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FXF - Invesco CurrencyShares Swiss Franc Trust
Implied Volatility Analysis

Implied Volatility:
10.8%
Put/Call-Ratio:
2.76

Invesco CurrencyShares Swiss Franc Trust has an Implied Volatility (IV) of 10.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXF is 59 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for FXF is 1.26 standard deviations away from its 1 year mean.

Market Cap$219.51M
Implied Volatility (IV) 30d
10.81
Implied Volatility Rank (IVR) 1y
59.10
Implied Volatility Percentile (IVP) 1y
90.40
Historical Volatility (HV) 30d
8.19
IV / HV
1.32
Open Interest
1.39K
Option Volume
64.00
Put/Call Ratio (Volume)
2.76

Data was calculated after the 9/23/2022 closing.

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