Is there anywhere besides having an expensive bloomberg feed (or the like) to get implied vols on major crosses? Bloomberg used to have it free on the website but not anymore as far as I can tell. IFR markets used to post them but they are no longer part of the oanda news feed.
haha Thanks Mav, I'll say I did find this on google just before I asked, but was't sure if this aligned with true interbank quotes or if it was just what was on saxo's books. Good stuff on here anyway besides the implied vols.
Yeah this is nice, they have a lot of cool stuff here besides implied vols... 25-delta risk reversal, vol term structure, sentiment, correlation charts. Years ago I don't remember it being like this on trading floor. oanda has some of this but not as nice and only on FX.