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Jul 30 - 04:55 AM

EUR/USD - Pinned By Huge 5-Billion Options - For Now

By Richard Pace  —  Jul 30 - 02:48 AM
  • EUR/USD's post Fed recovery matches 6 July 1.1895 peak Friday

  • Close above 23.6% of 1.2266-1.1752 fall at 1.1873 opens 38.2% 1.1943

  • However, huge 5-billion options between 1.1850-1.1920 expire 10-am NY

  • Related delta hedging could certainly have some influence - add resistance

  • EUR/USD implied volatility finds mild support after post Fed setback

  • 1-month risk reversals show a tiny topside vol premium emerging

  • Options focus volatility premium on Jackson hole and Sept Fed nL1N2P50XA

For more click on FXBUZ


EUR/USD option expiries Click here

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

Source:
Refinitiv IFR Research/Market Commentary

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