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Sep 23 - 05:00 AM
EUR/USD - Beware Massive EUR/USD Option Pull - Price Action Telling
First appeared on eFXplus on Sep 23 - 02:50 AM
  • Massive EUR 5.2-bln 1.1000 option expiry Thursday, 1.7bln 1.1050 Tues

  • Related hedging flows could have big bearing on n-term price nL2N26B0A6

  • There's EUR 150-billion between 1.09-1.12 over coming weeks nL2N26808Z

  • Price action in vols and risk reversals not looking for that range to break

  • Vols edge toward record lows due to lack of realised/expected volatility

  • No vol premium for either EUR puts or calls on risk reversals

  • Options suggest downside more vulnerable, but low risk nL2N26805V

EURUSD option expiries: Click here

EURUSD vol: Click here

EURUSD risk reversals: Click here

Refinitiv IFR Research/Market Commentary


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