Henry Hub Natural Gas Futures (NG)
Implied Volatility Analysis

Implied Volatility:

Henry Hub Natural Gas (NG) Futures have an Implied Volatility (IV) of 145.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 49.2% and the maximum was at 154.0%. We calculated an Implied Volatility Rank (IVR) of 92.1. The Implied Volatility Percentile (IVP) is 96.8 which means that looking at one year of data 96.8% of all IV readings were lower than 145.7. The latest IV reading is 2.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for Henry Hub Natural Gas (NG) was calculated after the 2/6/2023 market close from the futures options.

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