WisdomTree Floating Rate Treasury Fund (USFR) Implied Volatility Current

Tracking USFR implied volatility helps you spot when WisdomTree Floating Rate Treasury Fund options are historically cheap or expensive, and where the best trades are hiding. When USFR IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor USFR implied volatility current levels in real time and filter for high probability trades.

Implied volatility is derived from option prices and represents the annualized expected move of a stock. Tracking USFR IV rank helps you see whether USFR's implied volatility is historically high or low, since IV rank compares today's reading against the past year's range. A high rank signals relatively expensive premiums and tends to favor sellers, a low rank signals relatively cheap premiums and tends to favor buyers.

The fund invests at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is designed to measure the performance of floating rate public obligations of the U.S. Treasury. The fund is non-diversified.