Foreign Exchange | |
EUR/USD | |
Spot | 0.9054 |
Risk Reversal | 0.5 (For EUR calls) |
Imp Vol | 10.60% |
USD/JPY | |
Spot | 122.06 |
Risk Reversal | 0.15 (For JPY Calls) |
Imp Vol | 9.35% |
EUR/JPY | |
Spot | 110.5041 |
Risk Reversal | 0.05 (For EUR calls) |
Imp Vol | 9.90% |
Source: J.P. Morgan Chase |