WisdomTree Floating Rate Treasury Fund

USFRAMEX · USD
50.51USD0.00 (+0.04%)

WisdomTree Floating Rate Treasury Fund (USFR) Implied Volatility Current

USFR implied volatility is 8%. IV Rank is 2%, placing current premiums in the bottom of their 52-week range.

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Tracking USFR implied volatility helps you identify when options premiums on WisdomTree Floating Rate Treasury Fund are historically cheap or expensive, and where the best trades are hiding. WisdomTree Floating Rate Treasury Fund implied volatility reflects the market's expectation of future price movement: when USFR IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor WisdomTree Floating Rate Treasury Fund's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For USFR, tracking metrics like USFR IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on USFR signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

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.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where USFR implied volatility sits today versus where it has been. Our scanner ranks WisdomTree Floating Rate Treasury Fund implied volatility against its historical range, surfaces extremes in USFR IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether WisdomTree Floating Rate Treasury Fund IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
1.59%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)7.76%

IV Rank1.59%

Historical Volatility (30d)1.04%

IV - HV+6.72%

As of September 18, 2026

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Track USFR IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

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