Euro FX Futures (6E)
Implied Volatility Analysis

Implied Volatility:
9.2%

Euro FX (6E) Futures have an Implied Volatility (IV) of 9.2% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 4.6% and the maximum was at 12.8%. We calculated an Implied Volatility Rank (IVR) of 55.7. The Implied Volatility Percentile (IVP) is 89.6 which means that looking at one year of data 89.6% of all IV readings were lower than 9.2. The latest IV reading is 1.5 standard deviations away from its 1 year mean. Implied volatility data and statistics for Euro FX (6E) was calculated after the 5/20/2022 market close from the futures options.

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