Implied Volatility Levels
| Date | Instrument | Low 1σ | High 1σ | Low 2σ | High 2σ | Low 3σ | High 3σ | Exp D Move (pips / $) |
|---|---|---|---|---|---|---|---|---|
| Mar 18 | AUDCAD | 0.9673 | 0.9773 | 0.9623 | 0.9823 | 0.9573 | 0.9873 | 50 Pips |
| Mar 18 | AUDCHF | 0.554 | 0.5604 | 0.5507 | 0.5637 | 0.5475 | 0.5669 | 32 Pips |
| Mar 18 | AUDJPY | 112.11 | 113.71 | 111.31 | 114.51 | 110.51 | 115.311 | 80 Pips |
| Mar 18 | AUDNZD | 1.2079 | 1.2165 | 1.2037 | 1.2207 | 1.1994 | 1.225 | 43 Pips |
| Mar 18 | AUDUSD | 0.7055 | 0.7149 | 0.7007 | 0.7197 | 0.696 | 0.7244 | 47 Pips |
| Mar 18 | CADCHF | 0.5705 | 0.5755 | 0.5679 | 0.5781 | 0.5654 | 0.5806 | 25 Pips |
| Mar 18 | CADJPY | 115.463 | 116.757 | 114.816 | 117.404 | 114.169 | 118.051 | 65 Pips |
| Mar 18 | CHFJPY | 201.444 | 203.556 | 200.388 | 204.612 | 199.331 | 205.669 | 106 Pips |
| Mar 18 | DAX | 23349.35 | 24112.49 | 22967.77 | 24494.07 | 22586.2 | 24875.64 | 381.57 $ |
| Mar 18 | DXY | 99.08 | 100.07 | 98.58 | 100.57 | 98.09 | 101.06 | 0.50 $ |
| Mar 18 | EURAUD | 1.6153 | 1.6311 | 1.6074 | 1.639 | 1.5995 | 1.6469 | 79 Pips |
| Mar 18 | EURCAD | 1.5733 | 1.5861 | 1.5669 | 1.5925 | 1.5605 | 1.5989 | 64 Pips |
| Mar 18 | EURCHF | 0.9024 | 0.908 | 0.8995 | 0.9109 | 0.8967 | 0.9137 | 28 Pips |
| Mar 18 | EURGBP | 0.8616 | 0.866 | 0.8594 | 0.8682 | 0.8572 | 0.8704 | 22 Pips |
| Mar 18 | EURJPY | 182.502 | 184.358 | 181.574 | 185.286 | 180.646 | 186.214 | 93 Pips |
| Mar 18 | EURMXN | 20.2478 | 20.4888 | 20.1273 | 20.6093 | 20.0069 | 20.7297 | 1205 Pips |
| Mar 18 | EURNOK | 10.993 | 11.102 | 10.9385 | 11.1565 | 10.884 | 11.211 | 545 Pips |
| Mar 18 | EURNZD | 1.9605 | 1.9781 | 1.9517 | 1.9869 | 1.9429 | 1.9957 | 88 Pips |
| Mar 18 | EURSEK | 10.6612 | 10.7434 | 10.62 | 10.7846 | 10.5789 | 10.8257 | 411 Pips |
| Mar 18 | EURUSD | 1.1483 | 1.1593 | 1.1428 | 1.1648 | 1.1374 | 1.1702 | 55 Pips |
| Mar 18 | GBPAUD | 1.8699 | 1.8875 | 1.861 | 1.8964 | 1.8522 | 1.9052 | 88 Pips |
| Mar 18 | GBPCAD | 1.8209 | 1.8357 | 1.8135 | 1.8431 | 1.806 | 1.8506 | 74 Pips |
| Mar 18 | GBPCHF | 1.0436 | 1.0516 | 1.0395 | 1.0557 | 1.0355 | 1.0597 | 40 Pips |
| Mar 18 | GBPJPY | 211.159 | 213.441 | 210.017 | 214.583 | 208.876 | 215.724 | 114 Pips |
| Mar 18 | GBPNZD | 2.2689 | 2.2895 | 2.2585 | 2.2999 | 2.2482 | 2.3102 | 103 Pips |
| Mar 18 | GBPUSD | 1.3289 | 1.3419 | 1.3224 | 1.3484 | 1.3159 | 1.3549 | 65 Pips |
| Mar 18 | NAS | 24410.32 | 25180.68 | 24025.14 | 25565.86 | 23639.95 | 25951.05 | 385.18 $ |
| Mar 18 | NIKKEI | 52968.44 | 55461.56 | 51721.89 | 56708.11 | 50475.33 | 57954.67 | 1246.56 $ |
| Mar 18 | NZDCAD | 0.7982 | 0.8056 | 0.7945 | 0.8093 | 0.7908 | 0.813 | 37 Pips |
| Mar 18 | NZDCHF | 0.457 | 0.462 | 0.4545 | 0.4645 | 0.452 | 0.467 | 25 Pips |
| Mar 18 | NZDJPY | 92.505 | 93.715 | 91.899 | 94.321 | 91.294 | 94.926 | 61 Pips |
| Mar 18 | NZDUSD | 0.5819 | 0.5895 | 0.5782 | 0.5932 | 0.5744 | 0.597 | 38 Pips |
| Mar 18 | S&P | 6627.27 | 6816.23 | 6532.8 | 6910.7 | 6438.32 | 7005.18 | 94.48 $ |
| Mar 18 | USDCAD | 1.3646 | 1.3736 | 1.36 | 1.3782 | 1.3555 | 1.3827 | 45 Pips |
| Mar 18 | USDCHF | 0.7805 | 0.7885 | 0.7765 | 0.7925 | 0.7725 | 0.7965 | 40 Pips |
| Mar 18 | USDJPY | 158.065 | 159.895 | 157.149 | 160.811 | 156.234 | 161.726 | 92 Pips |
| Mar 18 | USDMXN | 17.5201 | 17.7879 | 17.3862 | 17.9218 | 17.2523 | 18.0557 | 1339 Pips |
| Mar 18 | USDNOK | 9.5117 | 9.6381 | 9.4486 | 9.7012 | 9.3854 | 9.7644 | 632 Pips |
| Mar 18 | USDSEK | 9.212 | 9.3394 | 9.1482 | 9.4032 | 9.0845 | 9.4669 | 637 Pips |
| Mar 18 | WTI | 90.4 | 102.02 | 84.58 | 107.84 | 78.77 | 113.65 | 5.81 $ |
| Mar 18 | XAGUSD | 76.58 | 81.99 | 73.87 | 84.7 | 71.17 | 87.41 | 2.71 $ |
| Mar 18 | XAUUSD | 4931.98 | 5076.78 | 4859.59 | 5149.17 | 4787.19 | 5221.57 | 72.40 $ |
