Volatility on Currencies www.cboe.com/FX

CBOE Press Release - Volatility Index Values on FX Options Contracts (Jan. 13, 2015)

CBOE offers four volatility indexes that measure the market's expectation of 30-day currency-related volatility by applying the VIX® methodology to options on currency-related instruments -

  • CBOE/CME FX Euro Volatility IndexSM (Ticker: EUVIX)
  • CBOE/CME FX Yen Volatility IndexSM (Ticker: JYVIX)
  • CBOE/CME FX British Pound Volatility IndexSM (Ticker: BPVIX)
  • CBOE EuroCurrency Volatility Index (EVZ)

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