Swiss Franc Futures (6S)
Implied Volatility Analysis

Implied Volatility:

Swiss Franc (6S) Futures have an Implied Volatility (IV) of 7.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 7.5% and the maximum was at 12.0%. We calculated an Implied Volatility Rank (IVR) of 5.1. The Implied Volatility Percentile (IVP) is 4.8 which means that looking at one year of data 4.8% of all IV readings were lower than 7.7. The latest IV reading is -1.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for Swiss Franc (6S) was calculated after the 5/26/2023 market close from the futures options.