Derived Data That Drive Results
By Richard Pace — Apr 24 - 03:35 AM
A well touted 40-billion euros of option strikes reside between 1.09-1.11
Due to expire through end of April and are having a big effect on EUR/USD
Related hedging flows help contain FX and dampen volatility
Implied volatility gauges actual volatility - trades lowest levels in a year
Market already lacking inspiration and conviction before May 3-4 Fed and ECB
2-week implied vol added mild risk premium when capturing those CB meetings
For more click on FXBUZ
EUR/USD option strikes expiring through end of April Click here
EUR/USD 1-2-3-month expiry FXO implied volatility Click here
Source:
Refinitiv IFR Research/Market Commentary
