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Mar 09 - 02:55 AM

EUR/USD - Options Focus On Downside Barriers, ECB And Fed

By Richard Pace  —  Mar 09 - 02:16 AM
  • Buyers of short dated EUR put options continues - intra-week expiry 1.1800

  • Option barriers reside here, expect defence ahead, 1.1836 Tues's low

  • Volatility and downside risk premium elevated more by ECB meeting Thursday

  • Traders also note good interest for post FOMC expiry options

  • 1-week implied volatility above 7.0, 1-month 6.75, 3-month 6.5

  • 1-month risk reversals highest downside premium since June at 0.375 EUR puts

  • Related comments nL1N2L60EQnL1N2L60QA

For more click on FXBUZ


1-week and 1-month EUR/USD implied volatility Click here

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

Source:
Refinitiv IFR Research/Market Commentary

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