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Oct 18 - 05:55 AM

AUD/USD - Options Offer Value Potential Through Data, Fed And RBA

By Richard Pace  —  Oct 18 - 04:00 AM
  • Those using options to capture AUD/USD volatility can find value in 1-month

  • Implied volatility gauges future realised volatility

  • Benchmark 1-month implied volatility is 10.5 vs recent highs at 11.0

  • Realised volatility over previous month up to 10.5 to reflect better value

  • 1-month expiry includes early November Fed and RBA policy announcements

  • Would also capture any short term volatility from Aus jobs and CPI data

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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