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FXE - Invesco CurrencyShares Euro Trust
Implied Volatility Analysis

Implied Volatility:
14.8%
Put/Call-Ratio:
7.48

Invesco CurrencyShares Euro Trust has an Implied Volatility (IV) of 14.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXE is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for FXE is 2.48 standard deviations away from its 1 year mean.

Market Cap$348.97M
Implied Volatility (IV) 30d
14.76
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
11.08
IV / HV
1.33
Open Interest
85.16K
Option Volume
6.43K
Put/Call Ratio (Volume)
7.48

Data was calculated after the 9/26/2022 closing.

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