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Jan 31 - 08:55 AM

EUR/USD - A Justifiable Volatility Premium In EUR/USD FX Options?

By Richard Pace  —  Jan 31 - 07:00 AM
  • EUR/USD implied volatility/option premiums higher over recent sessions

  • That's despite familiar ranges holding and realised FX volatility still low

  • Implieds were languishing near 2-yr low, so perhaps justified on that basis

  • The recent spot setback and threat of deeper declines playing a part

  • Data and Fed policy risk underpins very short dated expiry options for now

  • Longer dates recently buoyed by threat of Trump winning the U.S. election

  • Option gains to remain tempered without signs of recent ranges breaking

  • Month end flows abound on Wednesday nL1N3EL0OP

For more click on FXBUZ

Source:
Refinitiv IFR Research/Market Commentary

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