• 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