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Mexico Volatility Index

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Mexico Volatility Index

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Thursday, October 8, 2026
10:03:24 PM

HIGH (7d)

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LOW (7d)

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Index Level

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Change (24h)

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Change (7d)

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Updated

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DESCRIPTION

The Mecone Mexico Volatility Index tracks how risk is being priced in the U.S.’s largest trading partner. The index is built entirely from forward-looking event contracts and draws on contracts tied to Mexican macro events: inflation prints, central bank policy decisions, peso levels, trade and tariff developments, and national elections. The output is a tradable read on Mexico-specific stress.

CURRENT READ

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Outcomes

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INDEX DETAILS

Venues

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Volume (total)

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Open interest

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Liquidity

Distribution unavailable

MARKET-IMPLIED PROBABILITY DISTRIBUTION

Target Expiry

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Mode Outcome

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Excluded Probability

Observed At

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DAILY VOLATILITY

Unavailable

ANNUALIZED VOLATILITY

Unavailable

RANGE (1 MONTH)

Unavailable
LATEST NEWS

PUBLISHED

October 4, 2026

El peso, la moneda más depreciada desde que la Fed incrementó su tasa

The Mexican peso recorded the steepest decline among major currencies after the Federal Reserve raised rates, while the Banxico-Fed differential narrowed to its lowest level since 2007. Analysts said short-dated implied-volatility measures were rising as investors increased near-term hedging.

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PUBLISHED

September 30, 2026

Peso cerró el mes con la peor depreciación en dos años

The peso lost 6.38% in September, its worst monthly performance in more than two years, amid a stronger dollar, higher U.S. rates and geopolitical pressure. The report notes that oil-price volatility and tighter monetary-policy expectations added to the pressure on Mexican assets.

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DAILY SETTLEMENTS
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