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Apr 13 - 07:55 AM

GBP/USD - Clues From The FX Options Market

By Richard Pace  —  Apr 13 - 05:51 AM
  • GBP/USD option implied volatility eyes Feb's pandemic/post Brexit lows

  • Benchmark 1-month expiry at 6.8 vs 9.2 early March, was 6.5 base in Feb

  • Lack of actual/expected volatility weighs, broader ranges expected to hold

  • Close below 100-dma 1.3693 can hurt GBP, but decent bids touted sub 1.37

  • Option premium for downside vs upside strikes near post Brexit deal lows

  • While that stays heavy and implied vol low, shows downside risk deemed tame

For more click on FXBUZ

GBP=D3 Click here

GBP/USD 1-month expiry implied volatility Click here

1-3-12-Month GBP/USD risk reversals Click here

Refinitiv IFR Research/Market Commentary


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