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Jul 23 - 07:55 AM

EUR/JPY - Options Market Flashing Red For Danger

By Martin Miller  —  Jul 23 - 06:50 AM
  • FX traders should be on their guard for bigger swings in EUR/JPY

  • Option market sentiment for bigger movement than realised vol measuring

  • Hedging EUR/JPY costs relatively high compared to other high profile pairs

  • EUR/JPY 1mth atm vol is at 6.9, at a premium to 1mth realised vol at 5.1

  • EUR/JPY's focus is on the 2020 124.43 peak, a break above should accelerate

  • Dollar looks set to gain vs yen as "cloud twist" above nears nL2N2EU08N

EUR/JPY 1mth ATM vs Realised Vol Chart: Click here

Source:
Refinitiv IFR Research/Market Commentary

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