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EUVIX
 Cboe/CME FX Euro Volatility Index
Last Sale

7.49

Change

+0.18 (+2.46%)

Open

7.39

High

8.35

Low

7.23

Prev Close

7.31

Cboe/CME FX Euro Volatility Index
  • Overview
  • Performance
     

EUVIX (Cboe/CME FX Euro Volatility Index)

The Cboe/CME FX Euro Volatility IndexSM (EUVIX) is a VIX®-style estimate of the expected 30-day volatility of CME CME FX Euro/British pound/ Dollar futures.  Like VIX, EUVIX is calculated by interpolating between two  weighted sums of option midquote  values,  in this case options on CME FX Euro/ Dollar futures. The two sums essentially represent the expected variance of the Euro to Dollar exchange rate up to two option expiration dates that bracket a 30-day period of time.  EUVIX  is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points. 

  
    
Critical Periods
    
The performance quoted represents past performance and does not guarantee future results.