E-Mini S&P 500 Futures (ES)
Implied Volatility Analysis

Implied Volatility:
27.7%

E-Mini S&P 500 (ES) Futures have an Implied Volatility (IV) of 27.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 11.7% and the maximum was at 31.3%. We calculated an Implied Volatility Rank (IVR) of 81.4. The Implied Volatility Percentile (IVP) is 90.2 which means that looking at one year of data 90.2% of all IV readings were lower than 27.7. The latest IV reading is 1.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for E-Mini S&P 500 (ES) was calculated after the 10/6/2022 market close from the futures options.

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