Eurodollar Futures (GE)
Implied Volatility Analysis

Implied Volatility:

Eurodollar (GE) Futures have an Implied Volatility (IV) of 45.1% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 15.3% and the maximum was at 119.4%. We calculated an Implied Volatility Rank (IVR) of 28.7. The Implied Volatility Percentile (IVP) is 48.0 which means that looking at one year of data 48.0% of all IV readings were lower than 45.1. The latest IV reading is -0.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for Eurodollar (GE) was calculated after the 2/6/2023 market close from the futures options.

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