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Aug 26 - 03:55 AM

EUR/USD - Options Add Big Event Risk Premium For Fed's Powell

By Richard Pace  —  Aug 26 - 02:30 AM
  • Overnight (next day) options now expire Thursday at 10-am New York

  • Capture U.S jobless claims, but also Powell opener at Jackson hole

  • Big jump in EUR/USD overnight expiry event risk premium as a result

  • Overnight implied volatility paid 14.0 in Asia from 9.75 Tues

  • In premium terms - 69 from 48 pips break-even for simple vanilla straddle

  • Market expects increased volatility Thurs, wary of topside nL1N2FR0RN

Source:
Refinitiv IFR Research/Market Commentary

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