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