Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Refinitiv
Mar 09 - 03:55 AM

USD/JPY - FX Options Spike, Flags Raised Threat Of 110.00

By Richard Pace  —  Mar 09 - 02:37 AM
  • Option dealers will cover areas where they are short inventory if threatened

  • USD/JPY dealers covered 107, 108 before those levels broke nL2N2L20O3

  • Increased demand for 110.00 JPY puts now - 110.00 is a big barrier level

  • 110.00 strike demand increased after 109.00 barriers breached Tuesday

  • Was accompanied by another spike higher in implied volatility/option premium

  • 1-week paid 7.0, 1-month 6.5 to 6.95. 1-week 110 paid 7.25, 1-month 110 7.0

For more click on FXBUZ


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

Source:
Refinitiv IFR Research/Market Commentary

Subscription

  • eFXplus
  • End-user license agreement (EULA)

About

  • About
  • Contact Us

Legal

  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2021 eFXdata · All Rights Reserved
!