E-Mini Nasdaq 100 Futures (NQ)
Implied Volatility Analysis

Implied Volatility:

E-Mini Nasdaq 100 (NQ) Futures have an Implied Volatility (IV) of 17.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 16.8% and the maximum was at 39.3%. We calculated an Implied Volatility Rank (IVR) of 0.6. The Implied Volatility Percentile (IVP) is 0.6 which means that looking at one year of data 0.6% of all IV readings were lower than 17.0. The latest IV reading is -1.9 standard deviations away from its 1 year mean. Implied volatility data and statistics for E-Mini Nasdaq 100 (NQ) was calculated after the 6/8/2023 market close from the futures options.