美元兑日元一周波动率上行该期限覆盖美国非农数据

环球市场播报09:30

　　美元兑日元一周隐含波动率上升0.98个波动率点至8.85，该期权期限现已覆盖10月2日美国就业数据带来的事件风险。

　　以美元兑日元当前158.65的价位测算，该水平预示未来一周汇率有78%的概率在156.50至160.64区间波动。

　　随着即期汇率逐步逼近潜在干预区间，对冲美元兑日元下行风险的期权溢价保持稳定；一周期25德尔塔看跌期权相对看涨期权，享有2.34个波动率点溢价。

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美元兑日元一周波动率上行 该期限覆盖美国非农数据

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美元兑日元一周波动率上行该期限覆盖美国非农数据