Stats › Currencies and commodities › FX volatility
A major currency pair moves about 0.38% in a day
| Index | Publisher | What it covers | Current level publicly available? |
|---|---|---|---|
| VIX | Cboe | 30 day implied volatility on S&P 500 options | Yes. 17.09 on 30 Jul 2026, free on FRED and Cboe, updated daily |
| EVZ, EuroCurrency ETF Volatility Index | Cboe | 30 day implied volatility on options on the euro currency ETF | No. FRED's copy is titled DISCONTINUED and ends at 10.68 on 11 Mar 2025 |
| EUVIX, BPVIX, JYVIX | Cboe with CME Group | VIX methodology on CME FX futures options on EUR, GBP and JPY, launched 13 Jan 2015 | No. Cboe's historical data page lists no currency volatility index files |
| CVOL FX | CME Group Benchmark Administration | Simple variance implied volatility on CME FX options, six pairs plus a G5 composite | Partly. CME directs you to the CVOL Index Visualizer and to DataMine for history |
| CVIX | Deutsche Bank | Composite of implied volatilities across major currency pairs | Not found. It appears to be distributed through terminals |
| VXY G7 and VXY EM | J.P. Morgan | Implied volatility composites for G7 and emerging market currencies | Not found free from the publisher |
Sources: Cboe and FRED for VIX and EVZ, the Cboe and CME launch release of 13 Jan 2015, and CME Group's CVOL FAQ. The CVIX and VXY rows record a failure to find a publisher source, not a claim that the indices do not exist.
Currencies move far less than shares do. A major pair runs at roughly 4% to 7.5% annualised volatility, about 0.38% in a session, against a VIX of 17.09 on a quiet day. The leverage offered in retail FX exists precisely because the underlying barely moves.
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