Derived Data That Drive Results
By Richard Pace — Nov 16 - 02:35 AM
USD/JPY FX option implied volatility extends long term lows - that's telling
Implied volatility gauges realised FX volatility, helps determine premium
Would suggest traders expect USD/JPY to stay contained, volatility risk low
Option sellers out in force since weak U.S. CPI data on Tuesday
Benchmark 1-month expiry implied volatility 6.85 - new low since March 2022
For more click on FXBUZ
1-3-month expiry USD/JPY FXO implied volatility Click here
Source:
Refinitiv IFR Research/Market Commentary
