30 Day Federal Funds Futures (ZQ)
Implied Volatility Analysis

Implied Volatility:
26.8%

30 Day Federal Funds (ZQ) Futures have an Implied Volatility (IV) of 26.8% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 26.8% and the maximum was at 236.8%. We calculated an Implied Volatility Rank (IVR) of 0.0. The Implied Volatility Percentile (IVP) is 0.4 which means that looking at one year of data 0.4% of all IV readings were lower than 26.8. The latest IV reading is -2.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for 30 Day Federal Funds (ZQ) was calculated after the 6/27/2022 market close from the futures options.

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