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Nov 25 - 08:55 AM

EUR/USD - Conflicting Option Signals Can Present EUR/USD Opportunities

By Richard Pace  —  Nov 25 - 07:36 AM
  • Shifting expiry dates and US holidays weigh option premium nL1N2SG0I6

  • However, EUR/USD implied volatility setbacks have been quite significant

  • Benchmark 1-month expiry at 6.1 is almost 1.0 below Tuesdays long term high

  • 3-month was highs since March at 6.4 Wednesday and sold 6.2 Thursday

  • Setbacks typically consistent with less vol and slow/stalling EUR/USD losses

  • However, downside and volatility risk haven't gone away nL1N2SG0GF

  • Implied vol setbacks may therefore present opportunities to cover risk

  • Related comment nL1N2SG0G3

For more click on FXBUZ


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

Source:
Refinitiv IFR Research/Market Commentary

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