March 9 (Reuters) - Implied volatility gauges for the
world's major currencies erupted on Monday as a 30% plunge in
oil prices and selloffs across global stock markets left markets
in disarray.
Dollar-yen one-month implied volatility surged to an 11-year
high at 8.8% JPY1MO=FN while euro-dollar volatility jumped to
its highest since April 2017 at 10.5% EUR1MO=FN .