30 Year US Treasury Bond Futures (ZB)
Implied Volatility Analysis

Implied Volatility:

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.