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

Implied Volatility:
9.8%

10 Year US Treasury Note (ZN) Futures have an Implied Volatility (IV) of 9.8% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 4.1% and the maximum was at 11.1%. We calculated an Implied Volatility Rank (IVR) of 82.3. The Implied Volatility Percentile (IVP) is 96.0 which means that looking at one year of data 96.0% of all IV readings were lower than 9.8. The latest IV reading is 1.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for 10 Year US Treasury Note (ZN) was calculated after the 10/6/2022 market close from the futures options.

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