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

Implied Volatility:

E-Mini S&P 500 (ES) Futures have an Implied Volatility (IV) of 29.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 10.7% and the maximum was at 31.1%. We calculated an Implied Volatility Rank (IVR) of 90.5. The Implied Volatility Percentile (IVP) is 96.9 which means that looking at one year of data 96.9% of all IV readings were lower than 29.2. The latest IV reading is 2.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for E-Mini S&P 500 (ES) was calculated after the 5/20/2022 market close from the futures options.

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