Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Oct 16 - 07:55 AM

USD/JPY - Value In Option Protection As USD/JPY Bucks FX Risk Trend

By Richard Pace  —  Oct 16 - 06:00 AM
  • 1-week expiry USD/JPY option implied volatility hit 18-month low 6.1 Monday

  • Implied volatility gauges realised volatility risk, determines premium

  • Surprising, given Mid East tension and haven risk premium evident elsewhere

  • 1-week implied now equal to realised volatility from the previous week

  • Means similar FX performance to previous week will cover option premium

  • Potential therefore for a cheap, risk off hedge if Israel conflict spreads

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