← Back to Stock / ETF implied volatility screener

FXA - Invesco CurrencyShares Australian Dollar Trust
Implied Volatility Analysis

Implied Volatility:
17.4%
Put/Call-Ratio:
12.00

Invesco CurrencyShares Australian Dollar Trust has an Implied Volatility (IV) of 17.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXA is 19 and the Implied Volatility Percentile (IVP) is 86. The current Implied Volatility Index for FXA is 0.58 standard deviations away from its 1 year mean.

Market Cap$83.58M
Dividend Yield0.00% ($0.00)
Implied Volatility (IV) 30d
17.41
Implied Volatility Rank (IVR) 1y
19.31
Implied Volatility Percentile (IVP) 1y
85.60
Historical Volatility (HV) 30d
15.78
IV / HV
1.10
Open Interest
3.43K
Option Volume
13.00
Put/Call Ratio (Volume)
12.00

Data was calculated after the 10/6/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.