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Oct 07 - 12:12 PM
EUR/USD - Options Suggest EUR/USD Risk Lies Higher, But It's Low
First appeared on eFXplus on Oct 07 - 06:50 AM
  • EUR/USD options charge small premium for EUR calls over puts - higher spot

  • Premium small, recognises short squeeze risk if 1.1000-20 stops tripped

  • Without change in fundamentals, EUR strength should still attract sellers

  • Implied vols low - that's more in line with broader view of spot range trade

  • If risk of spot volatility/break-out increases, so will option vols

  • If move deemed likely to topside, risk reversals will extend recent gains

EUR/USD risk reversals: Click here

EUR/USD impled vols: Click here

Refinitiv IFR Research/Market Commentary


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