Ultra 10-Year Treasury Note Futures (TN)
Implied Volatility Analysis

Implied Volatility:

Ultra 10-Year Treasury Note (TN) Futures have an Implied Volatility (IV) of 13.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 6.1% and the maximum was at 13.8%. We calculated an Implied Volatility Rank (IVR) of 91.6. The Implied Volatility Percentile (IVP) is 97.2 which means that looking at one year of data 97.2% of all IV readings were lower than 13.2. The latest IV reading is 1.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for Ultra 10-Year Treasury Note (TN) was calculated after the 10/6/2022 market close from the futures options.

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