Russian Ruble Futures (6R)
Implied Volatility Analysis

Implied Volatility:

Russian Ruble (6R) Futures have an Implied Volatility (IV) of 14.9% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 13.3% and the maximum was at 20.5%. We calculated an Implied Volatility Rank (IVR) of 22.6. The Implied Volatility Percentile (IVP) is 36.4 which means that looking at one year of data 36.4% of all IV readings were lower than 14.9. The latest IV reading is -0.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for Russian Ruble (6R) was calculated after the 3/10/2021 market close from the futures options.