CME implied volatility
From the closing options book · October 20, 2026 · updated after every close
CME's at-the-money implied volatility was 29.4% at the October 20, 2026 close. Over the past 245 sessions it ranged from 7.7% to 58.6%, putting today's level at an IV rank of 43 and IV percentile of 77.
CME at-the-money IV, last 60 sessions
Options were pricing more movement than CME actually delivered over the last 20 sessions (29.4% implied against 20.9% realized).
IV rank places today's IV between the period's low (0) and high (100); IV percentile is the share of sessions with lower IV. Both use CME's own closing history.
These are the October 20, 2026 closing numbers. Members see CME's map move live all session.
Common questions
29.4% at the money at the October 20, 2026 close.
43 over the past 245 sessions (IV percentile 77).
Its IV percentile is 77: high against its own past year.
Compare: implied volatility on other tickers
Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.