Implied Volatility Levels
| Date | Instrument | Low 1σ | High 1σ | Low 2σ | High 2σ | Low 3σ | High 3σ | Exp D Move (pips / $) |
|---|---|---|---|---|---|---|---|---|
| May 4 | AUDCAD | 0.9745 | 0.9829 | 0.9703 | 0.9871 | 0.9662 | 0.9912 | 42 Pips |
| May 4 | AUDCHF | 0.5605 | 0.5653 | 0.5582 | 0.5676 | 0.5558 | 0.57 | 24 Pips |
| May 4 | AUDJPY | 112.489 | 113.731 | 111.868 | 114.352 | 111.247 | 114.973 | 62 Pips |
| May 4 | AUDNZD | 1.2171 | 1.2251 | 1.213 | 1.2292 | 1.209 | 1.2332 | 40 Pips |
| May 4 | AUDUSD | 0.7163 | 0.7243 | 0.7124 | 0.7282 | 0.7084 | 0.7322 | 40 Pips |
| May 4 | CADCHF | 0.5729 | 0.5773 | 0.5706 | 0.5796 | 0.5684 | 0.5818 | 22 Pips |
| May 4 | CADJPY | 115.006 | 116.114 | 114.452 | 116.668 | 113.898 | 117.222 | 55 Pips |
| May 4 | CHFJPY | 199.884 | 201.616 | 199.018 | 202.482 | 198.151 | 203.349 | 87 Pips |
| May 4 | DAX | 23948.86 | 24635.9 | 23605.34 | 24979.42 | 23261.82 | 25322.94 | 343.52 $ |
| May 4 | DXY | 97.74 | 98.57 | 97.33 | 98.98 | 96.92 | 99.39 | 0.41 $ |
| May 4 | EURAUD | 1.6203 | 1.6317 | 1.6146 | 1.6374 | 1.6088 | 1.6432 | 57 Pips |
| May 4 | EURCAD | 1.5874 | 1.5976 | 1.5823 | 1.6027 | 1.5772 | 1.6078 | 51 Pips |
| May 4 | EURCHF | 0.9136 | 0.9182 | 0.9113 | 0.9205 | 0.9091 | 0.9227 | 23 Pips |
| May 4 | EURGBP | 0.861 | 0.8652 | 0.859 | 0.8672 | 0.8569 | 0.8693 | 21 Pips |
| May 4 | EURJPY | 183.268 | 184.811 | 182.497 | 185.583 | 181.725 | 186.355 | 77 Pips |
| May 4 | EURMXN | 20.3566 | 20.5392 | 20.2652 | 20.6306 | 20.1739 | 20.7219 | 913 Pips |
| May 4 | EURNOK | 10.799 | 10.9016 | 10.7478 | 10.9528 | 10.6965 | 11.0041 | 513 Pips |
| May 4 | EURNZD | 1.9796 | 1.994 | 1.9724 | 2.0012 | 1.9652 | 2.0084 | 72 Pips |
| May 4 | EURSEK | 10.7347 | 10.8135 | 10.6954 | 10.8528 | 10.656 | 10.8922 | 394 Pips |
| May 4 | EURUSD | 1.1674 | 1.1766 | 1.1629 | 1.1811 | 1.1583 | 1.1857 | 46 Pips |
| May 4 | GBPAUD | 1.8757 | 1.8901 | 1.8685 | 1.8973 | 1.8613 | 1.9045 | 72 Pips |
| May 4 | GBPCAD | 1.8379 | 1.8505 | 1.8315 | 1.8569 | 1.8252 | 1.8632 | 63 Pips |
| May 4 | GBPCHF | 1.0574 | 1.064 | 1.0541 | 1.0673 | 1.0508 | 1.0706 | 33 Pips |
| May 4 | GBPJPY | 212.103 | 214.137 | 211.086 | 215.154 | 210.069 | 216.171 | 102 Pips |
| May 4 | GBPNZD | 2.2913 | 2.3101 | 2.2819 | 2.3195 | 2.2725 | 2.3289 | 94 Pips |
| May 4 | GBPUSD | 1.3515 | 1.3629 | 1.3458 | 1.3686 | 1.3402 | 1.3742 | 57 Pips |
| May 4 | NAS | 27451.39 | 28220.11 | 27067.02 | 28604.48 | 26682.66 | 28988.84 | 384.36 $ |
| May 4 | NIKKEI | 58287.89 | 60602.11 | 57130.79 | 61759.21 | 55973.68 | 62916.32 | 1157.11 $ |
| May 4 | NZDCAD | 0.7981 | 0.8047 | 0.7948 | 0.808 | 0.7914 | 0.8114 | 33 Pips |
| May 4 | NZDCHF | 0.459 | 0.4628 | 0.4571 | 0.4647 | 0.4551 | 0.4667 | 19 Pips |
| May 4 | NZDJPY | 92.113 | 93.127 | 91.606 | 93.634 | 91.099 | 94.141 | 51 Pips |
| May 4 | NZDUSD | 0.5866 | 0.593 | 0.5833 | 0.5963 | 0.5801 | 0.5995 | 32 Pips |
| May 4 | S&P | 7167.96 | 7348.04 | 7077.92 | 7438.08 | 6987.89 | 7528.11 | 90.04 $ |
| May 4 | USDCAD | 1.3551 | 1.3625 | 1.3515 | 1.3661 | 1.3478 | 1.3698 | 37 Pips |
| May 4 | USDCHF | 0.778 | 0.785 | 0.7745 | 0.7885 | 0.771 | 0.792 | 35 Pips |
| May 4 | USDJPY | 156.217 | 157.843 | 155.404 | 158.656 | 154.591 | 159.469 | 81 Pips |
| May 4 | USDMXN | 17.3487 | 17.5453 | 17.2505 | 17.6435 | 17.1522 | 17.7418 | 983 Pips |
| May 4 | USDNOK | 9.2053 | 9.3105 | 9.1528 | 9.363 | 9.1002 | 9.4156 | 526 Pips |
| May 4 | USDSEK | 9.1375 | 9.2483 | 9.0821 | 9.3037 | 9.0266 | 9.3592 | 554 Pips |
| May 4 | WTI | 97.1 | 106.78 | 92.26 | 111.62 | 87.41 | 116.47 | 4.84 $ |
| May 4 | XAGUSD | 73.4 | 77.27 | 71.47 | 79.2 | 69.53 | 81.14 | 1.93 $ |
| May 4 | XAUUSD | 4551.31 | 4675.93 | 4489 | 4738.24 | 4426.69 | 4800.55 | 62.31 $ |
