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Jan 12 - 05:55 AM

EUR/USD - Options Not Giving Up On The Topside

By Richard Pace  —  Jan 12 - 03:44 AM
  • EUR/USD FX options recognise downside spot risk, but no panic nL1N2JN0GH

  • In fact, some investors using spot setback to buy cheaper EUR call options

  • EUR calls allow holders to buy EUR/USD at levels above current spot

  • Expiries for these EUR call options between 2-4-months - strikes 1.23-1.25

  • 3-month risk reversal premium for EUR calls over puts sold 0.05 in Asia

  • It's actually met demand in early London - trading back at 0.1

  • Related comment nL1N2JM0IS

EUR/USD option risk reversals Click here

Refinitiv IFR Research/Market Commentary


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