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Nov 18 - 04:55 AM

EUR/USD - Options Book Profits - Downside Run Over For Now?

By Richard Pace  —  Nov 18 - 02:46 AM
  • EUR/USD options warned of downside risk by ramping premiums nL1N2S70OS

  • Those premiums peaked after erasure of big 1.1300 barriers Wed's

  • Noted profit taking in FX spot and options space since

  • Benchmark 1-month implied volatility back at 6.5 from 7.1, 3m 6.1 vs 6.4

  • However, 1-month 5.3 Monday - reached 6.3 as expiry got ECB/FED nL1N2S70I5

  • Cen-bank risk will continue to underpin those dates expiring just after

  • Downside risk hasn't gone away- options hold big premium for EUR put vs call

  • But implied volatility setbacks suggest downside drop/panic over for now

For more click on FXBUZ


1-3-12-month EUR/USD FX option implied volatility Click here

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

Source:
Refinitiv IFR Research/Market Commentary

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