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

Implied Volatility:
20.5%

E-Mini Dow Jones Industrial Average (YM) Futures have an Implied Volatility (IV) of 20.5% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 11.3% and the maximum was at 28.3%. We calculated an Implied Volatility Rank (IVR) of 54.0. The Implied Volatility Percentile (IVP) is 80.5 which means that looking at one year of data 80.5% of all IV readings were lower than 20.5. The latest IV reading is 1.0 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 5/20/2022 market close from the futures options.

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