Russian Ruble Futures (6R)
Implied Volatility Analysis

Implied Volatility:

Russian Ruble (6R) Futures have an Implied Volatility (IV) of 16.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 13.2% and the maximum was at 20.5%. We calculated an Implied Volatility Rank (IVR) of 45.2. The Implied Volatility Percentile (IVP) is 59.5 which means that looking at one year of data 59.5% of all IV readings were lower than 16.5. The latest IV reading is 0.4 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.

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