← BoonWui portfolioPalm Oil Monitor · Option Calculator · View code

Disclaimer: Historical volatility describes the past and does not predict the future. Data may be delayed or inaccurate. For education and research only. Use at your own risk. Not financial advice.

Loading data…

Vegetable Oil Volatility

Volatility sets option prices, margin levels and how much risk a hedge carries. This page shows how jumpy palm oil, the other vegetable oils and crude have been over the last year compared with their own history, and how the daily volatility of Brent and the ringgit is moving.

In brief
  • Loading…

Monthly prices: 12-month volatility

Annualised standard deviation of monthly price changes over the previous 12 months, %. Percentile: where today's reading sits in the history since 2011 (100 = most volatile).

Palm oilSoybean oilBrent crude
Market12-month volatilityA year agoAverage since 2011PercentileLargest monthly move, last 12 months

Daily prices: Brent and the ringgit

Annualised volatility of daily changes over the previous 20 and 60 trading days, %.

Brent crude (EIA spot)

60-day20-day

USD/MYR (Bank Negara)

60-day20-day
Market20-day60-day1-year average of 60-dayPercentile since 2021

Sources and method

Monthly: World Bank Commodity Price Data (Pink Sheet), monthly average prices, via the Palm Oil Monitor. Volatility = standard deviation of the last 12 monthly log changes × √12. Monthly averages smooth out swings inside the month, so these readings run lower than the daily volatility traders quote for futures; compare them with their own history, not with option implied volatility. Daily: EIA Europe Brent spot and Bank Negara Malaysia USD/MYR noon rate, via the Energy Monitor. Volatility = standard deviation of daily log changes × √252. There is no free, republishable daily palm oil futures series, so palm appears only in the monthly section. Not financial advice.