← 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

Implied Volatility Analysis

17.4%

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 Yield | 0.00% ($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.

- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.