Canadian Dollar Futures (6C)
Implied Volatility Analysis

Implied Volatility:
12.0%

Canadian Dollar (6C) Futures have an Implied Volatility (IV) of 12.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 5.8% and the maximum was at 12.2%. We calculated an Implied Volatility Rank (IVR) of 95.8. The Implied Volatility Percentile (IVP) is 99.2 which means that looking at one year of data 99.2% of all IV readings were lower than 12.0. The latest IV reading is 3.8 standard deviations away from its 1 year mean. Implied volatility data and statistics for Canadian Dollar (6C) was calculated after the 10/6/2022 market close from the futures options.

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