British Pound Futures (6B)
Implied Volatility Analysis

Implied Volatility:

British Pound (6B) Futures have an Implied Volatility (IV) of 10.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 5.5% and the maximum was at 11.7%. We calculated an Implied Volatility Rank (IVR) of 83.4. The Implied Volatility Percentile (IVP) is 95.7 which means that looking at one year of data 95.7% of all IV readings were lower than 10.6. The latest IV reading is 2.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for British Pound (6B) was calculated after the 5/20/2022 market close from the futures options.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.