Chicago SRW Wheat-Corn ICS Synthetic Futures volatility curves
Implied volatility provides a gauge of market expectations and helps identify potential trading opportunities. Explore the chart below to assess risks and craft reliable Chicago SRW Wheat-Corn ICS Synthetic Futures options strategies based on market sentiment.
Nov
Feb '26
Apr
Jun
Aug
Nov
Feb '27
Apr
Jun
ATM IV term structure
ATM IV refers to the implied volatility of a contract with a strike price closest to the underlying current price. Track the at-the-money implied volatility for Chicago SRW Wheat-Corn ICS Synthetic Futures options across different expirations below.
