Iran's semi-official Fars news agency reports that a man taking part in a protest in the northern province of Alborz was fatally shot.
Videos on social media in recent days have shown people marching in the streets of several cities, chanting "Death to the dictator" and other radical slogans.
"Most have two passports and their families are overseas".
Iran said its Islamic Revolutionary Guard Corps held a naval exercise in the Strait of Hormuz last week "within the framework of their annual training program".
Teams of USA officials have been visiting capitals around the world to try to choke off sales of Iranian oil by early November, when US sanctions are due to snap back into effect.
In return, United Nations-approved sanctions were lifted, and Iran was allowed to resume trading oil and gas on the worldwide market.
Washington made a decision to reimpose sanctions and has told other countries they must halt all imports of Iranian oil from November 4 or face U.S. financial measures.
Vintage plane's crash in Switzerland kills all 20 people on board
"The police have the sad certainty that the 20 people aboard perished", police spokeswoman Anita Senti told a news conference. It crashed about 2,540m (8,333 ft) above sea level, on the western side of a 3,000m peak called Piz Segnas.
While the Trump administration has said it wants to cut Iranian oil exports to zero by November 4, most analysts viewed that target as unlikely.
On Sunday Iran Air will take delivery of five ATR commercial aircraft from the French-Italian firm, slipping in under the wire before the sanctions return. However, only 13 planes have been delivered since sanctions on Iran were lifted under the nuclear pact.
The rallies were small but highlighted widespread discontent with the collapse of the rial, which has lost two thirds of its value against the dollar in a year.
Although smaller foreign firms have vowed to work around the U.S. measures, multinationals such as France's Total and Peugeot, and Germany's Siemens have already said they will have to pull out.
It is not yet clear how all this will affect ordinary Iranians, but a Western diplomat in Tehran who monitors the economy said prices of basic foods were already creeping up.
"There is a massive loss of confidence in the financial system and the government's ability to control things and withstand sanctions", she said.