CME logo

CME (CME) Stock Historical Volatility

10-day Volatility

15.20%
+0.49%+3.33%

February 6, 2025

1-month Volatility

14.74%
-3.23%-17.97%

February 6, 2025

3-month Volatility

17.96%
-0.17%-0.94%

February 6, 2025

1-year Volatility

16.80%
-0.01%-0.06%

February 6, 2025


Summary


Performance

CME Volatility Chart

Add series to chart
Add series to chart(max: 6)
company, ETF, index, featured screener or watchlist
series name
Suggested series

High & Low

OtherCMEmarket datametrics:

CME Volatility Trends

PeriodPeriod10-day volatility10-day volatility1-month volatility1-month volatility3-month volatility3-month volatility1-year volatility1-year volatility
todaytoday+3.3%-18.0%-0.9%-0.1%
1 m1 month-20.8%---
3 m3 months+2.3%---
6 m6 months-35.3%---
ytdytd+5.3%---
1 y1 year+20.4%---
5 y5 years-17.4%---

CME Volatility Highs & Lows

PeriodPeriodHighHighCurrent vs highvs highLowLowCurrent vs lowvs low
1 m1-month12.05%-20.7%
3 m3-month25.67%-40.8%7.12%-53.2%
6 m6-month25.67%-40.8%7.12%-53.2%
1 y1-year25.67%-40.8%7.12%-53.2%
3 y3-year48.12%-68.4%5.25%-65.5%
5 y5-year179.09%-91.5%5.25%-65.5%
alltimeall time179.62%-91.5%4.34%-71.4%

CME Stock Volatility History

DateValue
2025
15.20%(+5.3%)
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%)
DateValue
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 15.20%

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 +0.76% (+5.26%) 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 +2.58% (+20.44%)