Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
0.63 44.0 69.9 AUD_1y1y
0.72 49.0 68.4 NZD_1y1y
0.78 34.3 44.1 GBP_1y1y
0.83 18.1 21.8 NOK_1y
0.89 11.9 13.4 JPY_10y
0.90 7.0 7.8 GBP
0.92 8.9 9.7 JPY_5y
0.92 10.6 11.5 EUR_2y
0.93 40.9 44.1 GBP_5y
0.94 21.0 22.3 NZD_1y
0.96 31.6 32.8 GBP_2y
0.98 52.2 53.2 AUD_10y
0.99 33.1 33.6 EUR_30y
0.99 6.7 6.8 CHF
0.99 34.7 35.2 NZD_2y
0.99 52.4 52.8 USD_30y
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