2-Year Treasury Note Futures (ZT) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

2-Year Treasury Note Futures (ZT) operates in the Interest-Rate Futures sector, specifically the Interest-Rate Futures industry, listed on CBOT. CBOT 2-Year Treasury Note futures (ZT): short-end US Treasury futures used for curve trading and short-rate exposure.

IV/HV history compares implied volatility to realized volatility over time. No recent options activity for ZT 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 implied vs realized volatility is reported and how to read the data →