Implied Volatility Analysis

33.8%

**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.