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
0.6735
13.3%
42
58
CME
British Pound
Currencies
1.2223
10.3%
19
33
CME
Canadian Dollar
Currencies
0.7301
7.7%
24
42
CME
Euro FX
Currencies
1.074
9.2%
17
41
CME
Japanese Yen
Currencies
0.0077
13.8%
72
78
CME
New Zealand Dollar
Currencies
0.6273
14%
43
56
CME
Russian Ruble
Currencies
0.0124
14.9%
23
37
CME
Swiss Franc
Currencies
1.0919
9.8%
60
68
CME
South African Rand
Currencies
0.0539
17.6%
57
83
ICEUS
US Dollar Index
Currencies
103.36
8.6%
35
46
NYMEX
Brent Crude Oil Last Day Financial
Energies
72.97
49.5%
35
68
NYMEX
Light Sweet Crude Oil (WTI)
Energies
66.93
53.4%
40
77
NYMEX
Heating Oil (NY Harbor ULSD)
Energies
2.55
46.1%
19
18
NYMEX
Henry Hub Natural Gas
Energies
2.34
114.8%
62
77
NYMEX
NY Harbor RBOB (Blendstock) Gas
Energies
2.47
47%
33
28
KCBT
KC HRW Wheat
Grains
835.75
29.4%
23
29
MGEX
Hard Red Spring Wheat (Minneapolis Wheat)
Grains
860.75
21.9%
10
17
CBOT
Corn
Grains
634.25
23.4%
29
41
CBOT
Soybean Oil
Grains
57.46
27.2%
14
13
CBOT
Soybean Meal
Grains
466
23.3%
30
24
CBOT
Oats
Grains
348
45.2%
32
32
CBOT
Soybeans
Grains
1476.5
20.5%
41
48
CBOT
SRW Wheat
Grains
710.5
32%
21
31
GBLX
E-Mini S&P 500
Indices
3947
22.5%
45
54
GBLX
E-Mini Russell 2000
Indices
1738.4
29.5%
37
62
CME
Eurodollar
Interest Rates
95.14
77.6%
70
99
CBOT
Ultra 10-Year Treasury Note
Interest Rates
122.17
14.2%
81
98
CBOT
Ultra T-Bond
Interest Rates
143.84
25.2%
75
98
CBOT
30 Year US Treasury Bond
Interest Rates
132.72
17.2%
74
96
CBOT
5 Year US Treasury Note
Interest Rates
110.23
9%
94
99
CBOT
10 Year US Treasury Note
Interest Rates
115.81
11.1%
78
99
CBOT
30 Day Federal Funds
Interest Rates
95.27
22.2%
10
27
CBOT
2 Year US Treasury Note
Interest Rates
103.79
5.1%
98
100
CME
Lean Hogs
Meats
93.33
24.3%
54
61
CME
Live Cattle
Meats
156.4
9.8%
19
25
COMEX
Gold
Metals
1973.5
18.2%
63
93
COMEX
Copper
Metals
3.89
26.9%
19
26
NYMEX
Palladium
Metals
1386.1
48.1%
37
29
NYMEX
Platinum
Metals
978.6
30.6%
43
22
COMEX
Silver
Metals
22.46
31.6%
55
78
ICEUS
Cocoa
Softs
2738
25.2%
40
40
ICEUS
Cotton No. 2
Softs
77.83
32.7%
10
43
ICEUS
Coffee
Softs
176.6
34%
29
55
ICEUS
FCOJ-A (frozen concentrated orange juice)
Softs
242.55
35.8%
57
75
ICECA
Canola
Softs
751.6
21.8%
29
19
ICEUS
Sugar No. 11
Softs
20.67
23.5%
22
32
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.