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May 31 - 02:55 AM

AUD/USD's Post RBA Reaction, According To FX Options

By Richard Pace  —  May 31 - 02:09 AM
  • RBA policy announcement Tuesday, dovish hold is widely expected nL3N2NI0G4

  • Very unlikely to follow last weeks RBNZ with a hawkish surprise

  • Recall NZD options were up pre RBNZ - warned of volatility risk nL2N2NC0L3

  • Price of overnight (Tuesday) expiry AUD FX options currently lowest in weeks

  • Break-even for simple straddle at 10.0 vol just $32 pips in either direction

  • U.S. holiday should limit actual volatility ahead, but price still low



For more click on FXBUZ


AUD/USD overnight expiry implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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