Currency Options
Implied volatility data for currencies is hard to find...so hard in fact I couldn't find any freely available. I decided to use the option prices on FOREX futures listed .
http://www.optiontradingtips.com/options101/currency-options.html
Implied volatility - Wikipedia, the free encyclopedia
In financial mathematics, the implied volatility of an option contract is the . view it simply is a more convenient way to communicate option prices than currency.
http://en.wikipedia.org/wiki/Implied_volatility
Consistent Pricing of FX Options - Fabio Mercurio
Mar 7, 2006 . derivatives or for inferring implied volatilities for non quoted strikes or . In the FX option market, the volatility matrix is built according to the .
http://www.fabiomercurio.it/consistentfxsmile.pdf
FX Realized Volatility Indexes
Realized volatility stands in contrast to implied volatility, which is based on expectations of future price movement. Options traders use both types of measures in .
http://www.cmegroup.com/trading/fx/realized-fx-volatilities/index.html
Commentary: Implied Volatility Explained | Forex Blog
May 5, 2007 . Implied volatility offers an instant snapshot of how much investors believe a currency will fluctuate over the term of the option. Implied volatility is .
http://www.forexblog.org/2007/05/commentary-implied-volatility-explained.html
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