10-day Volatility
14.53%
+0.09%+0.62%
02 January 2025
1-month Volatility
18.00%
-1.57%-8.02%
02 January 2025
3-month Volatility
16.30%
-0.33%-1.98%
02 January 2025
1-year Volatility
16.50%
-0.41%-2.42%
02 January 2025
Summary:
CME stock 10-day historical volatility is 14.53%, with the most recent change of +0.09% (+0.62%) on 02 January 2025.CME Volatility Chart
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CME Volatility Performance
| PeriodPeriod | 10-day volatility10-day volatility | 1-month volatility1-month volatility | 3-month volatility3-month volatility | 1-year volatility1-year volatility |
|---|---|---|---|---|
| todaytoday | +0.6% | -8.0% | -2.0% | -2.4% |
| 1 m1 month | -20.3% | -0.8% | +9.8% | -2.8% |
| 3 m3 months | -2.5% | +27.4% | +2.0% | -5.5% |
| 6 m6 months | +1.5% | +30.9% | -0.2% | -2.9% |
| ytdytd | +0.6% | -8.0% | +0.3% | -2.4% |
| 1 y1 year | -37.9% | -18.0% | -18.3% | -10.7% |
| 5 y5 years | -22.8% | +14.8% | -10.2% | -12.1% |
CME Volatility High & Low
| PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
|---|---|---|---|---|---|
| 1 m | 1 month | 25.67% | -43.4% | 7.12% | -51.0% |
| 3 m | 3 months | 25.67% | -43.4% | 7.12% | -51.0% |
| 6 m | 6 months | 25.67% | -43.4% | 7.12% | -51.0% |
| 1 y | 1 year | 26.60% | -45.4% | 7.12% | -51.0% |
| 3 y | 3 years | 48.12% | -69.8% | 5.25% | -63.9% |
| 5 y | 5 years | 179.09% | -91.9% | 5.25% | -63.9% |
| alltime | all time | 179.62% | -91.9% | 4.34% | -70.1% |
CME Stock Volatility History
| Date | Value |
|---|---|
| 2025 | 14.53%(+0.6%) |
| 2024 | 14.44%(-28.6%) |
| 2023 | 20.21%(-7.8%) |
| 2022 | 21.92%(+37.2%) |
| 2021 | 15.98%(-17.8%) |
| 2020 | 19.44%(+1.3%) |
| 2019 | 19.20%(-35.8%) |
| 2018 | 29.91%(+117.2%) |
| 2017 | 13.77%(-9.2%) |
| 2016 | 15.17%(-46.2%) |
| 2015 | 28.20%(+13.3%) |
| 2014 | 24.88%(+4.5%) |
| Date | Value |
|---|---|
| 2013 | 23.81%(+28.6%) |
| 2012 | 18.51%(-24.7%) |
| 2011 | 24.57%(+99.9%) |
| 2010 | 12.29%(-32.8%) |
| 2009 | 18.28%(-76.9%) |
| 2008 | 79.00%(+304.7%) |
| 2007 | 19.52%(+6.8%) |
| 2006 | 18.27%(+24.8%) |
| 2005 | 14.64%(-29.4%) |
| 2004 | 20.75%(+20.3%) |
| 2003 | 17.25%(-53.1%) |
| 2002 | 36.80% |
FAQ
- What is CME 10-day historical volatility?
- What is the all time high 10-day volatility for CME?
- What is CME 10-day historical volatility year-to-date change?
- What is CME 10-day volatility year-on-year change?
What is CME 10-day historical volatility?
The current 10-day volatility of CME is 14.53%
What is the all time high 10-day volatility for CME?
CME all-time high 10-day historical volatility is 179.62%
What is CME 10-day historical volatility year-to-date change?
CME 10-day historical volatility has changed by +0.09% (+0.62%) since the beginning of the year
What is CME 10-day volatility year-on-year change?
Over the past year, CME 10-day historical volatility has changed by -8.86% (-37.88%)