All
  • All
  • Articles
  • Squawks
  • Trade views
  • Must reads
  • Videos
  • Calendar
Views
Write a Squawk
No posts
  • Article / 02 November 2016 at 11:00 GMT

    US Election: Where will USDMXN be if Trump wins?

    FX options trader / Saxo Bank
    Denmark
    US Election: Where will USDMXN be if Trump wins?
    Dollar-Mexico is seen as a gauge for the outcome of the US presidential election, with a Donald Trump victory seen hammering the peso, while a Hillary Clinton win would calm the markets and support the Mexican currency. Here are some ideas on where USDMXN could trade on either election outcome.
    Read the article
  • Squawk / 16 June 2016 at 2:08 GMT
    -
    United Kingdom
    Also am i correct in assuming that same strike call and puts have the same volatility? e.g. a EURUSD 1.1000 strike put and call has the same IV? thanks
    Read the Squawk
    1y
    guezou guezou
    by definition ! Because of the call put parity, if they had different volatilities there would be an arbitrage.
    28 September
    FettyWap FettyWap
    This is not the case because of skew - there is often more demand for downside options due to spot-vol correlation. Take USDJPY for example, spot moves...
  • Squawk / 12 June 2016 at 18:56 GMT
    -
    United Kingdom
    hi, what information does this site use to get its option data, whats the source? I love what you do here!

    Also does anyone know where i can find information like this, risk reversals, ATM IV 1wk 1mth etc (but in more detail) on any other sites? i dont mind paying.

    thanks
    Read the Squawk
    1y
    Juhani Huopainen Juhani Huopainen
    FX implied volatilities are available from several sources, but it does cost. Bloomberg, Reuters are the two most obvious sources. Outside those, Olsendata, GFI Market Data have...
    1y
    Myles Crouch Anderson Myles Crouch Anderson
    ah yes i know BBG and RTRS but i dont have £20,000 a year. How much do the other sources cost? im surprised its so expensive.. adding...
    1y
    Juhani Huopainen Juhani Huopainen
    OTC data IS expensive, and the cheaper alternatives have the trouble of being possibly less reliable.

    One cheap and effective way would be to use the exchange-listed FOREX...
  • Squawk / 19 March 2016 at 17:58 GMT
    -
    Canada
    Hi Guys, I am new to this forum. I would be grateful if someone could help me address my questions on the vol Grid shown above.

    1. For ATM for this grid i.e. 18-Mar, the USDCAD 1M ATM vol is stated as being 10.65 (+0.05). I can see that 10.65 is the ATM vol but then what is the 0.05? ATM Straddles are not supposed to have a skew so what is the number in the bracket?

    2. For the USDCAD 1M 25 Dental RR it states 0.2 (-0.05). Once again, what is the number in the bracket for? There should be just one RR number so then whats the number in the bracket? I assume that the RR are with respect to Calls. In this case calls are bid over puts?

    thanks,
    Read the Squawk
    1y
    MrRainmaker MrRainmaker
    Thanks, Juhani. I don't know about the source of the risk reversals SAXO uses. They used to come from GFI which came straight from...
    1y
    Juhani Huopainen Juhani Huopainen
    Historical daily FX volatilities, strangle- and risk reversal prices were available earlier for free from the British Banker's Association's website - but no more. Hard to get...
    1y
    Myles Crouch Anderson Myles Crouch Anderson
    hi, what information does this site use to get its option data, whats the source? I love what you do here!

    Also does anyone know where i can...
  • Squawk / 21 December 2015 at 2:40 GMT
    Head of Trading / ACB
    Viet Nam
    Please add USDCNH on the list. Thank you
    Read the Squawk
  • Squawk / 14 April 2015 at 12:53 GMT
    Capital Markets / Banco Carregosa SA - GoBulling.com
    Portugal
    Return/Risk Forecasts - Asset Allocation - Morgan Stanley
    Read the Squawk
    1y
    Myles Crouch Anderson Myles Crouch Anderson
    hi, what information does this site use to get its option data, whats the source? I love what you do here!

    Also does anyone know where i can...