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Aug 01 - 04:55 AM

USD/JPY - Big Shift In Option Prices Should Encourage USD/JPY Bulls

By Richard Pace  —  Aug 01 - 02:40 AM
  • The huge pre BoJ option premiums for USD/JPY downside protection now unwound

  • Benchmark 1-month risk reversal premium for JPY call vs put options hit hard

  • Down from 2.0 to mid June/2023 lows 0.5. Big sales of outright JPY calls too

  • There's also a resurgence for JPY put/USD call options - especially 145

  • Shows a strong view that USD/JPY could regain recent/l-term highs above 145

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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