Implied Volatility Levels
| Date | Instrument | Low 1σ | High 1σ | Low 2σ | High 2σ | Low 3σ | High 3σ | Exp D Move (pips / $) |
|---|---|---|---|---|---|---|---|---|
| Feb 16 | AUDCAD | 0.9586 | 0.9676 | 0.9542 | 0.972 | 0.9497 | 0.9765 | 45 Pips |
| Feb 16 | AUDCHF | 0.5397 | 0.5459 | 0.5367 | 0.5489 | 0.5336 | 0.552 | 31 Pips |
| Feb 16 | AUDJPY | 107.223 | 108.757 | 106.456 | 109.524 | 105.689 | 110.291 | 77 Pips |
| Feb 16 | AUDNZD | 1.1667 | 1.1745 | 1.1627 | 1.1785 | 1.1588 | 1.1824 | 39 Pips |
| Feb 16 | AUDUSD | 0.7029 | 0.7117 | 0.6985 | 0.7161 | 0.6941 | 0.7205 | 44 Pips |
| Feb 16 | CADCHF | 0.561 | 0.566 | 0.5585 | 0.5685 | 0.556 | 0.571 | 25 Pips |
| Feb 16 | CADJPY | 111.442 | 112.778 | 110.775 | 113.445 | 110.107 | 114.113 | 67 Pips |
| Feb 16 | CHFJPY | 197.748 | 199.912 | 196.666 | 200.994 | 195.583 | 202.077 | 108 Pips |
| Feb 16 | DAX | 24614.23 | 25215.53 | 24313.58 | 25516.18 | 24012.93 | 25816.83 | 300.65 $ |
| Feb 16 | DXY | 96.49 | 97.34 | 96.06 | 97.77 | 95.63 | 98.2 | 0.43 $ |
| Feb 16 | EURAUD | 1.6688 | 1.6848 | 1.6609 | 1.6927 | 1.6529 | 1.7007 | 80 Pips |
| Feb 16 | EURCAD | 1.6111 | 1.6207 | 1.6064 | 1.6254 | 1.6016 | 1.6302 | 48 Pips |
| Feb 16 | EURCHF | 0.9079 | 0.9135 | 0.9051 | 0.9163 | 0.9023 | 0.9191 | 28 Pips |
| Feb 16 | EURGBP | 0.8671 | 0.8715 | 0.8648 | 0.8738 | 0.8626 | 0.876 | 22 Pips |
| Feb 16 | EURJPY | 180.193 | 182.187 | 179.196 | 183.184 | 178.199 | 184.181 | 100 Pips |
| Feb 16 | EURMXN | 20.2642 | 20.4514 | 20.1707 | 20.5449 | 20.0771 | 20.6385 | 936 Pips |
| Feb 16 | EURNOK | 11.1742 | 11.2788 | 11.1219 | 11.3311 | 11.0696 | 11.3834 | 523 Pips |
| Feb 16 | EURNZD | 1.955 | 1.9732 | 1.946 | 1.9822 | 1.9369 | 1.9913 | 91 Pips |
| Feb 16 | EURSEK | 10.5269 | 10.6053 | 10.4876 | 10.6446 | 10.4484 | 10.6838 | 392 Pips |
| Feb 16 | EURUSD | 1.1823 | 1.1911 | 1.1779 | 1.1955 | 1.1734 | 1.2 | 44 Pips |
| Feb 16 | GBPAUD | 1.9191 | 1.9379 | 1.9097 | 1.9473 | 1.9003 | 1.9567 | 94 Pips |
| Feb 16 | GBPCAD | 1.8518 | 1.865 | 1.8451 | 1.8717 | 1.8385 | 1.8783 | 66 Pips |
| Feb 16 | GBPCHF | 1.0434 | 1.0512 | 1.0396 | 1.055 | 1.0357 | 1.0589 | 39 Pips |
| Feb 16 | GBPJPY | 207.207 | 209.554 | 206.033 | 210.727 | 204.859 | 211.901 | 117 Pips |
| Feb 16 | GBPNZD | 2.2487 | 2.2691 | 2.2385 | 2.2793 | 2.2283 | 2.2895 | 102 Pips |
| Feb 16 | GBPUSD | 1.3591 | 1.3705 | 1.3533 | 1.3763 | 1.3476 | 1.382 | 57 Pips |
| Feb 16 | NAS | 24391.23 | 25215.27 | 23979.21 | 25627.29 | 23567.19 | 26039.31 | 412.02 $ |
| Feb 16 | NIKKEI | 56353.93 | 58906.07 | 55077.86 | 60182.14 | 53801.8 | 61458.2 | 1276.07 $ |
| Feb 16 | NZDCAD | 0.8185 | 0.8257 | 0.815 | 0.8292 | 0.8114 | 0.8328 | 36 Pips |
| Feb 16 | NZDCHF | 0.4607 | 0.4659 | 0.4582 | 0.4684 | 0.4556 | 0.471 | 26 Pips |
| Feb 16 | NZDJPY | 91.541 | 92.799 | 90.913 | 93.427 | 90.284 | 94.056 | 63 Pips |
| Feb 16 | NZDUSD | 0.6 | 0.6074 | 0.5963 | 0.6111 | 0.5926 | 0.6148 | 37 Pips |
| Feb 16 | S&P | 6759.75 | 6941.25 | 6669 | 7032 | 6578.25 | 7122.75 | 90.75 $ |
| Feb 16 | USDCAD | 1.3571 | 1.3663 | 1.3525 | 1.3709 | 1.3479 | 1.3755 | 46 Pips |
| Feb 16 | USDCHF | 0.7636 | 0.7712 | 0.7598 | 0.775 | 0.756 | 0.7788 | 38 Pips |
| Feb 16 | USDJPY | 151.758 | 153.602 | 150.836 | 154.524 | 149.914 | 155.446 | 92 Pips |
| Feb 16 | USDMXN | 17.0644 | 17.2456 | 16.9739 | 17.3361 | 16.8833 | 17.4267 | 906 Pips |
| Feb 16 | USDNOK | 9.4205 | 9.5355 | 9.3631 | 9.5929 | 9.3056 | 9.6504 | 575 Pips |
| Feb 16 | USDSEK | 8.8523 | 8.9553 | 8.8008 | 9.0068 | 8.7493 | 9.0583 | 515 Pips |
| Feb 16 | WTI | 61.22 | 64.56 | 59.55 | 66.23 | 57.88 | 67.9 | 1.67 $ |
| Feb 16 | XAGUSD | 74.49 | 80.32 | 71.57 | 83.23 | 68.66 | 86.15 | 2.91 $ |
| Feb 16 | XAUUSD | 4963.23 | 5120.99 | 4884.35 | 5199.87 | 4805.46 | 5278.76 | 78.88 $ |
