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
0.6889
13.6%
49
65
CME
British Pound
Currencies
1.2031
10.3%
25
40
CME
Canadian Dollar
Currencies
0.7439
7.7%
23
37
CME
Euro FX
Currencies
1.0748
8.7%
18
28
CME
Japanese Yen
Currencies
0.0076
13.2%
69
72
CME
New Zealand Dollar
Currencies
0.63
13.9%
43
54
CME
Russian Ruble
Currencies
0.0137
14.9%
23
37
CME
Swiss Franc
Currencies
1.0813
9%
48
43
CME
South African Rand
Currencies
0.0564
17.6%
57
83
ICEUS
US Dollar Index
Currencies
103.498
7.4%
35
20
NYMEX
Brent Crude Oil Last Day Financial
Energies
80.99
40.5%
6
6
NYMEX
Light Sweet Crude Oil (WTI)
Energies
74.11
42%
8
8
NYMEX
Heating Oil (NY Harbor ULSD)
Energies
2.77
39.7%
11
4
NYMEX
Henry Hub Natural Gas
Energies
2.46
145.7%
92
97
NYMEX
NY Harbor RBOB (Blendstock) Gas
Energies
2.37
41%
10
8
KCBT
KC HRW Wheat
Grains
876
28.5%
10
18
MGEX
Hard Red Spring Wheat (Minneapolis Wheat)
Grains
917.5
22.4%
8
16
CBOT
Corn
Grains
679
19.3%
15
18
CBOT
Soybean Oil
Grains
59.31
27.8%
12
8
CBOT
Soybean Meal
Grains
489
23.9%
26
18
CBOT
Oats
Grains
383.75
48.5%
52
63
CBOT
Rough Rice
Grains
17.55
182.6%
39
52
CBOT
Soybeans
Grains
1521.25
14.3%
2
2
CBOT
SRW Wheat
Grains
750.25
29.5%
4
12
GBLX
E-Mini S&P 500
Indices
4123.5
17%
12
5
GBLX
E-Mini Nasdaq 100
Indices
12515.5
24.1%
9
11
GBLX
E-Mini Russell 2000
Indices
1965.1
20.9%
4
3
CBOT
E-Mini Dow Jones Industrial Average
Indices
33934
15.2%
0
2
CME
Eurodollar
Interest Rates
94.95
45.1%
29
48
CBOT
Ultra 10-Year Treasury Note
Interest Rates
120.19
9.5%
25
13
CBOT
Ultra T-Bond
Interest Rates
141.66
16.2%
7
3
CBOT
30 Year US Treasury Bond
Interest Rates
129
12.2%
28
16
CBOT
5 Year US Treasury Note
Interest Rates
108.39
5.1%
36
21
CBOT
10 Year US Treasury Note
Interest Rates
113.5
7%
32
15
CBOT
30 Day Federal Funds
Interest Rates
95.17
11.1%
2
3
CBOT
2 Year US Treasury Note
Interest Rates
102.36
2.4%
31
27
CME
Lean Hogs
Meats
82.72
19.9%
30
16
CME
Live Cattle
Meats
164.47
9.9%
14
19
COMEX
Gold
Metals
1879.5
14.3%
10
19
COMEX
Copper
Metals
4.04
26.9%
19
16
NYMEX
Palladium
Metals
1579.4
45.3%
8
5
NYMEX
Platinum
Metals
974.6
27.6%
8
1
COMEX
Silver
Metals
22.24
28.7%
20
32
ICEUS
Cocoa
Softs
2577
21.5%
5
1
ICEUS
Cotton No. 2
Softs
83.27
23.6%
1
1
ICEUS
Coffee
Softs
175.7
35.2%
37
65
ICEUS
FCOJ-A (frozen concentrated orange juice)
Softs
243.15
36.4%
61
81
ICECA
Canola
Softs
830.8
19.6%
4
2
ICEUS
Sugar No. 11
Softs
20.66
29.6%
57
97
Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.