Implied Volatility Levels
| Date | Instrument | Low 1σ | High 1σ | Low 2σ | High 2σ | Low 3σ | High 3σ | Exp D Move (pips / $) |
|---|---|---|---|---|---|---|---|---|
| May 22 | AUDCAD | 0.9806 | 0.9886 | 0.9766 | 0.9926 | 0.9726 | 0.9966 | 40 Pips |
| May 22 | AUDCHF | 0.5598 | 0.5644 | 0.5576 | 0.5666 | 0.5553 | 0.5689 | 23 Pips |
| May 22 | AUDJPY | 113.032 | 114.188 | 112.454 | 114.766 | 111.876 | 115.344 | 58 Pips |
| May 22 | AUDNZD | 1.2125 | 1.2201 | 1.2087 | 1.2239 | 1.2049 | 1.2277 | 38 Pips |
| May 22 | AUDUSD | 0.7109 | 0.7185 | 0.7071 | 0.7223 | 0.7033 | 0.7261 | 38 Pips |
| May 22 | CADCHF | 0.5688 | 0.5728 | 0.5667 | 0.5749 | 0.5647 | 0.5769 | 20 Pips |
| May 22 | CADJPY | 114.891 | 115.849 | 114.411 | 116.329 | 113.932 | 116.808 | 48 Pips |
| May 22 | CHFJPY | 201.201 | 202.759 | 200.421 | 203.539 | 199.642 | 204.318 | 78 Pips |
| May 22 | DAX | 24322.59 | 24990.93 | 23988.41 | 25325.11 | 23654.24 | 25659.28 | 334.17 $ |
| May 22 | DXY | 98.8 | 99.58 | 98.41 | 99.97 | 98.02 | 100.36 | 0.39 $ |
| May 22 | EURAUD | 1.618 | 1.6298 | 1.6121 | 1.6357 | 1.6062 | 1.6416 | 59 Pips |
| May 22 | EURCAD | 1.5957 | 1.6055 | 1.5908 | 1.6104 | 1.586 | 1.6152 | 49 Pips |
| May 22 | EURCHF | 0.9118 | 0.9158 | 0.9097 | 0.9179 | 0.9077 | 0.9199 | 20 Pips |
| May 22 | EURGBP | 0.8623 | 0.8667 | 0.8601 | 0.8689 | 0.8579 | 0.8711 | 22 Pips |
| May 22 | EURJPY | 183.976 | 185.384 | 183.272 | 186.088 | 182.569 | 186.792 | 70 Pips |
| May 22 | EURMXN | 20.0134 | 20.1826 | 19.9287 | 20.2673 | 19.8441 | 20.3519 | 846 Pips |
| May 22 | EURNOK | 10.6701 | 10.7705 | 10.6199 | 10.8207 | 10.5697 | 10.8709 | 502 Pips |
| May 22 | EURNZD | 1.9701 | 1.9843 | 1.9629 | 1.9915 | 1.9558 | 1.9986 | 71 Pips |
| May 22 | EURSEK | 10.8088 | 10.882 | 10.7722 | 10.9186 | 10.7356 | 10.9552 | 366 Pips |
| May 22 | EURUSD | 1.1576 | 1.166 | 1.1533 | 1.1703 | 1.1491 | 1.1745 | 42 Pips |
| May 22 | GBPAUD | 1.8695 | 1.8853 | 1.8617 | 1.8931 | 1.8538 | 1.901 | 79 Pips |
| May 22 | GBPCAD | 1.8436 | 1.8566 | 1.8372 | 1.863 | 1.8307 | 1.8695 | 65 Pips |
| May 22 | GBPCHF | 1.0528 | 1.0596 | 1.0495 | 1.0629 | 1.0461 | 1.0663 | 34 Pips |
| May 22 | GBPJPY | 212.511 | 214.369 | 211.582 | 215.298 | 210.653 | 216.227 | 93 Pips |
| May 22 | GBPNZD | 2.2764 | 2.2944 | 2.2673 | 2.3035 | 2.2583 | 2.3125 | 90 Pips |
| May 22 | GBPUSD | 1.3371 | 1.3487 | 1.3313 | 1.3545 | 1.3256 | 1.3602 | 58 Pips |
| May 22 | NAS | 29025.42 | 29869.08 | 28603.59 | 30290.91 | 28181.77 | 30712.73 | 421.83 $ |
| May 22 | NIKKEI | 60869.77 | 63510.23 | 59549.54 | 64830.46 | 58229.3 | 66150.7 | 1320.23 $ |
| May 22 | NZDCAD | 0.8061 | 0.8125 | 0.8029 | 0.8157 | 0.7996 | 0.819 | 32 Pips |
| May 22 | NZDCHF | 0.4602 | 0.4638 | 0.4584 | 0.4656 | 0.4565 | 0.4675 | 18 Pips |
| May 22 | NZDJPY | 92.893 | 93.847 | 92.417 | 94.323 | 91.94 | 94.8 | 48 Pips |
| May 22 | NZDUSD | 0.5843 | 0.5905 | 0.5812 | 0.5936 | 0.5781 | 0.5967 | 31 Pips |
| May 22 | S&P | 7374.99 | 7557.01 | 7283.97 | 7648.03 | 7192.96 | 7739.04 | 91.01 $ |
| May 22 | USDCAD | 1.3741 | 1.3813 | 1.3706 | 1.3848 | 1.367 | 1.3884 | 36 Pips |
| May 22 | USDCHF | 0.7832 | 0.7898 | 0.78 | 0.793 | 0.7767 | 0.7963 | 33 Pips |
| May 22 | USDJPY | 158.271 | 159.649 | 157.582 | 160.338 | 156.893 | 161.027 | 69 Pips |
| May 22 | USDMXN | 17.2063 | 17.3917 | 17.1136 | 17.4844 | 17.021 | 17.577 | 927 Pips |
| May 22 | USDNOK | 9.1793 | 9.2785 | 9.1296 | 9.3282 | 9.08 | 9.3778 | 496 Pips |
| May 22 | USDSEK | 9.2836 | 9.3896 | 9.2306 | 9.4426 | 9.1776 | 9.4956 | 530 Pips |
| May 22 | WTI | 91.89 | 100.81 | 87.42 | 105.28 | 82.96 | 109.74 | 4.46 $ |
| May 22 | XAGUSD | 74.66 | 78.74 | 72.61 | 80.78 | 70.57 | 82.82 | 2.04 $ |
| May 22 | XAUUSD | 4485.96 | 4602.04 | 4427.93 | 4660.07 | 4369.89 | 4718.11 | 58.04 $ |
