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Sep 03 - 02:55 AM

EUR/USD - Options Flag Downside Concerns - Insurance Sought

By Richard Pace  —  Sep 03 - 02:00 AM
  • EUR/USD option markets were buying downside insurance Wednesday nL1N2FZ07R

  • Continues Thursday with more demand for EUR put options - sub 1.1800 strikes

  • These options allow holders to sell EUR/USD at lower levels on future dates

  • Noted buyers of option strikes as low as 1.16 with expiries within 1-month

  • Implied volatility/option premiums find support to reflect demand/concerns

  • Risk reversals show recent EUR call premiums (topside) losing more ground


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

Source:
Refinitiv IFR Research/Market Commentary

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