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Apr 27 - 05:55 AM

EUR/USD - FX Options Show EUR/USD Risks Are Growing Toward Fed And ECB

By Richard Pace  —  Apr 27 - 04:25 AM
  • FX option implied volatility flags increased actual volatility expectations

  • Entire implied volatility curve lifted from recent and longer term lows

  • More buyers of short date expiries to benefit from near term FX volatility

  • Overnight (next day) expiry now 13.5 vs 10.0 Wed, 1-week up big 2.0 to 10.0

  • 1-week expiry now Thurs May 4 - captures both Fed and ECB rate decisions

  • Billions of euro's of near term strike now expired to free EUR/USD shackles

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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