Eurodollar Futures (GE)
Implied Volatility Analysis

Implied Volatility:

Eurodollar (GE) Futures have an Implied Volatility (IV) of 48.3% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 21.4% and the maximum was at 218.6%. We calculated an Implied Volatility Rank (IVR) of 13.6. The Implied Volatility Percentile (IVP) is 30.4 which means that looking at one year of data 30.4% of all IV readings were lower than 48.3. The latest IV reading is -0.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for Eurodollar (GE) was calculated after the 10/6/2022 market close from the futures options.

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