US Dollar Index (DX) Futures have an Implied Volatility (IV) of 7.7% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 3.8% and the maximum was at 9.3%. We calculated an Implied Volatility Rank (IVR) of 71.0. The Implied Volatility Percentile (IVP) is 89.8 which means that looking at one year of data 89.8% of all IV readings were lower than 7.7. The latest IV reading is 1.7 standard deviations away from its 1 year mean. Implied volatility data and statistics for US Dollar Index (DX) was calculated after the 5/20/2022 market close from the futures options.