Implied Volatility Levels
| Date | Instrument | Low 1σ | High 1σ | Low 2σ | High 2σ | Low 3σ | High 3σ | Exp D Move (pips / $) |
|---|---|---|---|---|---|---|---|---|
| Feb 23 | AUDCAD | 0.9645 | 0.9731 | 0.9602 | 0.9774 | 0.9558 | 0.9818 | 43 Pips |
| Feb 23 | AUDCHF | 0.5464 | 0.5526 | 0.5433 | 0.5557 | 0.5403 | 0.5587 | 31 Pips |
| Feb 23 | AUDJPY | 109.062 | 110.578 | 108.304 | 111.336 | 107.545 | 112.095 | 76 Pips |
| Feb 23 | AUDNZD | 1.1806 | 1.1882 | 1.1767 | 1.1921 | 1.1729 | 1.1959 | 38 Pips |
| Feb 23 | AUDUSD | 0.704 | 0.7126 | 0.6997 | 0.7169 | 0.6954 | 0.7212 | 43 Pips |
| Feb 23 | CADCHF | 0.5645 | 0.5693 | 0.5622 | 0.5716 | 0.5598 | 0.574 | 24 Pips |
| Feb 23 | CADJPY | 112.652 | 113.948 | 112.005 | 114.595 | 111.357 | 115.243 | 65 Pips |
| Feb 23 | CHFJPY | 198.794 | 200.866 | 197.758 | 201.902 | 196.722 | 202.938 | 104 Pips |
| Feb 23 | DAX | 24972.1 | 25549.28 | 24683.52 | 25837.86 | 24394.93 | 26126.45 | 288.59 $ |
| Feb 23 | DXY | 97.37 | 98.22 | 96.94 | 98.65 | 96.51 | 99.08 | 0.43 $ |
| Feb 23 | EURAUD | 1.6551 | 1.6707 | 1.6474 | 1.6784 | 1.6396 | 1.6862 | 78 Pips |
| Feb 23 | EURCAD | 1.6064 | 1.6162 | 1.6015 | 1.6211 | 1.5965 | 1.6261 | 49 Pips |
| Feb 23 | EURCHF | 0.9113 | 0.9165 | 0.9087 | 0.9191 | 0.9061 | 0.9217 | 26 Pips |
| Feb 23 | EURGBP | 0.8713 | 0.8759 | 0.8689 | 0.8783 | 0.8666 | 0.8806 | 23 Pips |
| Feb 23 | EURJPY | 181.689 | 183.611 | 180.727 | 184.573 | 179.766 | 185.534 | 96 Pips |
| Feb 23 | EURMXN | 20.0701 | 20.2575 | 19.9763 | 20.3513 | 19.8826 | 20.445 | 937 Pips |
| Feb 23 | EURNOK | 11.1519 | 11.2621 | 11.0969 | 11.3171 | 11.0418 | 11.3722 | 551 Pips |
| Feb 23 | EURNZD | 1.9611 | 1.9787 | 1.9524 | 1.9874 | 1.9436 | 1.9962 | 88 Pips |
| Feb 23 | EURSEK | 10.6164 | 10.6984 | 10.5754 | 10.7394 | 10.5344 | 10.7804 | 410 Pips |
| Feb 23 | EURUSD | 1.1736 | 1.1824 | 1.1693 | 1.1867 | 1.1649 | 1.1911 | 44 Pips |
| Feb 23 | GBPAUD | 1.8944 | 1.912 | 1.8855 | 1.9209 | 1.8767 | 1.9297 | 88 Pips |
| Feb 23 | GBPCAD | 1.8374 | 1.8508 | 1.8307 | 1.8575 | 1.824 | 1.8642 | 67 Pips |
| Feb 23 | GBPCHF | 1.0421 | 1.0497 | 1.0383 | 1.0535 | 1.0345 | 1.0573 | 38 Pips |
| Feb 23 | GBPJPY | 207.882 | 210.198 | 206.724 | 211.356 | 205.565 | 212.514 | 116 Pips |
| Feb 23 | GBPNZD | 2.245 | 2.264 | 2.2355 | 2.2735 | 2.226 | 2.283 | 95 Pips |
| Feb 23 | GBPUSD | 1.3423 | 1.3541 | 1.3363 | 1.3601 | 1.3304 | 1.366 | 59 Pips |
| Feb 23 | NAS | 24684.88 | 25450.12 | 24302.27 | 25832.73 | 23919.65 | 26215.35 | 382.62 $ |
| Feb 23 | NIKKEI | 55993.86 | 58316.14 | 54832.72 | 59477.28 | 53671.59 | 60638.41 | 1161.14 $ |
| Feb 23 | NZDCAD | 0.8138 | 0.8204 | 0.8104 | 0.8238 | 0.8071 | 0.8271 | 33 Pips |
| Feb 23 | NZDCHF | 0.4611 | 0.4659 | 0.4586 | 0.4684 | 0.4562 | 0.4708 | 24 Pips |
| Feb 23 | NZDJPY | 92.034 | 93.225 | 91.439 | 93.821 | 90.844 | 94.416 | 60 Pips |
| Feb 23 | NZDUSD | 0.5939 | 0.6009 | 0.5904 | 0.6044 | 0.5869 | 0.6079 | 35 Pips |
| Feb 23 | S&P | 6835.05 | 7011.45 | 6746.85 | 7099.65 | 6658.66 | 7187.84 | 88.20 $ |
| Feb 23 | USDCAD | 1.3632 | 1.3724 | 1.3586 | 1.377 | 1.354 | 1.3816 | 46 Pips |
| Feb 23 | USDCHF | 0.7721 | 0.7795 | 0.7683 | 0.7833 | 0.7646 | 0.787 | 37 Pips |
| Feb 23 | USDJPY | 154.14 | 155.96 | 153.229 | 156.871 | 152.319 | 157.781 | 91 Pips |
| Feb 23 | USDMXN | 17.0232 | 17.2108 | 16.9294 | 17.3046 | 16.8356 | 17.3984 | 938 Pips |
| Feb 23 | USDNOK | 9.4541 | 9.5731 | 9.3946 | 9.6326 | 9.3352 | 9.692 | 595 Pips |
| Feb 23 | USDSEK | 8.9937 | 9.1003 | 8.9404 | 9.1536 | 8.8871 | 9.2069 | 533 Pips |
| Feb 23 | WTI | 64.13 | 68.83 | 61.78 | 71.18 | 59.43 | 73.53 | 2.35 $ |
| Feb 23 | XAGUSD | 81.24 | 87.9 | 77.91 | 91.23 | 74.58 | 94.56 | 3.33 $ |
| Feb 23 | XAUUSD | 5010.56 | 5196.42 | 4917.64 | 5289.34 | 4824.71 | 5382.27 | 92.93 $ |
