NY Harbor RBOB (Blendstock) Gas Futures (RB)
Implied Volatility Analysis

Implied Volatility:

NY Harbor RBOB (Blendstock) Gas (RB) Futures have an Implied Volatility (IV) of 33.1% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 31.6% and the maximum was at 67.3%. We calculated an Implied Volatility Rank (IVR) of 4.2. The Implied Volatility Percentile (IVP) is 3.2 which means that looking at one year of data 3.2% of all IV readings were lower than 33.1. The latest IV reading is -1.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for NY Harbor RBOB (Blendstock) Gas (RB) was calculated after the 5/25/2023 market close from the futures options.