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Oct 09 - 04:55 AM

EUR/USD - Traders Should Look At FX Option Prices For Outlook Clues

By Richard Pace  —  Oct 09 - 02:55 AM
  • EUR/USD implied volatility edging lower - reflects a view of range trading

  • 1-month spiked 6.5 to 7.8 after capturing U.S election - back at 7.25 now

  • Less chance of contested outcome/uncertainty as Trump lags in polls

  • Massive option expiries strangling EUR/USD range this week nL1N2GZ09R

  • Risk reversals maintain relatively strong EUR call vs put premium (upside)

  • Shows market still perceives EUR/USD vulnerable to more gains - eventually

  • Outright flows/volumes tame now - lack of near term conviction




1-3-12-month EUR/USD risk reversals Click here

EUR/USD 1-month implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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