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Aug 13 - 03:55 AM

EUR/USD - Can EUR/USD Extend Latest Rise? Option Market Clues

By Richard Pace  —  Aug 13 - 02:45 AM
  • Despite latest EUR/USD gains above 1.1800, option reaction limited so far

  • Implied volatility marginally above setback lows - 1-month 7.4 vs 7.0

  • Dropped from 8.6 peak last week- up from 6.1 mid July with initial EUR gains

  • Risk reversals retain EUR call over put premium, but lower since last week

  • 1.20 danger zone for options - huge barriers, still short coverage above

  • Expect more option price gains if perception of extended spot rise increases

  • For now, price action still consistent with range consolidation




1-3-12-month EUR/USD risk reversals Click here

EUR/USD 1-month implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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