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 33.8% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 30.9% and the maximum was at 65.1%. We calculated an Implied Volatility Rank (IVR) of 8.6. The Implied Volatility Percentile (IVP) is 7.9 which means that looking at one year of data 7.9% of all IV readings were lower than 33.8. The latest IV reading is -1.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for Heating Oil (NY Harbor ULSD) (HO) was calculated after the 6/8/2023 market close from the futures options.