Swiss Franc Futures (6S)
Implied Volatility Analysis

Implied Volatility:
9.4%

Swiss Franc (6S) Futures have an Implied Volatility (IV) of 9.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 5.6% and the maximum was at 10.4%. We calculated an Implied Volatility Rank (IVR) of 79.9. The Implied Volatility Percentile (IVP) is 96.0 which means that looking at one year of data 96.0% of all IV readings were lower than 9.4. The latest IV reading is 2.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for Swiss Franc (6S) was calculated after the 5/20/2022 market close from the futures options.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.