10-Day
Summary
- Current Value
- As of today, CME 10-day volatility is 21.20%, up +4.23% on
- Value Category
- Based on its current 10-day historical volatility, CME falls into the low volatility category
- 1-Year High
- CME 10-day volatility reached a 1-year high of 33.75% on
- 1-Year Low
- CME 10-day volatility reached a 1-year low of 7.02% on
10-Day Volatility Chart
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 21.20% | +4.2% | +17.3% | +46.3% | +4.2% | +45.9% | -3.3% | +9.1% | |
| 1-Month Volatility | 18.06% | +3.6% | +1.6% | +17.6% | +2.2% | -6.5% | -19.6% | +0.9% | |
| 3-Month Volatility | 17.64% | +0.1% | +5.7% | +5.6% | +1.1% | +9.1% | -16.8% | -39.7% | |
| 1-Year Volatility | 18.73% | +0.3% | -0.5% | +1.8% | +0.3% | +10.8% | -25.4% | -60.5% | |
| 14-Day RSI | 43.99 | -10.0% | -18.4% | -8.0% | -10.0% | -4.3% | +11.1% | -24.4% | |
| Beta | -0.08 | 0.0% | -14.3% | -60.0% | 0.0% | -100.0% | -115.7% | -107.8% | |
| ATR | $4.44 | +0.8% | -17.8% | +2.9% | +0.8% | +22.0% | +31.6% | +22.1% | |
| Price | $269.68 | -1.3% | -2.8% | +1.6% | -1.3% | +15.9% | +60.4% | +48.1% | |
| 200-Day SMA | $271.54 | +0.0% | +0.7% | +3.6% | +0.0% | +26.5% | +37.7% | +57.8% | |
| 50-Day SMA | $273.21 | +0.0% | +0.9% | +1.0% | +0.0% | +17.9% | +57.3% | +60.1% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of CME?
As of today, CME 10-day volatility is 21.20%
What 10-day volatility category does CME fall into?
Based on its current 10-day historical volatility, CME falls into the low volatility category
What is CME 10-day volatility 1-year high?
CME 10-day volatility reached a 1-year high of 33.75% on April 11, 2025
What is CME 10-day volatility 1-year low?
CME 10-day volatility reached a 1-year low of 7.02% on July 3, 2025
1-Month
Summary
- Current Value
- As of today, CME 1-month volatility is 18.06%, up +3.56% on
- Value Category
- Based on its current 1-month historical volatility, CME falls into the low volatility category
- 1-Year High
- CME 1-month volatility reached a 1-year high of 26.75% on
- 1-Year Low
- CME 1-month volatility reached a 1-year low of 12.81% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Month Volatility | 18.06% | +3.6% | +1.6% | +17.6% | +2.2% | -6.5% | -19.6% | +0.9% | |
| 10-Day Volatility | 21.20% | +4.2% | +17.3% | +46.3% | +4.2% | +45.9% | -3.3% | +9.1% | |
| 3-Month Volatility | 17.64% | +0.1% | +5.7% | +5.6% | +1.1% | +9.1% | -16.8% | -39.7% | |
| 1-Year Volatility | 18.73% | +0.3% | -0.5% | +1.8% | +0.3% | +10.8% | -25.4% | -60.5% | |
| 14-Day RSI | 43.99 | -10.0% | -18.4% | -8.0% | -10.0% | -4.3% | +11.1% | -24.4% | |
| Beta | -0.08 | 0.0% | -14.3% | -60.0% | 0.0% | -100.0% | -115.7% | -107.8% | |
| ATR | $4.44 | +0.8% | -17.8% | +2.9% | +0.8% | +22.0% | +31.6% | +22.1% | |
| Price | $269.68 | -1.3% | -2.8% | +1.6% | -1.3% | +15.9% | +60.4% | +48.1% | |
| 200-Day SMA | $271.54 | +0.0% | +0.7% | +3.6% | +0.0% | +26.5% | +37.7% | +57.8% | |
| 50-Day SMA | $273.21 | +0.0% | +0.9% | +1.0% | +0.0% | +17.9% | +57.3% | +60.1% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of CME?
As of today, CME 1-month volatility is 18.06%
What 1-month volatility category does CME fall into?
Based on its current 1-month historical volatility, CME falls into the low volatility category
What is CME 1-month volatility 1-year high?
CME 1-month volatility reached a 1-year high of 26.75% on June 9, 2025
What is CME 1-month volatility 1-year low?
