30 Day Federal Funds Futures (ZQ)
Implied Volatility Analysis

Implied Volatility:
21.1%

30 Day Federal Funds (ZQ) Futures have an Implied Volatility (IV) of 21.1% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 19.2% and the maximum was at 228.3%. We calculated an Implied Volatility Rank (IVR) of 0.9. The Implied Volatility Percentile (IVP) is 6.8 which means that looking at one year of data 6.8% of all IV readings were lower than 21.1. The latest IV reading is -1.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for 30 Day Federal Funds (ZQ) was calculated after the 10/6/2022 market close from the futures options.

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