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Chicago SRW Wheat
Futures and Options
Chicago SRW Wheat Futures - Quotes
Venue:
March 25, 2025
Ag Intel Market Recap
May Wheat futures settled at a one week low of 543'2 Tuesday, dropping by 5'0. Combined volume was 108,283, with May seeing 57,054 traded. Across all maturities, open interest finished at a one month high of 464,936, up by 1,665, or 0.36%. May open interest dropped 1,242 (0.55%), to 222,846.
Option trading centered around the May 600 calls with 3,782 traded and the May 520 puts with volume of 1,311. Calls with the most open interest are the May 580 strike (12,757), and for the puts are the May 540 strike (6,130).
As measured by WVL, implied volatility closed the session moderately down, dropping 0.54 to finish at a one week low of 30.33. The 30-day historical volatility finished higher by 0.0766% to 28.06%. The WVL Skew closed the day slightly down, off 0.11 to finish at 6.65, a one week low.
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 |
542'0 | -1'2 (-0.23%) | - | 544'0 | 545'2 | 541'4 | 1,320 | 23:38:03 CT 25 Mar 2025 | |||
558'2 | -1'4 (-0.27%) | - | 560'2 | 561'4 | 558'2 | 363 | 23:38:03 CT 25 Mar 2025 | |||
575'0 | -1'4 (-0.26%) | - | 577'0 | 578'2 | 575'0 | 177 | 22:33:41 CT 25 Mar 2025 | |||
598'4 | -1'0 (-0.17%) | - | 601'0 | 601'2 | 598'0 | 49 | 22:52:03 CT 25 Mar 2025 | |||
617'0 | -1'2 (-0.20%) | - | 619'0 | 619'0 | 617'0 | 17 | 22:33:41 CT 25 Mar 2025 | |||
628'4 | -0'2 (-0.04%) | - | 628'6 | 628'6 | 628'4 | 3 | 21:35:32 CT 25 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:27:28 CT 25 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:27:28 CT 25 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:27:28 CT 25 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:27:28 CT 25 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:27:28 CT 25 Mar 2025 | |||
- | - | - | - | - | - | 0 | 20:27:28 CT 25 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:
30.2063
CHANGE:
-0.668
