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Sep 03 - 07:55 AM

EUR/USD - Option Prices Still Consistent With Range Trading

By Richard Pace  —  Sep 03 - 07:08 AM
  • EUR/USD option implied volatility is near pandemic lows nL1N2Q50HH

  • Outright flows have been light - option trade volumes at 2021 lows

  • Risk reversals show a lack of additional premium for puts, or calls

  • That means low conviction for a sustained FX move in either direction

  • Price action still consistent with low actual volatility/range trading


For more click on FXBUZ


EUR/USD 1-3-12-month expiry implied volatility Click here

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

Traded volumes in EUR/USD options in 2021 Click here

Source:
Refinitiv IFR Research/Market Commentary

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