Eurodollar Futures (GE)
Implied Volatility Analysis

Implied Volatility:

Eurodollar (GE) Futures have an Implied Volatility (IV) of 78.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 46.0% and the maximum was at 244.8%. We calculated an Implied Volatility Rank (IVR) of 16.4. The Implied Volatility Percentile (IVP) is 32.9 which means that looking at one year of data 32.9% of all IV readings were lower than 78.5. The latest IV reading is -0.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for Eurodollar (GE) was calculated after the 5/20/2022 market close from the futures options.

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