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Nov 06 - 05:55 AM

AUD/USD - Big Directional Shift - Option Traders Dump Puts, Buy Calls

By Richard Pace  —  Nov 06 - 03:40 AM
  • A clear shift in AUD/USD's directional bias in the FX options market

  • Traders are selling AUD puts (options that allow them to sell AUD/USD)

  • They're now buying AUD calls (options that allow them to buy AUD/USD)

  • 0.7400-0.7500 strikes popular - over a 3-6-month time frame

  • Risk reversals show the recent repricing - AUD put over call premium drops

  • 1-month risk reversal halves to 0.9, 3-month drops 1.8 to 1.1 AUD puts


1-3-month AUD/USD risk reversals Click here

Source:
Refinitiv IFR Research/Market Commentary

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