Euro FX Futures (6E)
Implied Volatility Analysis

Implied Volatility:
13.8%

Euro FX (6E) Futures have an Implied Volatility (IV) of 13.8% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 4.7% and the maximum was at 14.1%. We calculated an Implied Volatility Rank (IVR) of 97.0. The Implied Volatility Percentile (IVP) is 98.8 which means that looking at one year of data 98.8% of all IV readings were lower than 13.8. The latest IV reading is 2.2 standard deviations away from its 1 year mean. Implied volatility data and statistics for Euro FX (6E) was calculated after the 10/6/2022 market close from the futures options.

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