Cboe Global Indices: EVZ Index Dashboard
www.cboe.com › us › indicesThe Cboe EuroCurrency Volatility Index SM (EVZ) is a VIX ® -style estimate of the expected 30-day volatility of the CurrencyShares Euro Trust (Ticker - FXE). Like VIX, EUVIX is calculated by interpolating between two weighted sums of option midquote values, in this case options on EVZ.