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Jun 11 - 04:55 AM

EUR/USD - Wants To Rise, But Options Say No

By Richard Pace  —  Jun 11 - 02:39 AM
  • EUR/USD looks buoyant, but any gains will remain extremely hard fought

  • Multi billion option expiries and related hedging 1.2150-1.2200

  • Massive 5 bln euros there today, and another 2.5 bln on Monday nL2N2NT0A9

  • Option Implied volatility new pandemic lows = low actual volatility expected

  • Risk reversals show no directional premium - consistent with range trade

  • Option and cash markets already long EUR/USD to add upside congestion

For more click on FXBUZ


EUR/USD 1-month implied volatility Click here

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

Source:
Refinitiv IFR Research/Market Commentary

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