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Chicago SRW Wheat
Futures and Options
Chicago SRW Wheat Options - Quotes
Venue:
April 01, 2025
Ag Intel Market Recap
Tuesday's Wheat market was higher with the May contract higher by 3'4 to 540'4, a one week high. Overall volume was 125,107, with the May maturity seeing 62,409 traded. Across all maturities, open interest decreased by 748, or 0.15%, to 487,529. May fell 5,402 (2.36%), finishing at 223,776.
The May 510 put saw the most action with 1,881 contracts done. Option open interest is largest for the May 580 calls at 11,464, and the July 550 puts at 9,057.
Implied Volatility ended slightly lower with WVL off 0.035, to close at 30.62. The 30-day historical volatility closed the day losing 0.11% to 21.68%. The WVL Skew ended the day down, off 0.31 to finish at a one week low of 5.15.
Recap provided by QuikStrike, access further market information here.
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:
30.1103
CHANGE:
-0.5122
