2 Year US Treasury Note Futures (ZT)
Implied Volatility Analysis

Implied Volatility:

2 Year US Treasury Note (ZT) Futures have an Implied Volatility (IV) of 3.6% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 1.9% and the maximum was at 5.5%. We calculated an Implied Volatility Rank (IVR) of 46.0. The Implied Volatility Percentile (IVP) is 90.1 which means that looking at one year of data 90.1% of all IV readings were lower than 3.6. The latest IV reading is 1.1 standard deviations away from its 1 year mean. Implied volatility data and statistics for 2 Year US Treasury Note (ZT) was calculated after the 5/26/2023 market close from the futures options.