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Oct 25 - 03:55 AM

EUR/USD - FX Options Price The Status Quo For EUR/USD

By Richard Pace  —  Oct 25 - 02:35 AM
  • FX option implied volatility heavy near pandemic-era lows

  • Low implied volatility consistent with low actual FX volatility

  • Volatility premium for downside strikes retreats from early Oct highs

  • Mild demand for 1.1700-50 strikes last week, but overall traded volumes low

  • Minimal premium for Thurs ECB, slightly more for Nov Fed, but focus on Dec

  • 2-month at a premium to 1-month since Dec ECB and Fed capture nL1N2RI15W

  • Price action remains consistent with EUR/USD trading limited/familiar range

For more click on FXBUZ


2-month EUR/USD gains over 1-month Click here

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

Source:
Refinitiv IFR Research/Market Commentary

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