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 39.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 33.9% and the maximum was at 89.4%. We calculated an Implied Volatility Rank (IVR) of 10.5. The Implied Volatility Percentile (IVP) is 3.6 which means that looking at one year of data 3.6% of all IV readings were lower than 39.7. The latest IV reading is -1.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for Heating Oil (NY Harbor ULSD) (HO) was calculated after the 2/6/2023 market close from the futures options.

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