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May 20 - 04:55 AM

EUR/USD - FX Options Remain Poised For More EUR/USD Gains

By Richard Pace  —  May 20 - 02:48 AM
  • Price action in this EUR/USD derivative continues to lean higher

  • Implied volatility off Wed's highs, but is being bought on dips

  • 1-month is 6.1 from 6.25, 3-month recently paid good amounts at 6.1

  • 1-month gets June ECB and Fed, discount to historic (value) nL5N2N622R

  • 1-3-month risk reversals hold a 0.2 vol premium for EUR calls (topside)

  • More huge strike expiries nearby - help underpin setbacks nL5N2N622R

  • Existing topside barriers can be advantageous to EUR bulls nL2N2N60WZ

For more click on FXBUZ

EURUSD 1-month implied volatility Click here

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

EUR/USD FX option expiries Click here

Refinitiv IFR Research/Market Commentary


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