NZDJPY Implied Volatility

NZDJPY Implied Volatility closed up by 7.65% to 9.43 on 23 January 2021 and +6.67% on a weekly basis. NZDJPY Implied Volatility momentum was last calculated at +0.0/100 indicating positive momentum. NZDJPY Implied Volatility trend is +50.0/100 indicating a positive trend. NZDJPY Implied Volatility momentum exhaustion is -0.27655 indicating NZDJPY Implied Volatility is oversold.NZDJPY Implied Volatility RSI is 51.9404 .

NZDJPY Implied Volatility Chart

| | |

MacroVar offers Free access to our database of historical data for the largest economies and financial markets including economic indicators, stocks, bonds, commodities, currencies and credit default swaps.
  1. Click the CSV button below to download the last 5 years of historical data.
  2. Download for Free unlimited historical data by Creating your free account
Date Value
05/12/2021 10,69
04/12/2021 10,06
03/12/2021 10,06
02/12/2021 9,85
01/12/2021 9,98
30/11/2021 10,17
29/11/2021 10,00
28/11/2021 10,24
27/11/2021 9,82
26/11/2021 9,82

Copy the following Code to your Website


MacroVar API for Python offers free access to last 5 years of historical data. click the Copy Button below and run code in your computer.
To get full historical data:
  1. create a free account
  2. Use your username and password in the code below.




Get notified via email when NZDJPY Implied Volatility is updated. Create your free account


NZDJPY Implied Volatility

NZDJPY Implied Volatility Statistics

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
NZDJPY Implied Volatility NZDJPY.IV 9.43 0 0.5 -0.27655 51.9404 7.65 6.67 7.65 0.53425

NZDJPY Implied Volatility closed at 9.43 on 23 January 2021. NZDJPY Implied Volatility trend was last calculated at +50.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. NZDJPY Implied Volatility momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. NZDJPY Implied Volatility momentum exhaustion is -0.27655 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating NZDJPY Implied Volatility is oversold and a possible reversal is imminent. NZDJPY Implied Volatility RSI was last calculated at 51.9404. NZDJPY Implied Volatility moving averages were last recorded as follows: 1-month moving average: 9.96 in an uptrend , 1-quarter moving average: 10.0047 in a downtrend and 1-year moving average: 11.0204 in an uptrend. NZDJPY Implied Volatility annual return was last recorded at None%, daily return was last recorded at 7.65%, and weekly return was last recorded at 6.67%. NZDJPY Implied Volatility histrorical 20-day volatility was last recorded at 70.0986%, NZDJPY Implied Volatility alpha None, NZDJPY Implied Volatility beta None and NZDJPY Implied Volatility maximum drawdown was recorded at None%. MacroVar models monitor NZDJPY Implied Volatility statistics based on historical data since 1970.

MacroVar Risk Monitor

Last -1 Week -1 Month -3 Months -6 Months Strength
MacroVar Risk Index 0.38 0.35 0.2 0.27 -0.15
Stock risk 0.12 0.13 0.21 0.43 0.28
Credit risk -0.88 -0.78 -0.72 -0.86 -0.86
Currency risk -0.39 -0.33 -0.13 -0.06 0.06
Emerging Markets risk -0.49 -0.43 -0.41 -0.18 -0.49
Liquidity risk -0.52 -0.52 -0.48 -0.48 -0.39
Bond risk -0.19 -0.35 -0.16 0.33 -0.57
Feedback
Feedback
How would you rate your experience?
Do you have any additional comment?
Next
Enter your email if you'd like us to contact you regarding with your feedback.
Back
Submit
Thank you for submitting your feedback!