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Mar 09 - 07:55 AM

USD/JPY - Powell Induced Option Gains Reverse - Except USD/JPY!

By Richard Pace  —  Mar 09 - 05:50 AM
  • FX option implied volatility spiked higher with the USD post Powell Tuesday

  • Benchmark 1-month expiry prices added around 0.5, with AUD/USD up 1.0

  • Those gains reversing now as USD eases before Friday's U.S. NFP

  • However, USD/JPY implied volatility hasn't followed suit - flags BoJ risk

  • AUD/USD option implied volatility could be best risk hedge on setbacks

  • High beta to risk and its current policy divergence can offer value

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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