Implied Volatility Analysis

17.0%

**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.