British Pound Futures (6B)
Implied Volatility Analysis

Implied Volatility:

British Pound (6B) Futures have an Implied Volatility (IV) of 7.1% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 7.1% and the maximum was at 22.9%. We calculated an Implied Volatility Rank (IVR) of 0.0. The Implied Volatility Percentile (IVP) is 0.4 which means that looking at one year of data 0.4% of all IV readings were lower than 7.1. The latest IV reading is -1.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for British Pound (6B) was calculated after the 6/8/2023 market close from the futures options.