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Chicago SRW Wheat
Futures and Options
Chicago SRW Wheat Futures - Quotes
Venue:
March 28, 2025
Ag Intel Market Recap
May Wheat futures settled at a contract low of 528'2 Friday, lower by 3'6. Overall, a heavy 167,938 contracts changed hands, with 81,818 traded in May. Across all maturities, open interest finished the session at a one month high of 486,562, adding 9,773, or 2.05%. May open interest increased by 1,306 (0.57%), to 230,870.
Option trading centered around the July 550 calls with 7,091 traded and the May 490 puts with volume of 9,089. Option open interest is highest for the May 580 calls at 12,897, and the May 500 puts at 9,034.
Wheat implied volatility finished the day sharply up as WVL added 1.4 to close the session at 32.80, a one week high. The 30-day historical volatility finished off 7.45% to a one month low of 20.94%. The WVL Skew was moderately down with the 30-day dropping 0.46, closing the day at a one week low of 5.71.
Recap provided by QuikStrike, access further market information here.
| Month | Options | Chart | Last | Change | Prior Settle | Open | High | Low | Volume | Updated |
|---|---|---|---|---|---|---|---|---|---|---|
| Month | Options | Chart | Last | Change | Prior Settle | Open | High | Low | Volume | Updated |
536'6 | -0'2 (-0.05%) | - | 539'0 | 539'0 | 534'2 | 2,201 | 22:20:33 CT 31 Mar 2025 | |||
550'4 | UNCH (UNCH) | - | 551'6 | 552'0 | 547'6 | 775 | 22:20:33 CT 31 Mar 2025 | |||
566'4 | +0'2 (+0.04%) | - | 568'6 | 568'6 | 563'6 | 405 | 22:16:17 CT 31 Mar 2025 | |||
589'4 | +0'2 (+0.04%) | - | 590'4 | 590'4 | 587'0 | 212 | 22:05:04 CT 31 Mar 2025 | |||
608'4 | +0'2 (+0.04%) | - | 609'2 | 609'2 | 606'2 | 66 | 22:20:33 CT 31 Mar 2025 | |||
618'6 | UNCH (UNCH) | - | 618'6 | 618'6 | 618'6 | 2 | 22:05:58 CT 31 Mar 2025 | |||
620'0 | -1'0 (-0.16%) | - | 620'0 | 620'0 | 620'0 | 1 | 21:50:55 CT 31 Mar 2025 | |||
- | - | - | - | - | - | 0 | 21:50:55 CT 31 Mar 2025 | |||
639'6 | -2'4 (-0.39%) | - | 639'6 | 639'6 | 639'6 | 1 | 21:50:55 CT 31 Mar 2025 | |||
- | - | - | - | - | - | 0 | 21:50:55 CT 31 Mar 2025 | |||
- | - | - | - | - | - | 0 | 21:50:55 CT 31 Mar 2025 | |||
- | - | - | - | - | - | 0 | 21:50:55 CT 31 Mar 2025 |
All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest or volume are provided for web users only and are not published on Market Data Platform (MDP). These prices are not based on market activity.
All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest or volume are provided for web users only and are not published on Market Data Platform (MDP). These prices are not based on market activity.
Track forward-looking risk expectations on Wheat with the CME Group Volatility Index (CVOLTM), a robust measure of 30-day implied volatility derived from deeply liquid options on Wheat futures.
CODE:
WVL
CVOL:
-
CHANGE:
-
