Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
0.57 44.3 77.4 AUD_1y1y
0.72 48.6 67.8 NZD_1y1y
0.73 34.6 47.3 GBP_1y1y
0.83 18.1 21.7 NOK_1y
0.85 31.5 37.2 AUD_2y
0.87 6.7 7.7 EUR
0.88 7.8 8.9 GBP
0.89 11.3 12.7 JPY_10y
0.92 8.7 9.5 JPY_5y
0.92 21.0 22.9 NZD_1y
0.92 8.7 9.5 NOK
0.93 55.3 59.3 USD_30y
0.94 54.6 58.1 AUD_10y
0.95 45.3 47.7 GBP_5y
0.96 54.7 56.9 USD_20y
0.98 45.4 46.5 AUD_5y
0.98 6.8 6.9 CHF
0.98 17.7 18.0 AUD_1y
0.98 32.2 32.7 EUR_10y
0.99 34.5 34.9 NZD_2y
0.99 34.6 34.9 EUR_30y
0.99 34.1 34.3 EUR_20y
1.00 24.4 24.5 EUR_5y
1.00 53.6 53.8 USD_10y
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