Hello all.Would appreciate your thoughts on how to do the following:fx risk reversal is in theory the market's 'prediction' of how implied vol will behave for a given move in spotand to the extend that there is a discrepancy between the markets actual reaction vs what the risky would have predicted, someone might be able to make some inferences about possible structural causeshow would suggest to best capture this?how would you suggest best go from a 25delta risky, to the "risky predicted implied vol" given a certain move in spot?I have some which i would be happy to share,but would like to see if someone may have tackled this issue in the past.Cordially