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Feb 04 - 04:55 AM

EUR/USD - Downside Option Demand Increases As 1.20 Trades

By Richard Pace  —  Feb 04 - 02:43 AM
  • 1.2000 trades, but not below - option barriers could still be in play

  • Increased demand for EUR/USD downside protection via FX options Thurs

  • Buyers of short dated expiry EUR put strikes - many on a 1.1900 handle

  • These options allow holders to sell EUR/USD at strike if favourable to spot

  • EUR put over call premiums highs since June -1-month 0.3, 3m 0.1

  • Implied volatility underpinned, albeit still near crisis lows - 1-month 6.0

  • Related nL1N2K80VO


For more click on FXBUZ


EUR/USD 1-3-12-month expiry option risk reversals Click here

Source:
Refinitiv IFR Research/Market Commentary

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