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Daily Mexican Peso Option Analysis -
Thu, March 4, 2004
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|
Month MAR |
Futures Closing Price 910.75 |
Days Left 2 |
Implied ATM Volatility 17.74% |
Last Trading Date Fri, Mar. 5, 2004 |
 Historical v. Implied Volatility GraphsHistorical Volatility TablesImplied Standard Deviations
|
MAR Implied Volatility v. 2-Week Historical Volatility
January 26, 2010 - March 4, 2010
Days to Options Expiration v. Volatility (percent)
Solid line is Implied Volatility
MAR Futures
January 26, 2010 - March 4, 2010
Days to Options Expiration v. Futures Price
Historical Volatilities for MP
| 1-Week | 2-Week | 1-Month | 6-Week | 2-Month | 3-Month | 4-Month | 6-Month | |
|---|---|---|---|---|---|---|---|---|
|
MAR |
11.25% |
10.77% |
10.14% |
n/a |
n/a |
n/a |
n/a |
n/a |
Implied Standard Deviations for MP
| 1-Day | 3-Day | 1-Week | 2-Week | 1-Month | 2-Month | 3-Month | ATM Vol. | |
|---|---|---|---|---|---|---|---|---|
|
MAR |
10.00 |
17.32 |
26.46 |
37.42 |
54.77 |
78.10 |
95.39 |
17.74% |
