Implied Volatility Analysis

5.1%

**5 Year US Treasury Note (ZF) Futures** have an **Implied Volatility (IV)** of **5.1%** p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 3.6% and the maximum was at 7.7%. We calculated an **Implied Volatility Rank (IVR)** of **36.5**. The **Implied Volatility Percentile (IVP)** is **20.8** which means that looking at one year of data 20.8% of all IV readings were lower than 5.1. The latest IV reading is -0.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for 5 Year US Treasury Note (ZF) was calculated after the 2/6/2023 market close from the futures options.

- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.