Ultra T-Bond Futures (UB)
Implied Volatility Analysis

Implied Volatility:

Ultra T-Bond (UB) Futures have an Implied Volatility (IV) of 16.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 15.2% and the maximum was at 28.4%. We calculated an Implied Volatility Rank (IVR) of 7.1. The Implied Volatility Percentile (IVP) is 3.2 which means that looking at one year of data 3.2% of all IV readings were lower than 16.2. 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 2/6/2023 market close from the futures options.

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