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Mar 15 - 04:55 AM

EUR/USD - Options Flag Big Expiry Level And FOMC Risk

By Richard Pace  —  Mar 15 - 03:30 AM
  • DTCC data shows EUR 3.5-billion 1.1900 option strike expiries this week

  • Related delta hedging flows could help support market around this level

  • Dealers also tout pre 1.1900 bids - EUR found support before 1.19 Thur-Fri

  • FX options favour range trading, albeit with a downside lean nL1N2LA0PX

  • Expectations for post Fed volatility Wed's, propping 1-week vol mid 7's

  • Related nL1N2LA13D

For more click on FXBUZ

Source:
Refinitiv IFR Research/Market Commentary

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