Ultra T-Bond Futures (UB)
Implied Volatility Analysis

Implied Volatility:

Ultra T-Bond (UB) Futures have an Implied Volatility (IV) of 22.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 13.0% and the maximum was at 25.8%. We calculated an Implied Volatility Rank (IVR) of 70.4. The Implied Volatility Percentile (IVP) is 89.5 which means that looking at one year of data 89.5% of all IV readings were lower than 22.0. The latest IV reading is 1.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for Ultra T-Bond (UB) was calculated after the 10/6/2022 market close from the futures options.

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