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Dec 11 - 04:55 AM

EUR/USD - FX Options Not Convinced EUR/USD Has More Upside, Just Yet

By Richard Pace  —  Dec 11 - 03:00 AM
  • Forward looking nature of FX options usually indicative of expectations

  • This derivative not showing signs that EUR/USD can extend higher short term

  • Volatility premium for EUR calls over puts on risk reversals fell this week

  • Struggling to recover. Shows less conviction for more short term spot gains

  • Recent and l-term highs at 1.2177 and big 1.22 option barriers cap for now

  • Related comment nL1N2IQ0LL


EUR/USD 1-2-week and 1-month risk reversals - Click here

Source:
Refinitiv IFR Research/Market Commentary

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