Derived Data That Drive Results
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
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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
