Henry Hub Natural Gas Futures (NG)
Implied Volatility Analysis

Implied Volatility:
85.2%

Henry Hub Natural Gas (NG) Futures have an Implied Volatility (IV) of 85.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 31.8% and the maximum was at 121.7%. We calculated an Implied Volatility Rank (IVR) of 59.4. The Implied Volatility Percentile (IVP) is 80.7 which means that looking at one year of data 80.7% of all IV readings were lower than 85.2. The latest IV reading is 1.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for Henry Hub Natural Gas (NG) was calculated after the 5/20/2022 market close from the futures options.

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