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Jan 25 - 05:55 AM

GBP/USD - One Week Expiry GBP/USD Options Shine Over Fed And BoE

By Richard Pace  —  Jan 25 - 04:10 AM
  • 1-week GBP/USD FX option expiry now Thursday Feb 1 and includes Fed and BoE

  • Implied volatility higher to reflect the increased realised volatility risk

  • It's up 1.0 to 7.3, although 1-month implied vol slips toward 2024 low 6.6

  • A broader lack of FX realised volatility weighs all implied vols of late

  • 1-week daily realised volatility is just 3.0 and 1-month 5.8

  • Trade volumes low with vol sellers dominating over recent sessions

For more click on FXBUZ

Source:
Refinitiv IFR Research/Market Commentary

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