IV: Current daily level of Implied Volatility (IV) for options on this futures contract, as derived from (implied by) options premiums (Black Model). A green number highlights IV above +1 Standard Deviation (STD); a red number highlights IV below -1 STD. Historical volatility has theoretically been found to be between +1 and -1 STD 67% of the time.
HV: Current daily level of 20-day Historical Volatility (HV) for this futures contract, as calculated from futures price movement. A green number highlights HV above +1 Standard Deviation (STD); a red number highlights HV below -1 STD. Historical volatility has theoretically been found to be between +1 and -1 STD 67% of the time.
CTHV: Current daily level of the Central Tendency of Historical Volatility (CTHV), the 15-year average of 20-day historical volatility (of futures prices). Thus, CTHV is the historical reference against which to compare IV and HV. CTHV is also used to calculate +1 and -1 STD (Standard Deviation), between which HV has theoretically been found 67% of the time. Thus, an IV or HV above +1 STD (green number) or below -1 STD (red number) is considered outside the historical norm.
D2Ex: Conveniently enumerates how many days until options on that futures contract expire.