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

Implied Volatility:
2.4%

2 Year US Treasury Note (ZT) Futures have an Implied Volatility (IV) of 2.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 1.8% and the maximum was at 3.7%. We calculated an Implied Volatility Rank (IVR) of 31.3. The Implied Volatility Percentile (IVP) is 27.1 which means that looking at one year of data 27.1% of all IV readings were lower than 2.4. The latest IV reading is -0.6 standard deviations away from its 1 year mean. Implied volatility data and statistics for 2 Year US Treasury Note (ZT) was calculated after the 2/6/2023 market close from the futures options.

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