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

Implied Volatility:

E-Mini Dow Jones Industrial Average (YM) Futures have an Implied Volatility (IV) of 15.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 15.2% and the maximum was at 31.4%. We calculated an Implied Volatility Rank (IVR) of 0.2. The Implied Volatility Percentile (IVP) is 2.1 which means that looking at one year of data 2.1% of all IV readings were lower than 15.2. The latest IV reading is -1.5 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 2/6/2023 market close from the futures options.

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