Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Oct 16 - 04:55 AM

EUR/CHF - Options Reflect Extent Of FX Fear Factor

By Richard Pace  —  Oct 16 - 03:35 AM
  • Broader FX option implied volatility in demand and regains recent highs

  • EUR/CHF implied volatility and its downside strikes being well sought

  • Price action typical of risk aversion and worries about wider FX outlook

  • EUR/CHF FX option implied volatility new highs since March 2023

  • 1-month expiry risk reversals show jump in vol premium for downside strikes

  • CHF call over put implied vol premium 0.25 to 0.6 since Fri - high since Apr

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


  • eFXplus
  • End-user license agreement (EULA)


  • About
  • Contact Us


  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2023 eFXdata · All Rights Reserved