Futures Implied Volatility Data Screener

Scan for futures implied volatility (IV), IV Rank and IV Percentile by clicking at the table header and click on a future to get more details.

Symbol
Exchange
Title
Type
Settle
Implied Volatility
IV Rank (1y)
IV Percentile (1y)
CME
Australian Dollar
Currencies
0.6822
14.8%
71
82
CME
British Pound
Currencies
1.2264
13.1%
43
82
CME
Canadian Dollar
Currencies
0.7448
9.2%
50
84
CME
Euro FX
Currencies
1.0532
11.5%
71
82
CME
Japanese Yen
Currencies
0.0074
15%
87
99
CME
New Zealand Dollar
Currencies
0.6375
15.8%
67
82
CME
Russian Ruble
Currencies
0.0161
14.9%
23
37
CME
Swiss Franc
Currencies
1.0695
10.4%
75
85
ICEUS
US Dollar Index
Currencies
104.689
10.6%
72
86
NYMEX
Brent Crude Oil Last Day Financial
Energies
86.88
46.8%
22
40
NYMEX
Light Sweet Crude Oil (WTI)
Energies
81.22
49.5%
27
47
NYMEX
Heating Oil (NY Harbor ULSD)
Energies
3.26
43.5%
21
22
NYMEX
Henry Hub Natural Gas
Energies
6.74
99%
60
92
NYMEX
NY Harbor RBOB (Blendstock) Gas
Energies
2.34
46.8%
20
23
KCBT
KC HRW Wheat
Grains
890.25
22.3%
0
0
MGEX
Hard Red Spring Wheat (Minneapolis Wheat)
Grains
938
23.5%
0
2
CBOT
Corn
Grains
660.5
16.6%
0
0
CBOT
Soybean Oil
Grains
67.38
48.5%
94
100
CBOT
Soybean Meal
Grains
421.6
21.4%
6
2
CBOT
Oats
Grains
378.5
44.9%
37
50
CBOT
Rough Rice
Grains
17.8
193.5%
49
68
CBOT
Soybeans
Grains
1429.75
14.4%
3
2
CBOT
SRW Wheat
Grains
783
26%
3
7
GBLX
E-Mini S&P 500
Indices
4081.75
18.5%
33
21
GBLX
E-Mini Nasdaq 100
Indices
12062.75
27.5%
33
34
GBLX
E-Mini Russell 2000
Indices
1883.7
25.3%
22
23
CBOT
E-Mini Dow Jones Industrial Average
Indices
34429
18%
27
23
CME
Eurodollar
Interest Rates
94.92
27.4%
6
9
CBOT
Ultra 10-Year Treasury Note
Interest Rates
121.36
11.3%
51
61
CBOT
Ultra T-Bond
Interest Rates
140.59
19.7%
38
52
CBOT
30 Year US Treasury Bond
Interest Rates
129.5
14.5%
57
71
CBOT
5 Year US Treasury Note
Interest Rates
109.26
6%
63
69
CBOT
10 Year US Treasury Note
Interest Rates
114.61
8.3%
58
67
CBOT
30 Day Federal Funds
Interest Rates
95.31
23.4%
2
22
CBOT
2 Year US Treasury Note
Interest Rates
102.94
2.7%
59
67
CME
Lean Hogs
Meats
89.2
18.1%
20
9
CME
Live Cattle
Meats
155.43
9.9%
4
3
COMEX
Gold
Metals
1815.2
14%
9
21
COMEX
Copper
Metals
3.82
29.3%
36
52
NYMEX
Palladium
Metals
1946.3
46.5%
19
15
NYMEX
Platinum
Metals
1054.9
31.2%
30
31
COMEX
Silver
Metals
22.84
29.6%
30
56
ICEUS
Cocoa
Softs
2519
23.7%
17
4
ICEUS
Cotton No. 2
Softs
84.85
25.4%
3
4
ICEUS
Coffee
Softs
165.75
32.1%
15
12
ICEUS
FCOJ-A (frozen concentrated orange juice)
Softs
197.8
28.5%
18
11
ICECA
Canola
Softs
812.8
23.5%
34
33
ICEUS
Sugar No. 11
Softs
19.62
25.7%
50
79
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