Implied Volatility Levels
| Date | Instrument | Low 1σ | High 1σ | Low 2σ | High 2σ | Low 3σ | High 3σ | Exp D Move (pips / $) |
|---|---|---|---|---|---|---|---|---|
| Mar 2 | AUDCAD | 0.9662 | 0.9746 | 0.962 | 0.9788 | 0.9578 | 0.983 | 42 Pips |
| Mar 2 | AUDCHF | 0.5438 | 0.5498 | 0.5408 | 0.5528 | 0.5378 | 0.5558 | 30 Pips |
| Mar 2 | AUDJPY | 110.257 | 111.743 | 109.514 | 112.486 | 108.771 | 113.229 | 74 Pips |
| Mar 2 | AUDNZD | 1.1824 | 1.1898 | 1.1786 | 1.1936 | 1.1749 | 1.1973 | 37 Pips |
| Mar 2 | AUDUSD | 0.7072 | 0.7154 | 0.7031 | 0.7195 | 0.699 | 0.7236 | 41 Pips |
| Mar 2 | CADCHF | 0.5609 | 0.5657 | 0.5585 | 0.5681 | 0.5561 | 0.5705 | 24 Pips |
| Mar 2 | CADJPY | 113.736 | 114.964 | 113.122 | 115.578 | 112.508 | 116.192 | 61 Pips |
| Mar 2 | CHFJPY | 201.94 | 203.92 | 200.95 | 204.91 | 199.96 | 205.9 | 99 Pips |
| Mar 2 | DAX | 24989.01 | 25579.51 | 24693.76 | 25874.76 | 24398.51 | 26170.01 | 295.25 $ |
| Mar 2 | DXY | 97.2 | 98.02 | 96.79 | 98.43 | 96.38 | 98.84 | 0.41 $ |
| Mar 2 | EURAUD | 1.6521 | 1.6667 | 1.6448 | 1.674 | 1.6374 | 1.6814 | 73 Pips |
| Mar 2 | EURCAD | 1.6071 | 1.6159 | 1.6027 | 1.6203 | 1.5983 | 1.6247 | 44 Pips |
| Mar 2 | EURCHF | 0.9054 | 0.9108 | 0.9027 | 0.9135 | 0.9 | 0.9162 | 27 Pips |
| Mar 2 | EURGBP | 0.8736 | 0.8782 | 0.8712 | 0.8806 | 0.8689 | 0.8829 | 23 Pips |
| Mar 2 | EURJPY | 183.448 | 185.232 | 182.555 | 186.125 | 181.663 | 187.017 | 89 Pips |
| Mar 2 | EURMXN | 20.2394 | 20.421 | 20.1486 | 20.5118 | 20.0578 | 20.6026 | 908 Pips |
| Mar 2 | EURNOK | 11.1545 | 11.2587 | 11.1023 | 11.3109 | 11.0502 | 11.363 | 521 Pips |
| Mar 2 | EURNZD | 1.9617 | 1.9779 | 1.9536 | 1.986 | 1.9456 | 1.994 | 81 Pips |
| Mar 2 | EURSEK | 10.6054 | 10.68 | 10.568 | 10.7174 | 10.5307 | 10.7547 | 373 Pips |
| Mar 2 | EURUSD | 1.1771 | 1.1855 | 1.1728 | 1.1898 | 1.1686 | 1.194 | 42 Pips |
| Mar 2 | GBPAUD | 1.886 | 1.9022 | 1.8778 | 1.9104 | 1.8697 | 1.9185 | 81 Pips |
| Mar 2 | GBPCAD | 1.8332 | 1.8458 | 1.8269 | 1.8521 | 1.8206 | 1.8584 | 63 Pips |
| Mar 2 | GBPCHF | 1.0325 | 1.0405 | 1.0284 | 1.0446 | 1.0244 | 1.0486 | 40 Pips |
| Mar 2 | GBPJPY | 209.318 | 211.522 | 208.216 | 212.624 | 207.113 | 213.726 | 110 Pips |
| Mar 2 | GBPNZD | 2.2395 | 2.2575 | 2.2305 | 2.2665 | 2.2215 | 2.2755 | 90 Pips |
| Mar 2 | GBPUSD | 1.3426 | 1.3542 | 1.3368 | 1.36 | 1.3309 | 1.3659 | 58 Pips |
| Mar 2 | NAS | 24618.52 | 25390.98 | 24232.3 | 25777.2 | 23846.07 | 26163.43 | 386.23 $ |
| Mar 2 | NIKKEI | 57531.42 | 59898.58 | 56347.83 | 61082.17 | 55164.25 | 62265.75 | 1183.58 $ |
| Mar 2 | NZDCAD | 0.8148 | 0.8212 | 0.8116 | 0.8244 | 0.8084 | 0.8276 | 32 Pips |
| Mar 2 | NZDCHF | 0.4586 | 0.4632 | 0.4563 | 0.4655 | 0.4539 | 0.4679 | 23 Pips |
| Mar 2 | NZDJPY | 92.989 | 94.151 | 92.408 | 94.732 | 91.826 | 95.314 | 58 Pips |
| Mar 2 | NZDUSD | 0.5963 | 0.6029 | 0.593 | 0.6062 | 0.5897 | 0.6095 | 33 Pips |
| Mar 2 | S&P | 6799.45 | 6978.55 | 6709.89 | 7068.11 | 6620.34 | 7157.66 | 89.55 $ |
| Mar 2 | USDCAD | 1.3602 | 1.3682 | 1.3562 | 1.3722 | 1.3522 | 1.3762 | 40 Pips |
| Mar 2 | USDCHF | 0.765 | 0.7724 | 0.7612 | 0.7762 | 0.7575 | 0.7799 | 37 Pips |
| Mar 2 | USDJPY | 155.186 | 156.914 | 154.323 | 157.777 | 153.459 | 158.641 | 86 Pips |
| Mar 2 | USDMXN | 17.12 | 17.3 | 17.03 | 17.39 | 16.9401 | 17.4799 | 900 Pips |
| Mar 2 | USDNOK | 9.4262 | 9.545 | 9.3668 | 9.6044 | 9.3074 | 9.6638 | 594 Pips |
| Mar 2 | USDSEK | 8.9582 | 9.0604 | 8.9071 | 9.1115 | 8.856 | 9.1626 | 511 Pips |
| Mar 2 | WTI | 64.29 | 69.75 | 61.56 | 72.48 | 58.83 | 75.21 | 2.73 $ |
| Mar 2 | XAGUSD | 89.56 | 98.07 | 85.31 | 102.33 | 81.05 | 106.58 | 4.26 $ |
| Mar 2 | XAUUSD | 5181.95 | 5372.63 | 5086.6 | 5467.98 | 4991.26 | 5563.32 | 95.34 $ |
