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 13.3% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 7.5% and the maximum was at 15.1%. We calculated an Implied Volatility Rank (IVR) of 76.3. The Implied Volatility Percentile (IVP) is 86.2 which means that looking at one year of data 86.2% of all IV readings were lower than 13.3. The latest IV reading is 1.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for 30 Year US Treasury Bond (ZB) was calculated after the 5/20/2022 market close from the futures options.

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