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Oct 19 - 07:55 AM

EUR/USD - Options Cover Volatility Risk As Lagarde And Lane Loom

By Richard Pace  —  Oct 19 - 06:25 AM
  • Early interest to buy EUR/USD overnight expiry implied volatility 6.25-6.75

  • Straddle break-even is 33 pips in either direction, so hardly excessive

  • However, increased demand highlights some concern over increased volatility

  • ECB President Christine Lagarde and ECB's Phillip Lane speak later on Monday

  • Overall price action in FX options remains consistent with range trading

  • Implied volatility curve crisis lows, apart from 1-month (gets US election)

  • Related nL1N2HA04J



Overnight expiry EUR/USD implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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