E-Mini premium also has "implied volatility" during Fed rate cuts?

Discussion in 'Index Futures' started by crgarcia, Jan 24, 2008.

  1. Right after the Fed surprise rate cut could see that ES quotes were far higher than the S&P index.

    So futures premium also has "implied volatility", like options?

    i.e. futures holders know there's a big chance of upside movement so they wont sell them cheap?