FXI Implied Volatility
FXI $32.51 · Updated Oct 26, 4:00 PM ET
FXI at-the-money implied volatility is 42.3% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 25.3%. 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 | 42.3% |
| Nov 6, 2026 | 11 | 32.5 | 33.3% |
| Nov 13, 2026 | 18 | 32.5 | 29.7% |
| Nov 20, 2026 | 25 | 32.5 | 27.0% |
| Nov 27, 2026 | 32 | 32.5 | 25.3% |
| Dec 4, 2026 | 39 | 34 | 47.1% |
| Dec 18, 2026 | 53 | 33 | 27.8% |
| Dec 31, 2026 | 66 | 33 | 12.8% |
| Jan 15, 2027 | 81 | 33 | 24.7% |
| Feb 19, 2027 | 116 | 33 | 42.3% |
| Mar 19, 2027 | 144 | 33 | 28.7% |
| Mar 31, 2027 | 156 | 33 | 24.9% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 27 | 82.8% | n/a |
| 28 | 71.9% | 81.3% |
| 29 | 57.0% | 189.5% |
| 30 | 253.2% | 51.6% |
| 30.5 | n/a | 142.8% |
| 31 | 68.0% | 130.7% |
| 31.5 | n/a | 49.9% |
| 32 | 53.1% | 43.8% |
| 32.5 | 44.5% | 40.1% |
| 33 | 29.1% | 43.4% |
| 33.5 | 30.7% | 49.6% |
| 34 | 28.9% | 78.3% |
| 34.5 | 46.9% | 56.1% |
| 35 | 35.2% | 235.4% |
| 35.5 | 50.0% | 232.4% |
| 36 | 56.3% | 201.5% |
| 36.5 | 87.5% | n/a |
How this is calculated: Implied Volatility methodology