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Jul 28 - 03:55 AM

EUR/USD - Options Ramp Cost To Protect Topside As 1.20 Eyed

By Richard Pace  —  Jul 28 - 02:15 AM
  • EUR call options allow holders to buy EUR/USD on a future date

  • Their premium over EUR puts (right to sell EUR) is increasing

  • Risk reversal contracts show this - benchmark 1-month now 0.6 for EUR calls

  • That's a 2.5-year high, if we exclude the corona-virus noise in early March

  • 3-month is 0.4 and 6-month from neutral to 0.2 EUR calls over puts this week

  • Shows growing concern of more EUR/USD gains, 1.20 barriers eyed nL2N2EY08J


1-3-6-month EUR/USD risk reversals Click here

Source:
Refinitiv IFR Research/Market Commentary

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