G7 fx volatility index
Forex Volatility Continues Rising. What are the ... The JP Morgan G7 Volatility Index is based on the implied volatility in 3-month currency options and is one of the broadest measures of forex volatility. As you can see from the chart above, the index is closing in on year-to-date high (excluding the spike in March caused by the Japanese tsunami), and is generally entrenched in an upward trend. JPMorgan Adds FX Options Volatility Index | Institutional ...