2 Year US Treasury Note (ZT) Futures have an Implied Volatility (IV) of 3.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 1.1% and the maximum was at 3.7%. We calculated an Implied Volatility Rank (IVR) of 73.4. The Implied Volatility Percentile (IVP) is 90.6 which means that looking at one year of data 90.6% of all IV readings were lower than 3.0. The latest IV reading is 1.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for 2 Year US Treasury Note (ZT) was calculated after the 10/6/2022 market close from the futures options.