5-Year Treasury Note Futures (ZF) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

5-Year Treasury Note Futures (ZF) operates in the Interest-Rate Futures sector, specifically the Interest-Rate Futures industry, listed on CBOT. CBOT 5-Year Treasury Note futures (ZF): intermediate-maturity US Treasury futures used for curve and duration trades.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for ZF as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how volatility skew is reported and how to read the data →