US Dollar Index Futures (DX)
Implied Volatility Analysis

Implied Volatility:

US Dollar Index (DX) Futures have an Implied Volatility (IV) of 12.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 3.8% and the maximum was at 12.8%. We calculated an Implied Volatility Rank (IVR) of 91.3. The Implied Volatility Percentile (IVP) is 97.6 which means that looking at one year of data 97.6% of all IV readings were lower than 12.0. The latest IV reading is 2.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for US Dollar Index (DX) was calculated after the 10/6/2022 market close from the futures options.

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