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 8.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 8.6% and the maximum was at 15.6%. We calculated an Implied Volatility Rank (IVR) of 1.8. The Implied Volatility Percentile (IVP) is 1.2 which means that looking at one year of data 1.2% of all IV readings were lower than 8.7. 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 6/8/2023 market close from the futures options.