Heating Oil (NY Harbor ULSD) Futures (HO)
Implied Volatility Analysis

Implied Volatility:

Heating Oil (NY Harbor ULSD) (HO) Futures have an Implied Volatility (IV) of 56.1% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 29.5% and the maximum was at 89.4%. We calculated an Implied Volatility Rank (IVR) of 44.4. The Implied Volatility Percentile (IVP) is 63.8 which means that looking at one year of data 63.8% of all IV readings were lower than 56.1. The latest IV reading is 0.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for Heating Oil (NY Harbor ULSD) (HO) was calculated after the 10/6/2022 market close from the futures options.

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