E-Mini Dow Jones Industrial Average Futures (YM)
Implied Volatility Analysis

Implied Volatility:
13.7%

E-Mini Dow Jones Industrial Average (YM) Futures have an Implied Volatility (IV) of 13.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 12.1% and the maximum was at 27.2%. We calculated an Implied Volatility Rank (IVR) of 10.8. The Implied Volatility Percentile (IVP) is 7.8 which means that looking at one year of data 7.8% of all IV readings were lower than 13.7. The latest IV reading is -1.4 standard deviations away from its 1 year mean. Implied volatility data and statistics for E-Mini Dow Jones Industrial Average (YM) was calculated after the 5/26/2023 market close from the futures options.