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FXC - Invesco CurrencyShares Canadian Dollar Trust
Implied Volatility Analysis

Implied Volatility:
10.3%
Put/Call-Ratio:
3.31

Invesco CurrencyShares Canadian Dollar Trust has an Implied Volatility (IV) of 10.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXC is 14 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for FXC is 0.57 standard deviations away from its 1 year mean.

Market Cap$98.10M
Implied Volatility (IV) 30d
10.25
Implied Volatility Rank (IVR) 1y
14.02
Implied Volatility Percentile (IVP) 1y
90.40
Historical Volatility (HV) 30d
7.87
IV / HV
1.30
Open Interest
47.96K
Option Volume
362.00
Put/Call Ratio (Volume)
3.31

Data was calculated after the 9/22/2022 closing.

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