CME 1-month volatility reached a 1-year low of 12.81% on July 5, 2025
3-Month
Summary
- Current Value
- As of today, CME 3-month volatility is 17.64%, up +0.11% on
- Value Category
- Based on its current 3-month historical volatility, CME falls into the low volatility category
- 1-Year High
- CME 3-month volatility reached a 1-year high of 23.35% on
- 1-Year Low
- CME 3-month volatility reached a 1-year low of 15.39% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 17.64% | +0.1% | +5.7% | +5.6% | +1.1% | +9.1% | -16.8% | -39.7% | |
| 10-Day Volatility | 21.20% | +4.2% | +17.3% | +46.3% | +4.2% | +45.9% | -3.3% | +9.1% | |
| 1-Month Volatility | 18.06% | +3.6% | +1.6% | +17.6% | +2.2% | -6.5% | -19.6% | +0.9% | |
| 1-Year Volatility | 18.73% | +0.3% | -0.5% | +1.8% | +0.3% | +10.8% | -25.4% | -60.5% | |
| 14-Day RSI | 43.99 | -10.0% | -18.4% | -8.0% | -10.0% | -4.3% | +11.1% | -24.4% | |
| Beta | -0.08 | 0.0% | -14.3% | -60.0% | 0.0% | -100.0% | -115.7% | -107.8% | |
| ATR | $4.44 | +0.8% | -17.8% | +2.9% | +0.8% | +22.0% | +31.6% | +22.1% | |
| Price | $269.68 | -1.3% | -2.8% | +1.6% | -1.3% | +15.9% | +60.4% | +48.1% | |
| 200-Day SMA | $271.54 | +0.0% | +0.7% | +3.6% | +0.0% | +26.5% | +37.7% | +57.8% | |
| 50-Day SMA | $273.21 | +0.0% | +0.9% | +1.0% | +0.0% | +17.9% | +57.3% | +60.1% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of CME?
As of today, CME 3-month volatility is 17.64%
What 3-month volatility category does CME fall into?
Based on its current 3-month historical volatility, CME falls into the low volatility category
What is CME 3-month volatility 1-year high?
CME 3-month volatility reached a 1-year high of 23.35% on June 9, 2025
What is CME 3-month volatility 1-year low?
CME 3-month volatility reached a 1-year low of 15.39% on November 12, 2025
1-Year
Summary
- Current Value
- As of today, CME 1-year volatility is 18.73%, up +0.27% on
- Value Category
- Based on its current 1-year historical volatility, CME falls into the low volatility category
- 1-Year High
- CME 1-year volatility reached a 1-year high of 18.94% on
- 1-Year Low
- CME 1-year volatility reached a 1-year low of 16.42% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 18.73% | +0.3% | -0.5% | +1.8% | +0.3% | +10.8% | -25.4% | -60.5% | |
| 10-Day Volatility | 21.20% | +4.2% | +17.3% | +46.3% | +4.2% | +45.9% | -3.3% | +9.1% | |
| 1-Month Volatility | 18.06% | +3.6% | +1.6% | +17.6% | +2.2% | -6.5% | -19.6% | +0.9% | |
| 3-Month Volatility | 17.64% | +0.1% | +5.7% | +5.6% | +1.1% | +9.1% | -16.8% | -39.7% | |
| 1-Year Volatility | 18.73% | +0.3% | -0.5% | +1.8% | +0.3% | +10.8% | -25.4% | -60.5% | |
| 14-Day RSI | 43.99 | -10.0% | -18.4% | -8.0% | -10.0% | -4.3% | +11.1% | -24.4% | |
| Beta | -0.08 | 0.0% | -14.3% | -60.0% | 0.0% | -100.0% | -115.7% | -107.8% | |
| ATR | $4.44 | +0.8% | -17.8% | +2.9% | +0.8% | +22.0% | +31.6% | +22.1% | |
| Price | $269.68 | -1.3% | -2.8% | +1.6% | -1.3% | +15.9% | +60.4% | +48.1% | |
| 200-Day SMA | $271.54 | +0.0% | +0.7% | +3.6% | +0.0% | +26.5% | +37.7% | +57.8% | |
| 50-Day SMA | $273.21 | +0.0% | +0.9% | +1.0% | +0.0% | +17.9% | +57.3% | +60.1% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of CME?
As of today, CME 1-year volatility is 18.73%
What 1-year volatility category does CME fall into?
Based on its current 1-year historical volatility, CME falls into the low volatility category
What is CME 1-year volatility 1-year high?
CME 1-year volatility reached a 1-year high of 18.94% on November 22, 2025
What is CME 1-year volatility 1-year low?
CME 1-year volatility reached a 1-year low of 16.42% on January 5, 2025
Data Sources & References
- CME Official Website www.cmegroup.com
- Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1156375/000115637525000206/0001156375-25-000206-index.htm
- Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1156375/000115637525000021/0001156375-25-000021-index.htm
- CME Profile on Yahoo Finance finance.yahoo.com/quote/CME
- CME Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/cme
