Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
0.58 43.6 75.8 AUD_1y1y
0.71 48.3 68.0 NZD_1y1y
0.74 34.3 46.4 GBP_1y1y
0.82 6.7 8.1 EUR
0.83 17.8 21.4 NOK_1y
0.84 30.2 35.9 AUD_2y
0.85 7.6 9.0 GBP
0.86 8.5 9.9 NOK
0.89 11.7 13.2 JPY_10y
0.90 6.7 7.4 CHF
0.92 8.7 9.5 JPY_5y
0.92 20.9 22.6 NZD_1y
0.93 52.1 55.9 AUD_10y
0.93 43.8 46.9 GBP_5y
0.95 43.6 45.8 AUD_5y
0.97 6.5 6.8 CAD
0.97 43.7 45.1 USD_1y1y
0.98 34.4 35.0 NZD_2y
0.99 54.6 55.4 USD_30y
0.99 8.7 8.8 SEK
0.99 17.5 17.6 AUD_1y
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