FXF (Invesco CurrencyShares Swiss Franc Trust)

Historical IV Rank & Volatility Regime

IV Rank measures where FXF'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 FXF 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.

FXF IV Rank Summary
Current
62%
Moderate — neutral regime
30-Day Avg
48%
60-Day Avg
45%
90-Day Avg
45%
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 FXF'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.
FXF IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260302 62% 0.2%
20260227 73% 0.2%
20260226 60% 0.2%
20260225 57% 0.2%
20260224 62% 0.2%
20260223 68% 0.2%
20260221 63% 0.2%
20260220 61% 0.2%
20260219 80% 0.2%
20260218 55% 0.2%
20260217 37% 0.1%
20260213 53% 0.2%
20260212 54% 0.2%
20260211 49% 0.2%
20260210 68% 0.2%
20260209 52% 0.2%
20260206 46% 0.2%
20260205 49% 0.2%
20260204 54% 0.2%
20260203 29% 0.1%
20260202 32% 0.1%
20260130 60% 0.2%
20260129 24% 0.1%
20260128 44% 0.2%
20260127 30% 0.1%
20260126 21% 0.1%
20260123 27% 0.1%
20260122 38% 0.2%
20260121 17% 0.1%
20260120 18% 0.1%
20260116 31% 0.1%
20260115 35% 0.1%
20260114 18% 0.1%
20260113 29% 0.1%
20260112 0% 0.1%
20260109 0% 0.1%
20260108 0% 0.1%
20260107 18% 0.1%
20260106 16% 0.1%
20260105 4% 0.1%
20260102 83% 0.3%
20251231 75% 0.2%
20251230 100% 0.3%
20251229 43% 0.2%
20251226 83% 0.2%
20251224 62% 0.2%
20251223 77% 0.2%
20251222 62% 0.2%
20251219 71% 0.2%
20251218 42% 0.2%
20251217 34% 0.2%
20251216 55% 0.2%
20251215 52% 0.2%
20251212 41% 0.2%
20251211 39% 0.2%
20251210 57% 0.2%
20251209 40% 0.2%
20251208 48% 0.2%
20251205 34% 0.2%
20251204 34% 0.2%
20251203 60% 0.2%
20251202 79% 0.2%
20251201 89% 0.2%
20251128 50% 0.2%
20251126 67% 0.2%
20251125 43% 0.2%
20251124 54% 0.2%
20251121 40% 0.2%
20251120 24% 0.1%
20251119 37% 0.2%
20251118 56% 0.2%
20251117 41% 0.2%
20251114 37% 0.2%
20251113 41% 0.2%
20251112 33% 0.1%
20251111 43% 0.2%
20251110 22% 0.1%
20251107 19% 0.1%
20251106 23% 0.1%
20251105 48% 0.2%
20251104 70% 0.2%
20251103 62% 0.2%
20251031 54% 0.2%
20251030 41% 0.2%
20251029 50% 0.2%
20251028 49% 0.2%
20251027 30% 0.1%
20251024 40% 0.2%
20251023 26% 0.1%
20251022 34% 0.2%