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hey would you mind expanding on that example further? im a bit new to options, but wouldnt you be up there a net seller of vol (calls) so you have to buy the underlying to delta hedge? also on the side, why is the imp vol of a strangle the average of the two vols (of the call and put) ?

thx for your reply. with the particular numbers I gave it comes out as eur/aud vol is 8.72 just thinking, this isn't a no arbitrage type figure though, right? because vol itself is traded so eur/aud vol could really be anything? if it doesnt follow the mathematical relationship (i.e. related...

hey all, posted this in forex forums but seems this area is better: if I have say 1month implied vol of AUD/USD is 9.4 1month implied vol of EUR/USD is 9.3 and correlation between these 2 vols is 57%, what is the implied 1month vol of EUR/AUD? thanks!

hey all, quick question if: 1month implied vol of AUD/USD is 9.4 1month implied vol of EUR/USD is 9.3 and correlation between these 2 vols is 56.5%, what is the implied 1month vol of EUR/AUD?

Rising metals prices usually are good for the A$. Is this just because firms purchasing Australian commodoties need to pay more for the raw goods which means they demand more A$, which bids up its price? Or is there some more techincal explanation?

Is a strong currency "better" for a particular economy? Obviously, good for consumers and importers but worse for exporters - but, overall, can we say there is either a positive or negative effect on the overall economy? I was wondering if anyone had any ideas on this or links to information...

What makes you think this?

Does anyone know where I can get a free add-in for Excel that will automatically update a spreadsheet with current exchange rates? I've found a few on the net but they havn't been free of charge.