Implied option volatilities have eased through the European session-to-date. The 1-mth is now 5.6/5.75, having been 5.7/5.9 at today's European open. Last Tuesday, the 1-mth was seen as low as 5.55/5.75.
That indication defines the low since last Autumn's double-day all-time low of 5.4/5.6 (Nov 17 & 21). In the mid-dates: the 2-mth is 5.7/5.9 last, having been 5.8/6.0 at today's European open.
No comments:
Post a Comment