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Apr 14 - 04:55 AM

EUR/USD - Options Aren't Getting Any Cheaper - Buyers Emerge

By Richard Pace  —  Apr 14 - 02:45 AM
  • EUR/USD implied volatility meets demand from long term lows on Thursday

  • Benchmark 1-month expiry is 7.9 from 7.65 early Thurs, 3-month 7.7 from 7.5

  • 2-month already bounced 7.3-7.7 Thursday as captures June Fed, ECB, now 7.9

  • 1-month risk reversals have almost erased long standing downside vol premium

  • Any further FX gains could flip that premium to a topside volatility premium

  • Topside vol premium combined with more EUR/USD gains would lift implied vol

  • FX options wrap





For more click on FXBUZ


Source:
Refinitiv IFR Research/Market Commentary

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