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Jan 15 - 02:55 AM

EUR/USD - Shows 2-Clear Themes At Play Via FX Options Market

By Richard Pace  —  Jan 15 - 02:28 AM
  • Forward looking FX options reflect near term outlook for EUR/USD

  • Two clear themes at play - range trading, and downside protection

  • Implied volatility down since last week, consistent with range trading

  • Premiums for downside strikes have increased - fear of deeper setback

  • Outright buyers of 1.20 EUR put strikes this week - although not large

  • We suggested 1-month 1.20 last week, now cost double nL1N2JJ0FK

  • Related comments nL1N2JP0NXnL1N2JP0ZB




Benchmark 1-month expiry implied volatility Click here

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

Source:
Refinitiv IFR Research/Market Commentary

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