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Sep 04 - 04:55 AM

USD/JPY - Warnings From The FX Options Market

By Richard Pace  —  Sep 04 - 02:50 AM
  • USD/JPY FX option market pricing and flows flag downside warnings

  • Steady demand for options to protect against losses over recent sessions

  • Buyers of strikes between 105.00-101.00 - expiries through year end

  • Risk reversals maintain a volatility premium for JPY call over put options

  • Implied volatility meets fresh demand when spot edges lower

  • U.S. election risk a factor nL1N2G0083. Big expiries today nL1N2G103Z

  • Related comment nL1N2G008K


1-3-month USD/JPY risk reversals Click here

Source:
Refinitiv IFR Research/Market Commentary

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