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Oct 10 - 04:55 AM

EUR/USD - Downside Still At Risk - According To FX Options

By Richard Pace  —  Oct 10 - 02:40 AM
  • EUR/USD is 1-cent+ above recent 1.0458 lows, but downside risk still present

  • FX options hold strong implied volatility premium for downside strikes

  • Benchmark 1-month 25 delta risk reversals show this premium

  • Retains 6-month highs at 0.65 implied volatility for USD calls over puts

  • Outright trade flows also maintain a preference to buy/hold downside for now

  • Those worried about renewed EUR/USD losses can benefit from RKO options

  • Knock out triggers below the strike level can significantly reduce premium

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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