Ultra T-Bond Futures (UB)
Implied Volatility Analysis

Implied Volatility:
20.4%

Ultra T-Bond (UB) Futures have an Implied Volatility (IV) of 20.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 11.4% and the maximum was at 24.1%. We calculated an Implied Volatility Rank (IVR) of 70.7. The Implied Volatility Percentile (IVP) is 87.0 which means that looking at one year of data 87.0% of all IV readings were lower than 20.4. The latest IV reading is 1.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for Ultra T-Bond (UB) was calculated after the 5/20/2022 market close from the futures options.

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