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Oct 11 - 06:55 AM

AUD/USD - Options Are Getting Cheaper

By Richard Pace  —  Oct 11 - 05:20 AM
  • AUD/USD trades middle of familiar 0.6522-0.6286 range since August

  • Geo-pol risk subsides, support from China stimulus hopes, mild USD setback

  • All factors now weigh back on broader G10 FX option implied volatility

  • Benchmark 1-month expiry AUD/USD implied vol near recent 6 Oct low 10.0

  • Long term low is 8.9 in June, high at 11.5 Aug. 9.2-11.0 since mid September

  • 1-month daily realised volatility and fair value measure is 8.5

For more click on FXBUZ

Source:
Refinitiv IFR Research/Market Commentary

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