FXE · Expected Move
Invesco CurrencyShares Euro Currency Trust · ETF
The expected move for FXE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
FXE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FXE Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$1.45
30-Day ATM IV
6.1%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to FXE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
FXE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.45 | $1.45 | 6.1% | 10% |
| 20261021 | $1.55 | $1.55 | 5.9% | 9% |
| 20261020 | $1.62 | $1.62 | 6.1% | 10% |
| 20261019 | $1.32 | $1.32 | 5.4% | 6% |
| 20261016 | $1.62 | $0.57 | 6.3% | 11% |
| 20261015 | $1.70 | $1.05 | 7.0% | 15% |
| 20261014 | $1.25 | $0.72 | 4.6% | 1% |
| 20261013 | $1.85 | $0.93 | 6.9% | 15% |
| 20261012 | $2.23 | $0.68 | 8.2% | 22% |
| 20260302 | $2.42 | $2.42 | 13.5% | 53% |
| 20260227 | $1.35 | $1.35 | 6.2% | 11% |
| 20260226 | $1.45 | $1.45 | 6.0% | 10% |
| 20260225 | $1.30 | $1.30 | 5.8% | 8% |
| 20260224 | $1.48 | $1.48 | 6.3% | 11% |
| 20260223 | $1.38 | $1.38 | 5.8% | 8% |
| 20260221 | $1.48 | $1.48 | — | — |
| 20260220 | $1.48 | $0.33 | 7.1% | 16% |
| 20260219 | $1.62 | $0.53 | 6.7% | 13% |
| 20260218 | $1.70 | $0.72 | 6.3% | 11% |
| 20260217 | $1.62 | $0.68 | 14.3% | 57% |
| 20260213 | $1.90 | $1.10 | 12.8% | 48% |
| 20260212 | $1.97 | $0.85 | 16.9% | 72% |
| 20260211 | $2.02 | $0.80 | 16.5% | 70% |
| 20260210 | $2.08 | $1.02 | 7.2% | 16% |
| 20260209 | $2.25 | $1.62 | 8.1% | 22% |
| 20260206 | $2.00 | $0.93 | 6.5% | 12% |
| 20260205 | $2.08 | $1.15 | 6.9% | 15% |
| 20260204 | $1.05 | $1.05 | 7.4% | 17% |
| 20260203 | $1.23 | $1.23 | 6.6% | 13% |
| 20260202 | $1.12 | $1.12 | 7.0% | 15% |
| 20260130 | $1.18 | $1.18 | 6.5% | 12% |
| 20260129 | $1.75 | $1.75 | 7.6% | 18% |
| 20260128 | $2.02 | $2.02 | 8.9% | 26% |
| 20260127 | $2.45 | $2.45 | 16.8% | 71% |
| 20260126 | $1.55 | $1.55 | 6.5% | 12% |
| 20260123 | $1.62 | $1.62 | 6.7% | 13% |
| 20260122 | $1.50 | $1.50 | 5.6% | 7% |
| 20260121 | $1.25 | $1.25 | 5.0% | 4% |
| 20260120 | $1.73 | $1.73 | 6.5% | 12% |
| 20260116 | $1.48 | $0.25 | 13.6% | 53% |
| 20260115 | $1.30 | $0.55 | 4.7% | 2% |
| 20260114 | $1.07 | $0.48 | 14.8% | 60% |
| 20260113 | $1.88 | $0.60 | 11.8% | 43% |
| 20260112 | $1.55 | $0.65 | 5.4% | 6% |
| 20260109 | $1.52 | $0.82 | 12.4% | 46% |
| 20260108 | $1.78 | $0.97 | 9.5% | 29% |
| 20260107 | $1.25 | $1.25 | 8.6% | 24% |
| 20260106 | $1.75 | $0.95 | 9.9% | 32% |
| 20260105 | $1.48 | $1.07 | 5.0% | 4% |
| 20260102 | $1.20 | $1.20 | 5.3% | 5% |
| 20251231 | $0.80 | $0.80 | 4.8% | 2% |
| 20251230 | $1.02 | $1.02 | 4.4% | 0% |
| 20251229 | $1.05 | $1.05 | 4.8% | 0% |
| 20251226 | $1.08 | $1.08 | 12.1% | 43% |
| 20251224 | $1.17 | $1.17 | 7.1% | 14% |
| 20251223 | $0.97 | $0.97 | 7.1% | 14% |
| 20251222 | $0.98 | $0.98 | 9.7% | 29% |
| 20251219 | $1.20 | $0.75 | 4.9% | 1% |
| 20251218 | $1.23 | $0.90 | 4.7% | 0% |
| 20251217 | $1.35 | $0.95 | 17.0% | 72% |
More on FXE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.