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Jan 07 - 06:12 AM
GBP/USD - Options Bet On Decreasing Ranges
First appeared on eFXplus on Jan 07 - 04:10 AM
  • GBP/USD option players selling implied volatility - bet on ranges holding

  • Sellers of strikes around 1.3300 and 1.3000 with near term expiries too

  • That suggests that those levels could define the near term range

  • Coincides with spot market expectations too -

  • Bids touted by Thurs 1.3054 low, with offers around Dec. 31 1.3284 peak

  • Option risk reversals show downside risks have eased nL1N29B078



GBPUSD implied vol: Click here

GBPUSD risk reversals: Click here

Source:
Refinitiv IFR Research/Market Commentary

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