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May 13 - 04:55 AM

EUR/USD - Outlook Not So Bad - According To FX Options

By Richard Pace  —  May 13 - 02:40 AM
  • Forward looking FX options show no panic about spot setback as ranges hold

  • Volatility clearly a concern after U.S. data shocks nL1N2MZ0M5

  • Implied volatility/option premium is elevated to highlight this

  • Risk reversals off highs, but still retain a small upside premium

  • If they turn in favour of EUR puts, it would show growing downside concerns

  • 1.3-billion 1.2100 expiry may help contain Thurs nL1N2N009M

For more click on FXBUZ


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

Source:
Refinitiv IFR Research/Market Commentary

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