Derived Data That Drive Results
By Richard Pace — Dec 03 - 03:45 AM
EUR/USD leaning higher for months, but maybe didn't expect break so soon
However, 1.2100-10 barriers/resistance cleared, opens 1.25+ nL1N2II0LF
No panic in options, but positioning for continued EUR/USD grind higher
Implied volatility remains elevated after recent fresh gains across curve
Risk reversals add more premium for EUR calls over puts this week (upside)
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1-3-12-month EUR/USD risk reversals Click here
EUR/USD 1-3-12-month implied volatility Click here
Source:
Refinitiv IFR Research/Market Commentary
