Implied Volatility Analysis

19.0%

**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.