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
0.6959
11.6%
48
71
CME
British Pound
Currencies
1.2078
9.7%
54
72
CME
Canadian Dollar
Currencies
0.7754
7%
30
37
CME
Euro FX
Currencies
1.0233
9.3%
55
78
CME
Japanese Yen
Currencies
0.0074
10.6%
50
72
CME
New Zealand Dollar
Currencies
0.6274
11.9%
52
73
CME
Russian Ruble
Currencies
0.0175
14.9%
23
37
CME
Swiss Franc
Currencies
1.0515
8.2%
42
69
ICEUS
US Dollar Index
Currencies
106.252
7.9%
58
74
NYMEX
Brent Crude Oil Last Day Financial
Energies
96.31
44.1%
27
50
NYMEX
Light Sweet Crude Oil (WTI)
Energies
90.5
49.2%
34
63
NYMEX
Heating Oil (NY Harbor ULSD)
Energies
3.33
54.6%
44
66
NYMEX
Henry Hub Natural Gas
Energies
7.83
82.9%
55
64
NYMEX
NY Harbor RBOB (Blendstock) Gas
Energies
2.96
50.8%
31
57
KCBT
KC HRW Wheat
Grains
851.75
38.6%
23
63
MGEX
Hard Red Spring Wheat (Minneapolis Wheat)
Grains
892.75
36.7%
34
61
CBOT
Corn
Grains
615.5
30.9%
41
70
CBOT
Soybean Oil
Grains
65.76
38%
48
85
CBOT
Soybean Meal
Grains
449.1
28.3%
70
68
CBOT
Oats
Grains
440
54.5%
89
93
CBOT
Soybeans
Grains
1428.75
26.2%
66
79
CBOT
SRW Wheat
Grains
781.5
38.5%
17
57
GBLX
E-Mini S&P 500
Indices
4124.5
19.4%
42
49
GBLX
E-Mini Nasdaq 100
Indices
13031.5
26.9%
41
57
GBLX
E-Mini Russell 2000
Indices
1914.6
24.2%
24
37
CBOT
E-Mini Dow Jones Industrial Average
Indices
32737
17.4%
32
40
CME
Eurodollar
Interest Rates
96.56
52.7%
15
26
CBOT
Ultra 10-Year Treasury Note
Interest Rates
129.55
10.6%
63
70
CBOT
Ultra T-Bond
Interest Rates
157.63
18.1%
52
63
CBOT
30 Year US Treasury Bond
Interest Rates
142.38
13.2%
60
70
CBOT
5 Year US Treasury Note
Interest Rates
112.23
6.1%
75
91
CBOT
10 Year US Treasury Note
Interest Rates
119.48
8%
66
79
CBOT
30 Day Federal Funds
Interest Rates
96.98
23.2%
1
2
CBOT
2 Year US Treasury Note
Interest Rates
104.55
2.7%
63
88
CME
Lean Hogs
Meats
99.6
18.9%
30
18
CME
Live Cattle
Meats
143.18
11.7%
4
3
COMEX
Gold
Metals
1801.5
14.8%
13
53
COMEX
Copper
Metals
3.59
29.6%
37
67
NYMEX
Palladium
Metals
2218.8
52%
54
68
NYMEX
Platinum
Metals
933
33.5%
57
89
COMEX
Silver
Metals
20.48
28.3%
25
68
ICEUS
Cocoa
Softs
2363
24.6%
28
25
ICEUS
Cotton No. 2
Softs
99.07
33.3%
10
50
ICEUS
Coffee
Softs
212.75
36.6%
34
47
CME
Random Length Lumber
Softs
552.8
55.9%
13
6
ICEUS
FCOJ-A (frozen concentrated orange juice)
Softs
177.1
33%
41
52
ICECA
Canola
Softs
853.9
33.4%
58
91
ICEUS
Sugar No. 11
Softs
17.98
26.4%
36
69
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