American OptionsCalendar Spread OptionMarch-July Calendar Spread OptionsJuly-July Calendar Spread OptionsJuly-December Calendar Spread OptionsDecember-July Calendar Spread OptionsDecember-December Calendar Spread OptionsShort-Dated New Crop OptionsWeekly Monday OptionWeekly Tuesday OptionWeekly Wednesday OptionWeekly Thursday OptionWeekly Friday Option
Chicago SRW Wheat
Futures and Options
Chicago SRW Wheat Futures - Quotes
Venue:
March 26, 2025
Ag Intel Market Recap
May Wheat futures finished the day at a contract low of 535'2 Wednesday, losing 8'0 or 1.47%. Overall, 112,445 contracts changed hands, with 57,623 traded in May. Across all maturities, open interest closed the session at a one month high of 467,069, up by 2,180, or 0.47%. May open interest added 892 (0.40%), to 223,699.
Option trading centered around the May 580 calls with 6,654 done and the May 520 puts with volume of 3,969. Calls with the greatest open interest are the May 580 strike (12,561), and for the puts are the May 540 strike (6,051).
As measured by WVL, implied volatility ended the session down, off 0.58 to close at a one week low of 29.75. The 30-day historical volatility closed the session up 0.25% to a one week high of 28.30%. The WVL Skew was lower with the 30-day down 0.4, closing the session at a one week low of 6.25.
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 |
529'0 | -3'0 (-0.56%) | - | 531'6 | 533'0 | 528'6 | 1,346 | 21:23:22 CT 27 Mar 2025 | |||
544'6 | -2'4 (-0.46%) | - | 547'6 | 548'4 | 544'4 | 532 | 21:21:53 CT 27 Mar 2025 | |||
561'4 | -2'6 (-0.49%) | - | 564'4 | 565'2 | 561'0 | 322 | 21:21:18 CT 27 Mar 2025 | |||
586'0 | -2'6 (-0.47%) | - | 589'4 | 589'6 | 586'0 | 396 | 21:12:38 CT 27 Mar 2025 | |||
606'4 | -2'6 (-0.45%) | - | 610'2 | 610'4 | 606'4 | 88 | 21:09:57 CT 27 Mar 2025 | |||
618'4 | -2'0 (-0.32%) | - | 618'4 | 618'4 | 618'4 | 1 | 21:05:20 CT 27 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:33:38 CT 27 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:33:38 CT 27 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:33:38 CT 27 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:33:38 CT 27 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:33:38 CT 27 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:33:38 CT 27 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:
31.4712
CHANGE:
+1.7193
