Does anyone know how I could get an implied volatility measure on options of various currency and currency indices on Bloomberg. Similar to a VIX or VXN measure. I mean, if I could look at say DXY implied option volatility that could work, but I’d also like to be able to see it for other major currencies. Thanks!
I know the code for say the 3 Month Implied Volatility on JPY/USD is USDJPYV3m Curncy so maybe its something like DXYV3M Index???
bigwilly, I was able to use this to find volatility on all individual currencies. Not DXY, I’m sure there’s a way, but no worries. Very cool metric. thanks a bunch
Check out VOLC to compare implied versus realized vol in graph form. Check out WVOL for a vol matrix.