Data & Statistics

Interbank Implied Volatility Matrix 

The report provides data pertaining to the interbank implied volatility matrix for the USD-INR pair across various strike prices and tenor intervals. The dissemination is at a lag of 2 business days.

Implied Volatility Matrix reported for : USDINR

Technical document

Please refer to Technical document- Implied Volatility Matrix for the details about computation of the above data.

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