New Zealand Dollar Futures (6N)
Implied Volatility Analysis

Implied Volatility:

New Zealand Dollar (6N) Futures have an Implied Volatility (IV) of 13.9% 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 42.9. The Implied Volatility Percentile (IVP) is 53.8 which means that looking at one year of data 53.8% of all IV readings were lower than 13.9. The latest IV reading is 0.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for New Zealand Dollar (6N) was calculated after the 2/6/2023 market close from the futures options.

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