Volatility USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW
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fxVol 1m 8.35 7.90 8.77 6.68 6.20 8.42 8.68 7.54 7.92
fxVol 3m 7.95 8.34 8.80 6.82 6.55 8.46 8.85 7.87 8.18
fxVol 6m 8.04 8.57 9.06 7.16 6.78 8.75 9.21 8.46 8.81
fxVol 1y 8.21 8.86 9.31 7.56 7.26 9.15 9.67 9.02 9.41
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Realized 1m 7.98 10.57 7.71 5.84 5.51 9.14 8.58 6.23 5.31 7.86
Realized 3m 7.52 8.91 8.77 6.11 6.22 7.98 8.19 7.80 7.65 9.76
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Gamma 2y 52.4 26.2 36.6 12.7 53.9 55.0 35.3 62.3 46.1 64.2 39.5
Realized 1m 45.4 12.3 15.9 5.4 23.2 27.7 16.2 16.6 56.7 26.8 22.0
Realized 3m 41.2 13.7 21.7 5.4 21.8 26.9 19.7 21.1 51.7 29.2 22.9
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Gamma 5y 71.1 46.0 55.4 17.0 47.9 72.5 53.3 74.7 69.2 64.1 50.9
Realized 1m 68.1 32.0 35.4 13.7 33.7 51.6 29.9 27.9 41.7 39.8 34.0
Realized 3m 63.6 40.1 44.6 12.3 31.7 50.9 41.5 36.6 46.9 38.0 35.0
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Gamma 10y 73.9 56.2 66.9 20.8 51.9 68.7 62.3 67.2 78.7 70.5 51.6
Realized 1m 70.2 33.5 38.0 13.6 39.5 56.8 36.8 35.6 66.5 47.6 45.0
Realized 3m 65.2 46.6 50.4 16.3 44.1 60.3 47.3 47.3 62.6 46.3 43.0
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irVol 1m2y 49.9 22.3 29.2 12.2 53.9 47.3 26.2 62.3 36.1 51.5 38.8
irVol 1m5y 70.6 44.5 53.6 16.4 47.9 72.5 43.4 74.7 67.3 60.8 50.4
irVol 1m10y 71.3 52.1 64.7 18.6 49.7 68.7 52.2 64.8 78.7 67.9 51.3
irVol 1m30y 67.7 64.2 65.6 36.9
irVol 3m2y 47.8 25.4 32.0 12.1 48.8 53.6 29.4 61.4 41.4 60.1 39.5
irVol 3m5y 69.3 45.1 51.8 16.6 45.1 58.6 49.5 69.7 68.3 63.2 50.9
irVol 3m10y 71.7 53.2 64.2 20.0 50.9 62.5 58.4 63.0 78.6 70.2 51.6
irVol 3m30y 68.2 63.2 64.3 37.2
irVol 1y1y 52.0 26.4 35.6 12.4 42.2 42.7 40.4 64.0 50.2 56.8 34.7
irVol 1y2y 62.4 32.1 44.7 14.2 43.3 57.5 46.4 66.0 60.2 69.4 38.3
irVol 1y5y 75.0 48.9 61.0 18.4 45.7 59.3 59.0 72.6 70.6 65.6 46.9
irVol 1y10y 76.9 59.7 70.8 22.4 55.2 58.7 65.9 71.7 76.7 71.0 48.2
irVol 1y30y 72.8 63.7 70.2 38.2
irVol 2y2y 75.2 44.8 58.8 17.4 53.2 58.6 60.3 74.2 71.0 71.8 41.6
irVol 2y5y 79.3 55.0 69.1 20.8 57.1 58.4 65.0 75.8 74.0 67.3 44.5
irVol 2y10y 79.4 63.1 73.8 25.1 63.5 56.6 69.3 76.3 76.2 71.2 45.4
irVol 2y30y 73.9 63.4 71.4 37.8
irVol 5y5y 83.1 66.7 77.8 27.6
irVol 5y10y 80.3 68.4 74.9 31.2
irVol 5y30y 70.7 61.7 69.3 40.6
irVol 10y10y 71.9 67.4 68.7 35.1
irVol 10y30y 63.1 55.5 60.6 42.2
#vol #recap, #fxvol, #irvol, #cad, #nzd, #aud, #chf, #jpy, #eur, #krw, #sek, #gbp, #nok, #usd