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May 15 - 05:55 AM

EUR/USD - FX Option Trade Flows Are Telling About EUR/USD

By Richard Pace  —  May 15 - 03:35 AM
  • More FX option traders are buying EUR call strikes over recent sessions

  • EUR calls/USD puts give holders the right to buy EUR/USD at expiry

  • Strikes are mostly between 1.0800-1.0900 and expiries sub 2-week

  • 2-week 1.0850 recently paid 5.8 implied volatility on huge 450-million euros

  • 13 Day 1.0900 EUR calls also paid early Wednesday at similar vol level

  • A weak U.S. CPI print on Wednesday could give EUR/USD a further boost higher

  • FX options have significantly increased FX volatility risk premiums for CPI

  • Many large FX option strike expiries reside nearby

For more click on FXBUZ

Source:
Refinitiv IFR Research/Market Commentary

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