Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Feb 28 - 06:55 AM

USD/JPY - April BoJ Is A Big Blip On The USD/JPY Options Radar

By Richard Pace  —  Feb 28 - 05:15 AM
  • 2-month FX option expiry just moved to April 28 and captures BoJ

  • First policy meeting with new gov Kazuo Ueda at the helm

  • Implied volatility gauges actual volatility risk when setting premium

  • 2-month expiry implied volatility jumped 11.3 to 12.5 and settles 12.3

  • That's a huge additional $100,000 premium for ATM straddle on $30million

  • Shows market still very wary about policy tightening at the April meeting

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


  • eFXplus
  • End-user license agreement (EULA)


  • About
  • Contact Us


  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2023 eFXdata · All Rights Reserved