Event Volatility Calculator
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The term structure of volatility for a specific product is the market consensus estimate of future realized volatility for each given option expiration period. Variations in this term structure can imply moves in the underlying futures contract being priced in due to an upcoming event.
View the market’s price expectation of upcoming economic and geopolitical events with options on futures forward volatility.
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The Event Volatility Calculator displays the current at-the-money implied volatilities and forward at the money implied volatilities for each option expiration.
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