Euro FX Futures (6E)
Implied Volatility Analysis

Implied Volatility:
8.7%

Euro FX (6E) Futures have an Implied Volatility (IV) of 8.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 5.8% and the maximum was at 21.7%. We calculated an Implied Volatility Rank (IVR) of 18.4. The Implied Volatility Percentile (IVP) is 28.5 which means that looking at one year of data 28.5% of all IV readings were lower than 8.7. The latest IV reading is -0.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for Euro FX (6E) was calculated after the 2/6/2023 market close from the futures options.

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