South African Rand Futures (6Z)
Implied Volatility Analysis

Implied Volatility:

South African Rand (6Z) Futures have an Implied Volatility (IV) of 17.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 15.3% and the maximum was at 19.3%. We calculated an Implied Volatility Rank (IVR) of 51.9. The Implied Volatility Percentile (IVP) is 80.0 which means that looking at one year of data 80.0% of all IV readings were lower than 17.4. The latest IV reading is 0.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for South African Rand (6Z) was calculated after the 12/7/2022 market close from the futures options.

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