Eurodollar Futures (GE)
Implied Volatility Analysis

Implied Volatility:
48.3%

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.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.