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Feb 05 - 08:55 AM

EUR/USD - Options Endorse Easing Pressure On EUR/USD

By Richard Pace  —  Feb 05 - 06:38 AM

• EUR/USD Option volatility and downside strike risk premiums revert lower

• Benchmark 1-month EUR/USD implied volatility 9.0 to 7.9 since Monday

• 3-month 7.7 from 8.4 and 1-year trades 7.6 on Wednesday from 7.9 on Monday

• 1-month risk reversals halve to 0.6 EUR puts over calls, 3-month 1.3 to 0.9

• Dealers also report paring of many short term expiry downside defence trades

• Huge 1.0400-50 strike expiry zone might help contain FX for now
EUR/USD FXO implied volatility


EUR/USD FXO risk reversals


EUR/USD FX option strikes expiring Feb 5-14


(Richard Pace is a Reuters market analyst. The views expressed are his own)

Source:
London Stock Exchange Group | Thomson Reuters

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