US Dollar Index Futures (DX)
Implied Volatility Analysis

Implied Volatility:

US Dollar Index (DX) Futures have an Implied Volatility (IV) of 7.4% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 4.4% and the maximum was at 12.9%. We calculated an Implied Volatility Rank (IVR) of 35.0. The Implied Volatility Percentile (IVP) is 19.5 which means that looking at one year of data 19.5% of all IV readings were lower than 7.4. The latest IV reading is -0.8 standard deviations away from its 1 year mean. Implied volatility data and statistics for US Dollar Index (DX) was calculated after the 2/6/2023 market close from the futures options.

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