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is there a good link or explanation how to get a specific day (next month's 1st trading day, etc) overnight implied vol? (pls guide where should i start with?) and let say USDJPY (say forward ref is 135), overnight vol is 40%, how can i get the implied breakeven? thanks.

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  • $\begingroup$ Just out of interest, what is the use case for getting a forward ON IV in a month from today? $\endgroup$
    – AKdemy
    Jul 11, 2023 at 17:25
  • $\begingroup$ To bet/ understand on the cheapness/ expensiveness of a binary event? $\endgroup$
    – GChan
    Jul 11, 2023 at 17:32
  • $\begingroup$ What exactly would the bet look like? especially a bet based on some forward ON IV? Personally, I doubt there is much information content in a computed ON vol from existing quoted vols (or prices if listed FX options which generally aren't very liquid). $\endgroup$
    – AKdemy
    Jul 11, 2023 at 17:40

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