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

Implied Volatility:
33.0%

E-Mini Russell 2000 (RTY) Futures have an Implied Volatility (IV) of 33.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 17.7% and the maximum was at 45.8%. We calculated an Implied Volatility Rank (IVR) of 54.3. The Implied Volatility Percentile (IVP) is 84.4 which means that looking at one year of data 84.4% of all IV readings were lower than 33.0. The latest IV reading is 1.0 standard deviations away from its 1 year mean. Implied volatility data and statistics for E-Mini Russell 2000 (RTY) was calculated after the 10/6/2022 market close from the futures options.

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