WisdomTree Floating Rate Treasury (USFR)'s 30-day implied volatility (IV30) was 2.0% at the close on October 30, 2026, 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): 2.0%
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 October 30, 2026.
USFR Implied Volatility (IV) vs Historical Volatility (HV)
The USFR IV term structure shows the implied volatility difference between different maturity dates.
