underlying volatility based on MTM prices, the 20-Day underlying volatility based on the daily high and lows, an … Read More