FXI Implied Volatility
FXI $32.51 · Updated Oct 26, 4:00 PM ET
FXI at-the-money implied volatility is 29.1% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 21.1%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 32.5 | 29.1% |
| Nov 6, 2026 | 11 | 32.5 | 21.9% |
| Nov 13, 2026 | 18 | 32.5 | 19.2% |
| Nov 20, 2026 | 25 | 32.5 | 20.9% |
| Nov 27, 2026 | 32 | 32.5 | 21.1% |
| Dec 4, 2026 | 39 | 32.5 | 27.0% |
| Dec 18, 2026 | 53 | 33 | 17.9% |
| Dec 31, 2026 | 66 | 33 | 23.9% |
| Jan 15, 2027 | 81 | 33 | 14.8% |
| Feb 19, 2027 | 116 | 33 | 16.4% |
| Mar 19, 2027 | 144 | 33 | 22.6% |
| Mar 31, 2027 | 156 | 33 | 24.2% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 28 | 76.6% | 80.9% |
| 29 | 60.9% | 189.1% |
| 29.5 | 54.8% | 59.6% |
| 30 | 46.8% | 51.3% |
| 30.5 | 58.9% | 142.4% |
| 31 | 68.4% | 130.3% |
| 31.5 | 35.9% | 36.3% |
| 32 | 31.2% | 30.6% |
| 32.5 | 27.8% | 30.5% |
| 33 | 25.4% | 22.6% |
| 33.5 | 25.2% | 19.3% |
| 34 | 24.9% | 46.6% |
| 34.5 | 39.2% | 54.5% |
| 35 | 31.7% | 39.0% |
| 35.5 | 50.4% | 0.0% |
| 36 | 56.6% | 0.0% |
| 36.5 | 59.1% | 56.3% |
How this is calculated: Implied Volatility methodology