FX volatility stress mesh

View today's regime

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Today's FCVI

Decision-support for discretionary FX. Updated daily — not investment advice. Methodology

Today's regime

Regime

ELEVATED

Date
2026-05-27
Size multiplier
0.5
New risk allowed
No
Data as-of
2026-05-27T21:15:00Z
  • max |z|=2.13 >= 2.0
  • IV < RV (median spread < -0.5 pp)
  • top stress currencies (rank>=7): AUD, NZD

Currency stress

Currency stress ranks
CCY IV % z Rank
NZD 6.21 -2.132 8
AUD 5.47 -0.025 7
USD 4.94 -2.058 6
JPY 4.90 -1.940 5
GBP 4.54 -1.445 4
CHF 3.98 0.499 3
EUR 3.83 -1.573 2
CAD 3.30 0.954 1

Top stress (condensed)

Currency stress ranks
CCY IV % z Rank
NZD 6.21 -2.132 8
AUD 5.47 -0.025 7