10 Year US Treasury Note Futures (ZN)
Implied Volatility Analysis

Implied Volatility:
7.2%

10 Year US Treasury Note (ZN) Futures have an Implied Volatility (IV) of 7.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 3.6% and the maximum was at 9.2%. We calculated an Implied Volatility Rank (IVR) of 64.4. The Implied Volatility Percentile (IVP) is 82.3 which means that looking at one year of data 82.3% of all IV readings were lower than 7.2. The latest IV reading is 1.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for 10 Year US Treasury Note (ZN) was calculated after the 5/20/2022 market close from the futures options.

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