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Apr 01 - 03:55 AM

EUR/USD - Downside Full Of Option Congestion/barriers From 1.1700

By Richard Pace  —  Apr 01 - 02:31 AM
  • EUR/USD FX options positioning for weaker EUR/USD for most of 2021

  • Plenty of barriers and triggers amid outright EUR puts - 1.1700-1.1500

  • Hedging of puts and defence of barriers and triggers can slow deeper decline

  • Implied volatility and premium for downside strikes has been falling of late

  • Suggests near term base, or that deeper EUR/USD declines will be hard fought

  • Related comment nL1N2LT0ND



For more click on FXBUZ


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

Source:
Refinitiv IFR Research/Market Commentary

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