FX option volatility may be undervalued

By Ralph Sinclair
24 Sep 2015

After an explosive month in August, implied volatilities for many currency pairs remained subdued in the wake of the last Thursday's US Federal Open Market Committee decision to leave rates unchanged.

volatility measures in currency options markets have remained largely unchanged.

“Implied volatility levels have remained stable and to a certain degree I think that this reflects complacency,” says Ron DiRusso, chief investment officer at CCTrack Solutions in New York. “But you could also argue that the fact ...

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