Implied Volatility Analysis

9.7%

**New Zealand Dollar (6N) Futures** have an **Implied Volatility (IV)** of **9.7%** p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 9.7% and the maximum was at 19.4%. 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 9.7. The latest IV reading is -1.8 standard deviations away from its 1 year mean. Implied volatility data and statistics for New Zealand Dollar (6N) was calculated after the 6/8/2023 market close from the futures options.