2-Year Treasury Note Futures (ZT) 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.

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.

Volatility skew analysis compares implied volatility across strikes and expirations. 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 volatility skew is reported and how to read the data →