Implied Volatility Analysis

11.1%

**30 Year US Treasury Bond (ZB) Futures** have an **Implied Volatility (IV)** of **11.1%** p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 10.8% and the maximum was at 19.5%. We calculated an **Implied Volatility Rank (IVR)** of **4.0**. The **Implied Volatility Percentile (IVP)** is **0.8** which means that looking at one year of data 0.8% of all IV readings were lower than 11.1. The latest IV reading is -1.9 standard deviations away from its 1 year mean. Implied volatility data and statistics for 30 Year US Treasury Bond (ZB) was calculated after the 6/8/2023 market close from the futures options.