This page presents summary statistics on the performance of the front month future and the front month 100% moneyness option implied volatility. Additionally, the correlations between all of the levels and volatilities is calculated. There are three variations of these calculations. First is the Raw-Raw variation. In this case we run stats on the raw vol and option values. The LogDiff-LogDiff case presents similar analysis for the series in log differences. Finally Diff-Diff looks at the statistics of the differences of the series.

This is the level-the price of the futures contract.

This is the 100% moneyness option implied volatility.