WisdomTree Floating Rate Treasury (USFR)'s 30-day implied volatility (IV30) was 2.1% at the close on November 4, 2026, up from 2.1% the day before, against a 52-week range of 1.6% to 10.2%. Its 20-day historical volatility was 0.4%.

Key numbers

30-day implied volatility (IV30): 2.1%
IV30 52-week range: 1.6% to 10.2% (median 6.6%)
Historical volatility: 20-day 0.4%, 1-year 0.4%
Implied move by the nearest expiration: ±0.1%

Data as of November 4, 2026.

USFR Implied Volatility (IV) vs Historical Volatility (HV)

Name: USFR Implied Volatility
Creator: Market Chameleon