E-Mini Russell 2000 Futures (RTY)
Implied Volatility Analysis

Implied Volatility:

E-Mini Russell 2000 (RTY) Futures have an Implied Volatility (IV) of 19.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 18.5% and the maximum was at 37.2%. We calculated an Implied Volatility Rank (IVR) of 2.4. The Implied Volatility Percentile (IVP) is 1.6 which means that looking at one year of data 1.6% of all IV readings were lower than 19.0. The latest IV reading is -1.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for E-Mini Russell 2000 (RTY) was calculated after the 6/8/2023 market close from the futures options.