Implied Volatility Levels
| Date | Instrument | Low 1σ | High 1σ | Low 2σ | High 2σ | Low 3σ | High 3σ |
|---|---|---|---|---|---|---|---|
| Feb 3 | AUDCAD | 0.9458 | 0.9542 | 0.9415 | 0.9585 | 0.9373 | 0.9627 |
| Feb 3 | AUDCHF | 0.5385 | 0.5443 | 0.5356 | 0.5472 | 0.5326 | 0.5502 |
| Feb 3 | AUDJPY | 107.38 | 108.82 | 106.67 | 109.54 | 105.95 | 110.25 |
| Feb 3 | AUDNZD | 1.1535 | 1.1611 | 1.1497 | 1.1649 | 1.1459 | 1.1687 |
| Feb 3 | AUDUSD | 0.6905 | 0.6989 | 0.6863 | 0.7031 | 0.682 | 0.7074 |
| Feb 3 | CADCHF | 0.5671 | 0.5723 | 0.5645 | 0.5749 | 0.562 | 0.5774 |
| Feb 3 | CADJPY | 113.08 | 114.36 | 112.45 | 114.99 | 111.81 | 115.63 |
| Feb 3 | CHFJPY | 198.60 | 200.58 | 197.61 | 201.57 | 196.62 | 202.56 |
| Feb 3 | DAX | 24516.82 | 25078.22 | 24236.11 | 25358.93 | 23955.41 | 25639.63 |
| Feb 3 | DXY | 97.2 | 98.07 | 96.76 | 98.5 | 96.32 | 98.94 |
| Feb 3 | EURAUD | 1.6885 | 1.7041 | 1.6808 | 1.7118 | 1.673 | 1.7196 |
| Feb 3 | EURCAD | 1.6076 | 1.6176 | 1.6027 | 1.6225 | 1.5977 | 1.6275 |
| Feb 3 | EURCHF | 0.9163 | 0.9217 | 0.9136 | 0.9244 | 0.9109 | 0.9271 |
| Feb 3 | EURGBP | 0.86 | 0.86 | 0.86 | 0.87 | 0.86 | 0.87 |
| Feb 3 | EURNOK | 11.3751 | 11.4711 | 11.3272 | 11.519 | 11.2792 | 11.567 |
| Feb 3 | EURSEK | 10.5218 | 10.5908 | 10.4873 | 10.6253 | 10.4529 | 10.6597 |
| Feb 3 | EURUSD | 1.1743 | 1.1835 | 1.1696 | 1.1882 | 1.165 | 1.1928 |
| Feb 3 | GBPAUD | 1.9567 | 1.9743 | 1.9479 | 1.9831 | 1.9392 | 1.9918 |
| Feb 3 | GBPCAD | 1.862 | 1.8756 | 1.8551 | 1.8825 | 1.8483 | 1.8893 |
| Feb 3 | GBPCHF | 1.06 | 1.07 | 1.06 | 1.07 | 1.05 | 1.08 |
| Feb 3 | GBPJPY | 211.483 | 213.677 | 210.385 | 214.775 | 209.288 | 215.872 |
| Feb 3 | GBPNZD | 2.2668 | 2.2864 | 2.2569 | 2.2963 | 2.2471 | 2.3061 |
| Feb 3 | GBPUSD | 1.3606 | 1.3718 | 1.3549 | 1.3775 | 1.3493 | 1.3831 |
| Feb 3 | NAS | 25504.29 | 26195.71 | 25158.58 | 26541.42 | 24812.87 | 26887.13 |
| Feb 3 | NZDCAD | 0.817 | 0.824 | 0.8136 | 0.8274 | 0.8101 | 0.8309 |
| Feb 3 | NZDCHF | 0.47 | 0.47 | 0.46 | 0.47 | 0.46 | 0.48 |
| Feb 3 | NZDJPY | 92.731 | 93.928 | 92.133 | 94.527 | 91.534 | 95.126 |
| Feb 3 | NZDUSD | 0.5962 | 0.6034 | 0.5926 | 0.607 | 0.589 | 0.6106 |
| Feb 3 | S&P | 6923.49 | 7081.51 | 6844.48 | 7160.52 | 6765.46 | 7239.54 |
| Feb 3 | USDCAD | 1.3632 | 1.3728 | 1.3584 | 1.3776 | 1.3537 | 1.3823 |
| Feb 3 | USDCHF | 0.78 | 0.78 | 0.77 | 0.79 | 0.77 | 0.79 |
| Feb 3 | USDSEK | 8.9046 | 9.0052 | 8.8544 | 9.0554 | 8.8041 | 9.1057 |
| Feb 3 | WTI | 60.23 | 64.05 | 58.33 | 65.95 | 56.42 | 67.86 |
| Feb 3 | XAGUSD | 75.73 | 83.12 | 72.03 | 86.81 | 68.34 | 90.51 |
| Feb 3 | XAUUSD | 4569.43 | 4761.11 | 4473.6 | 4856.94 | 4377.76 | 4952.78 |
