FXE (Invesco CurrencyShares Euro Currency Trust)

Historical IV Rank & Volatility Regime

IV Rank measures where FXE's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on FXE are priced rich or cheap relative to its own recent regime.

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.

FXE IV Rank Summary
Current
52%
Moderate — neutral regime
30-Day Avg
32%
60-Day Avg
35%
90-Day Avg
34%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in FXE's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
FXE IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260302 52% 0.3%
20260227 56% 0.3%
20260226 47% 0.2%
20260225 55% 0.3%
20260224 35% 0.2%
20260223 33% 0.2%
20260221 40% 0.2%
20260220 39% 0.2%
20260219 38% 0.2%
20260218 42% 0.2%
20260217 48% 0.2%
20260213 32% 0.2%
20260212 33% 0.2%
20260211 31% 0.2%
20260210 34% 0.2%
20260209 28% 0.2%
20260206 28% 0.2%
20260205 37% 0.2%
20260204 27% 0.2%
20260203 28% 0.2%
20260202 18% 0.1%
20260130 36% 0.2%
20260129 12% 0.1%
20260128 21% 0.1%
20260127 23% 0.1%
20260126 15% 0.1%
20260123 26% 0.2%
20260122 15% 0.1%
20260121 13% 0.1%
20260120 13% 0.1%
20260116 20% 0.1%
20260115 0% 0.0%
20260114 0% 0.1%
20260113 10% 0.1%
20260112 8% 0.1%
20260109 3% 0.1%
20260108 11% 0.1%
20260107 1% 0.1%
20260106 2% 0.1%
20260105 3% 0.1%
20260102 100% 0.5%
20251231 71% 0.3%
20251230 77% 0.3%
20251229 32% 0.2%
20251226 69% 0.3%
20251224 52% 0.2%
20251223 54% 0.2%
20251222 83% 0.3%
20251219 84% 0.3%
20251218 58% 0.2%
20251217 34% 0.2%
20251216 69% 0.3%
20251215 38% 0.2%
20251212 18% 0.1%
20251211 18% 0.1%
20251210 26% 0.1%
20251209 48% 0.2%
20251208 41% 0.2%
20251205 37% 0.2%
20251204 60% 0.2%
20251203 44% 0.2%
20251202 41% 0.2%
20251201 71% 0.3%
20251128 52% 0.2%
20251126 49% 0.2%
20251125 37% 0.2%
20251124 47% 0.2%
20251121 38% 0.2%
20251120 43% 0.2%
20251119 37% 0.2%
20251118 43% 0.2%
20251117 34% 0.2%
20251114 23% 0.1%
20251113 17% 0.1%
20251112 26% 0.1%
20251111 21% 0.1%
20251110 17% 0.1%
20251107 33% 0.2%
20251106 18% 0.1%
20251105 44% 0.2%
20251104 17% 0.1%
20251103 42% 0.2%
20251031 29% 0.2%
20251030 24% 0.1%
20251029 32% 0.2%
20251028 38% 0.2%
20251027 21% 0.1%
20251024 12% 0.1%
20251023 25% 0.1%
20251022 27% 0.2%