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Jan 19 - 03:55 AM

AUD/USD - Value In Protecting AUD/USD With Simple Options

By Richard Pace  —  Jan 19 - 02:52 AM
  • Recent AUD/USD option flows show protection against volatility and downside

  • Premiums higher as a result, but have peaked for now as spot setback stalls

  • Holders of implied volatility are protected against actual volatility

  • There's been enough actual volatility to justify current implied levels

  • One month historic volatility trades similar levels to 1-month implied

  • Repeat past months spot volatility would cover premium with once daily hedge





AUD/USD 1-month expiry implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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