Cboe Eurocurrency Volatility Index

The Cboe EuroCurrency Volatility Index (EVZ) estimates the term near projected volatility of the euro/U.S. dollar exchange rate.

It calculates the expectations of the market volatility of the EUR/USD exchange rate by applying the VIX methodology to options on the CurrencyShares Euro Trust (FXE)for 30 days.
The Cboe EuroCurrency Volatility Index is also known as the “Euro VIX” and has a ticker symbol of EVZ .
As VIX EUVIX is calculated by interpoling between two weighted sums of option midqoute values, in this case, options on EVZ.
The two currencies basically represent the expected exchange rate of the dollar from the euro to the two optional expiration dates which bracket a 30-day period.
EVZ is obtained by making the interpolated value annually, taking its square root, and expressing the result in percentage points.
As such, the performance of FXE is intended to reflect the USD/EUR exchange rate, minus fund expenses.
Here’s a chart example showing Cboe EuroCurrency Volatility Index (EVZ).


Cboe Eurocurrency Volatility Index



EVZ, like other VIX benchmarks, uses a wide range of strike price options.
FXE is an Exchange Traded Fund (ETF) that holds Euro on Demand deposits in bank accounts named Euro.
Exchange Traded Fund Thus, the performance of FXE aims to reflect the exchange rate of USD / EUR, minus fund expenses.

 

A

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B

Bag | Bag Holder | Bahmas Dollars | Bahrain Dinars | Bail In | Bail Out | Balance Of Trade | Baltic Dry Index | Bangladesh Taka | Bank Levy | Bank Of Canada BOC | Bank Of England BOE | Bank Of International Settlement BIS | Bank Of Japan BoJ | Bank Run | Bank Run | Banking Institutions | Bar Chart | Barbados Dollars | Base Currency | Base Rate | Basing | Basing Point | Bear | Bear Flag | Bear Market | Bear Trap | Bearish | Binary Options | Bitcoin Cash | Bitcoin Maximalist | Bitcoin Or BTC | Block | Block Explorer | Block Header | Block Height | Block Reward | Blockchain | Blue Chip | Bolivia Bolivianos | Bollinger Bands | Bond | Bond Auction | Bond Yeild | Book | Boris Schlossberg | Botswana Pulas | Brazilian Brazil Real | Breakdown | Breakeven | Breakout | Brent Crude | Bretton Woods Agreement Of 1944 | BRIC | Broadening Formation | Broker | BTD | BTFD | Bucket Shop | Bulgarian Leva | Bull | Bull Flag | Bull Market | Bull Trap | Bullish | Bullish Engulfing Pattern | Bundesbank | Burundi Francs | Business Inventories | Buy Side | Buying Pressure


C

Cable | Camarilla Pivot Points | Cambist | Cambodian Riels | Canadian Dollar | Cape Verde Escudos | Carbon Credits | Cardano ADA | Carry Trade | Cash Market | Catalyst | Cayman Islands Dollars | Cboe Eurocurrency Volatility Index | Central Bank | Central Bank Digital Currency | Central Bank Intervention | Central Counterparty Clearing Houses CCPs | Central Limit Order Book Or CLOB | Chaikin Oscillator | Chart Pattern | Chartist | Chicago PMI | Chilean Peso | Chinese Renminbi | Chinese Yuan | Christine Lagarde | Circulating Supply | Cleared Funds | Clearing | Clearing Price | Client | Closed Position | Cloud Mining | Coin Age | Cold Storage | Collateral | Colombian Pesos | Comdoll | Commercial Corporations | Commission | Commitments Of Traders Report Or COT | Commodity | Commodity Channel Index Or CCI | Commodity Futures Trading Commission CFTC | Commodity Research Bureau Index | Commodity Trading Advisor CTA | Communaute Financiere Africaine Francs | Comoros Francs | Completeness | Compound COPM | Comptoirs Francais Du Pacifique Francs | Conference Board Consumer Confidence Index CCI | Confirmation | Confluence | Congo Congolese Francs | Consensus Algorithm | Consolidation | Consumer Price Index CPI


E

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