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Mar 26 - 11:55 AM

EUR/USD - What's Next For EUR/USD - According To Options

By Richard Pace  —  Mar 26 - 09:36 AM
  • EUR/USD price action and flows suggests deeper spot declines, but a grind

  • Options thrive on FX volatility - low implied volatility says less expected

  • EUR puts demand premium to calls, so no doubt of downside risk nL1N2LM0WQ

  • Supply of EUR puts coming to market however - likely via leveraged spreads

  • Spreads involve selling downside strikes further from spot, to fund nearer

  • Spreads benefit from EUR grind. Barrier option/defence every 50-pips, too.

  • EUR bears might consider RKO EUR puts - Much cheaper than vanilla EUR put

  • Related comment nL1N2LO0DT

    For more click on FXBUZ

EUR/USD 1-3-12-month expiry option risk reversals Click here

1-3-month EUR/USD implied volatility Click here

Refinitiv IFR Research/Market Commentary


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